Free historical backtesting data

C

coolwind

Found a website that provides historical data for backtesting in zip format.

It covers FOREX, INDICES and FUTURES. The website says the information is updated up to Apr 4th of this year.

Some product data seems to go back as early as the 20's in the case of the DOW JONES.

Hopes this helps someone doing their backtesting.

Here's the link http://pitrading.com/free_market_data.htm


Good Trading one and all!

Oh and did I mention! It's free!!!!
 
Dang, the price is right on that stuff.. thanks much. For curiosity's sake once a long time ago, I looked at the DJIA for 1932, I found some daily data... it was system tradeable, it looked like a thinly traded stock but nonetheless!! I take comfort in that when I think about economic disaster. If nothing else I can bar bet for beers on tomorrow's Dow price......

Thanks for the link, I need to revisit some old data every once in a while, I'm like that :) I think I'm also nuts from ET and too much work on ATS for too many years but hey, we all have to be some way, I choose this one.......

With all that data I might [i'm serious here] make it a requirement that an ATS would work on data from other eras as a final test, sort of like the vision quest for a martial artist.....
 
Just daily data, no free intraday data

Quote from maxpi:

Dang, the price is right on that stuff.. thanks much. For curiosity's sake once a long time ago, I looked at the DJIA for 1932, I found some daily data... it was system tradeable, it looked like a thinly traded stock but nonetheless!! I take comfort in that when I think about economic disaster. If nothing else I can bar bet for beers on tomorrow's Dow price......

Thanks for the link, I need to revisit some old data every once in a while, I'm like that :) I think I'm also nuts from ET and too much work on ATS for too many years but hey, we all have to be some way, I choose this one.......

With all that data I might [i'm serious here] make it a requirement that an ATS would work on data from other eras as a final test, sort of like the vision quest for a martial artist.....
More...
 
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