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Best source for Historical data and Auto trading?
- Thread starter amitman
- Start date
Quote from tradelink:
http://tradelink.googlecode.com
TradeLink is 100% free and open source. It supports 10+ brokers and 3 data feeds for equities, futures, options and FX :
http://code.google.com/p/tradelink/wiki/ProviderFeatureMatrix
You can record data using the platform to obtain historical testing. You can also import from many popular sources :
http://code.google.com/p/tradelink/wiki/DataSupport
Trading physics in particular is a free source of data supported for import.
Is there a tutorial somewhere on how to import bar data from text files and/or TradeStation?
Quote from WinstonTJ:
Are you going to add 4-5 cents against you every trade to factor in for the spread plus size that may/may not be there and slippage?
Simulation based on prints only is a wasted effort and never returns accurate results.
I am developing an automated quant highly scalper trading system and i thank you for sharing this opinion/suggestion.. I will consider in my developing. Thanks again
Quote from tradelink:
http://tradelink.googlecode.com
TradeLink is 100% free and open source. It supports 10+ brokers and 3 data feeds for equities, futures, options and FX :
http://code.google.com/p/tradelink/wiki/ProviderFeatureMatrix
You can record data using the platform to obtain historical testing. You can also import from many popular sources :
http://code.google.com/p/tradelink/wiki/DataSupport
Trading physics in particular is a free source of data supported for import.
Trading Physics is interesting, however only the first 10 downloads are free. I'm guessing the first 10 days of intraday data.
Quote from WinstonTJ:
I have 3 years of about 3k symbols. Right now its up to about 6TB compressed and growing by the day - but that's level2 with depth of book, size, spreads, etc.
How many symbols are you looking for and for how long? Do you have the space to keep it all?
I am also looking for quotes data for back-testing purposes. Could you PM me on this board ?
You can start collecting intraday data for free by pulling real-time data from Yahoo site. You can use MLDownloader software: http://www.trading-tools.com/mld.htm
Companies like eSignal and IQFeed offer about three years of historical data.
To download more data than that, use Kibot or some similar data provider.
Companies like eSignal and IQFeed offer about three years of historical data.
To download more data than that, use Kibot or some similar data provider.
Quote from biba4:
You can start collecting intraday data for free by pulling real-time data from Yahoo site. You can use MLDownloader software: http://www.trading-tools.com/mld.htm
Companies like eSignal and IQFeed offer about three years of historical data.
To download more data than that, use Kibot or some similar data provider.
Thank you for the suggestions.
The Kibot site only offers 1 minute data. I am interested in tick data especially best bid-ask quotes (or top of the book).
Quote from softdown:
Thank you for the suggestions.
The Kibot site only offers 1 minute data. I am interested in tick data especially best bid-ask quotes (or top of the book).
DTN NxCore has this historically as well as RT if you're willing to use their API and your budget is in the 000's.