Good Data Vendor for Testing?

CharlesXT · Sep 17, 2003

Can someone please recommend a good data vendor for futures/stock data. I want to test intrady and daily.

Thanks in advance

NihabaAshi · Sep 17, 2003

Quote from CharlesXT:

Can someone please recommend a good data vendor for futures/stock data. I want to test intrady and daily.

Thanks in advance

Who are you using right now or have used in the past???

NihabaAshi

CharlesXT · Sep 17, 2003

I have not traded for quite a few years. Things have changed so much. I wanted to do a lot of research before trading. The last vendor I used was Rueters and Tickdata. I have not checked them out yet, just wanted to hear what was the best recommendation from the users here. Tradestation looks perfect for historical data, intraday and daily, but i'm not going to be trading for a few months, so just getting the data is all I need for now.

thanks

H2O · Sep 17, 2003

Best for EOD : CSI (www.csidata.com)
They're not cheap but the best around

maxpi · Sep 17, 2003

Just try to find first tier, well scrubbed, data for whatever instrument you are testing.

hypostomus · Sep 18, 2003

IMO E-Signal is a good value for data and backtesting. I pay $113 a month including the CME futures feed. If you prefer a "conventional" programming language to TradeStation's so-called EasyLanguage, E-Signal is a good choice. It is also possible to automate trading from E-Signal to IB.

ditaln1 · Sep 18, 2003

Futuresource.com has good clean data you can get. You can get intraday/daily/weekly/monthly charts on their web site.. If you want realtime data, their FSXTRA product is quite cheap, I believe $60 + exchange fees and it's web based..

CharlesXT · Sep 18, 2003

Thanks for all the help. I will check them all out and get on with the testing

rickty · Sep 18, 2003

I'm surprised to see that no one has yet mentioned quote.com. They appear to me to have the most extensive intra-day and daily historical data. For example, I recently download intraday data for the SP (SP500 futures contract) from all the way back from Dec. 1997. I think if you check other vendors, the most they provide is about 6 months of intra-day data. Perhaps an exception to this would be Tradestation who have been promising to provide many years of intra-day data but, as I understand it, have yet to fulfill this promise. (Please correct me if I'm wrong).

You can get a subscription to quote.com (qcharts) for about $80/month for which you'll be able to download to your heart's content. If you need to automate downloading of data then you could use qcollector (do a google search to find the vendor, if you're interested.)

Richard

Roscoe · Sep 18, 2003

For EoD data I can strongly recommend Pinncle Data, very reliable.
http://www.pinnacledata.com/

There has been discussion on other forums re: CSI has had some strange policy change of recent times that somehow locks you out of your (paid for) history.