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Data feed with longest Backfill for Futures?
- Thread starter yasha
- Start date
For most futures instruments, Tradestation has 6 months back fill in tick resolution and multiple years in minute resolution. IB does not provide tick data, either live or historical, which is what the OP was using.
Tradestation is not the best execution brokers around, but the platform is basically free with 10 round trips futures trade per month; exchange fee additional, usually 10 to 50 per month.
Tradestation is not the best execution brokers around, but the platform is basically free with 10 round trips futures trade per month; exchange fee additional, usually 10 to 50 per month.
Yasha, checkout the www.atrader.org website also. I'm not even a user yet, but will be when the session handling is implemented in a couple of weeks - it uses IB or DTN. Also make sure you check out the reviews here for MC. When last I checked it skipped empty periods/bars. Since then the DRM means you are depending on them totally, that their servers don't go down. If they go bust, the software is useless, even if you paid the $1500 for it.
[1] I would be careful reading reviews. Sometimes they could be emotional and not objective. Yes. You are right we skip empty bars.
[2] Regarding DRM. We had no single issue for the last several months within DRM, because we have a real redundancy. You can check our forum and ask real users.
Just to be objective many software vendors use different sorts of authentication NT, TS, SierraCharts, Ensign come to mind, but it is not a full list. If you canât authorize, you either canât get in and use software at all or get real-time. The situation is pretty the same.
I hope this helps.
[2] Regarding DRM. We had no single issue for the last several months within DRM, because we have a real redundancy. You can check our forum and ask real users.
Just to be objective many software vendors use different sorts of authentication NT, TS, SierraCharts, Ensign come to mind, but it is not a full list. If you canât authorize, you either canât get in and use software at all or get real-time. The situation is pretty the same.
I hope this helps.
NT is free, TS is free with broker, Sierra is small monthly subscription. The difference is that Multicharts is sold at a premium price for a one off payment. Yet if TSSupport goes bust, the software is useless, if TSSupport servers have DDOS attack the software is useless. It's a crisis waiting to happen that could lose a Multicharts user a lot of money.
I don't mind Multicharts, it looks nice and works reasonably well. But for $1500, it should have an accurate time axis, not skip minutes. This is so basic. A minute chart for one hour should have 60 x 1 minute bars, not 49 because no trades took place for 11 minutes in the overnight session. Trends will be completely out, averages and indicators could be too.
TS doesn't have this problem. 2-3 years ago when Multicharts was $200 it didn't have the problem. Yes, Ninja has the same problem but it's free so I have no complaints.
I don't mind Multicharts, it looks nice and works reasonably well. But for $1500, it should have an accurate time axis, not skip minutes. This is so basic. A minute chart for one hour should have 60 x 1 minute bars, not 49 because no trades took place for 11 minutes in the overnight session. Trends will be completely out, averages and indicators could be too.
TS doesn't have this problem. 2-3 years ago when Multicharts was $200 it didn't have the problem. Yes, Ninja has the same problem but it's free so I have no complaints.
The QT limitations were taken up quite a while ago in this thread:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=131746&highlight=quotetracker+limitations
If you can live with 10 days (inc 1, 2 4 hour charts) and the emini session problem, it is good software. I think the limitation is part of a deal Jerry Medved has made with TD Ameritrade, because a lot of people have brought it up.
I have just checked a private message from Jerry Medved to say the Globex session is handled, I will correct my post if so, but I l did look into it in the thread above.
Unless the session handling has changed since, then there will be a problem with either Friday 3.30-4.30 showing up when it doesn't exist or with a Sunday 3.30-4.30 showing up that doesn't exist - depending how you define the session. Has the session handling changed?
http://www.elitetrader.com/vb/showthread.php?s=&threadid=131746&highlight=quotetracker+limitations
If you can live with 10 days (inc 1, 2 4 hour charts) and the emini session problem, it is good software. I think the limitation is part of a deal Jerry Medved has made with TD Ameritrade, because a lot of people have brought it up.
I have just checked a private message from Jerry Medved to say the Globex session is handled, I will correct my post if so, but I l did look into it in the thread above.
Unless the session handling has changed since, then there will be a problem with either Friday 3.30-4.30 showing up when it doesn't exist or with a Sunday 3.30-4.30 showing up that doesn't exist - depending how you define the session. Has the session handling changed?
The one thing I miss from Tradestation is the continuous contract. They had it on their servers, @ES I think it was... I don't think IB does that for anyone. I use Ninja and I could /should be building my own continuous contract but having it on demand all the time is very nice.. I wonder if there is an IB data downloader? IB throttles back downloads and Ninjatrader doesn't seem to work around it at all, you get a time-out from IB and that's it, no more download for you bad boy, you have to set your clock and try again in a few minutes... the Openquant forum has some code there for working with IB's data throttling but it goes only to minute granularity, typically I'm looking for ticks..
Paul,
I must disagree. Here is why:
1. Regarding DDOS. I don't think it will ever happen, because it is technically hard to implement, but this problem is actual for ANY online service and the price doesn't matter. It is true for NT, TS and all other online services you can imagine. So your statement is biased.
2. NT is not free. It is free if you don't trade. TS is not free. You pay higher commissions that compensate the software price. Plus you have no choice and must use data and execution quality they offer.
You can select from TT, Patsystems, Zen-Fire, IB and FXCM in MultiCharts which practically gives you access to hundreds of brokers/datafeeds with different level of quality.
I must disagree. Here is why:
1. Regarding DDOS. I don't think it will ever happen, because it is technically hard to implement, but this problem is actual for ANY online service and the price doesn't matter. It is true for NT, TS and all other online services you can imagine. So your statement is biased.
2. NT is not free. It is free if you don't trade. TS is not free. You pay higher commissions that compensate the software price. Plus you have no choice and must use data and execution quality they offer.
You can select from TT, Patsystems, Zen-Fire, IB and FXCM in MultiCharts which practically gives you access to hundreds of brokers/datafeeds with different level of quality.
One thing is for sure, DRM is not in your customers interest and is at best an unnecessary and additional critical link in the chain that can go wrong for them.
Secondly, it suddenly changes the meaning for those who paid for a Lifetime License - from their 'lifetime' to TSSupport's 'lifetime'. When you go down, the software goes down.
How long is TSSupport going to last when the next wave of the crisis hits, and why should a customer gamble $1500 on it? Some already paid believing you meant their lifetime and now you have reneged.
I don't want to attack a genuine business, but many people on these forums are fairly new, who might spend an amount equivalent to some weeks of their savings, to give themselves the best chance of success.
You are charging a massive premium when the basics of charting are not correct, value is not good, and they cannot even be 100% sure the software will always work 100% of the time. You have sacrificed their interest for yours.
If you had the same price models as TS, NT and others, I would not criticise as the customer's risk would be lower, or zero, along with their rightful expectations.
Secondly, it suddenly changes the meaning for those who paid for a Lifetime License - from their 'lifetime' to TSSupport's 'lifetime'. When you go down, the software goes down.
How long is TSSupport going to last when the next wave of the crisis hits, and why should a customer gamble $1500 on it? Some already paid believing you meant their lifetime and now you have reneged.
I don't want to attack a genuine business, but many people on these forums are fairly new, who might spend an amount equivalent to some weeks of their savings, to give themselves the best chance of success.
You are charging a massive premium when the basics of charting are not correct, value is not good, and they cannot even be 100% sure the software will always work 100% of the time. You have sacrificed their interest for yours.
If you had the same price models as TS, NT and others, I would not criticise as the customer's risk would be lower, or zero, along with their rightful expectations.