hi everyone. we have been working on futures data
for years now, but only strategies on daily data. some
months ago we started testing on futures data within
american and european session time. we used data
we collected ourselves via a reuters feed plus a blend
with genesis data (if i recall correctly) for the backtesting
work. we only did 5min data so far as our shortest
time frame. and we chose the session time because
of globex illiquidity.
now we would like to move to spot, because we expect
increased overnight liquidity here.
reason for this thread: what data to buy from whom?
how important is ebs these days? how much to pay
for them? and so forth. how about oanda? do they
sell data for longer histories?
thnx for the help, guys. saves my time. hope it doesn't
take too much of yours ...
for years now, but only strategies on daily data. some
months ago we started testing on futures data within
american and european session time. we used data
we collected ourselves via a reuters feed plus a blend
with genesis data (if i recall correctly) for the backtesting
work. we only did 5min data so far as our shortest
time frame. and we chose the session time because
of globex illiquidity.
now we would like to move to spot, because we expect
increased overnight liquidity here.
reason for this thread: what data to buy from whom?
how important is ebs these days? how much to pay
for them? and so forth. how about oanda? do they
sell data for longer histories?
thnx for the help, guys. saves my time. hope it doesn't
take too much of yours ...