Intraday Backtesting

[Asterix]

Thanks to MrDinky and CaroKann (and me) the data ( 1 min data of Nasdaq 100 stocks from 01/02/2001 to 08/02/2002 in csv format. (138 MB)) is uploaded to
www.traders2traders.com

Asterix

 

[truffles]

Thank you!

Just for the guys with scarce time resources: The exact link is

http://www.traders2traders.com/linkindex/Goto.asp?ResourceID=263

Best regards
truffles

 

[Diamond Geezer]

I use this as my virtual hard drive for my work that I use at the office, at home or my notebook computer when I'm on the road. Its also a way of sharing large files such as multiple big spreadsheets (and mp3s etc. for that matter that don't email well). Kazaa and Morpheus have privacy issues and (for me at least) stability/reliability issues, though they are free and do, I guess, work on some level.

 

[pjtomtai]

Well, have been out of town for a while, no time to check out here, glad to see finally you guys got a place to share the file. Someones sent me messages requesting additional intraday data, I suggest you guys give me a consolidated list, and the downstream person to whom I could pass the data.

Just wonder why no one asked for index data, no use!?

Good luck everyone to your back testing.

 

[Flynn]

Can you please explain me how exactly to convert this .scv files into Metastock format or import into Omega TS 2000i?

 

[DaveN]

Originally posted by Flynn
Can you please explain me how exactly to convert this .scv files into Metastock format or import into Omega TS 2000i?

A small document I posted at traders2traders regarding ASCII files and Tradestation:
http://traders2traders.com/data/TSandCSV.htm

 

[Flynn]

Originally posted by DaveN

A small document I posted at traders2traders regarding ASCII files and Tradestation:
http://traders2traders.com/data/TSandCSV.htm

Thanks a lot! It really worked!

 

[Mr Subliminal]

This is fantastic! What about intraday ES data? I'm presenting a paper at the IFTA (International Federation of Technical Analysts) conference in London in October, and my SOMP™ index could use some backtesting.

http://www.sta-uk.org/ifta_2002.htm

 

[Asterix]

Looking for others who also need tick-by-tick data
for testing their system and would share some costs.
I want to purchase 2-3 years of tick data of us markets.
Anyone interested? PM me.

Asterix.

 

[pjtomtai]

Well, this is my final answer to all of you who emailed me requesting the intraday data, I have to first apologize that I have no time to reply one by one, here is how it will work.

I put the data into KaZaA, and anyone who's interested can get it through KaZaA, I will open up to 2 connections at 256K (my maximum bandwidth) from time to time for 4~5 days, then I guess after that with more and more people with the data in hand sharing in KaZaA, the bandwidth won't be an issue anymore.

The data is shared as "document", and the key word is "Elitetrader pjtomtai history data", pls note I put ".doc" after each file name, when you get the files, change the extensions back to ".rar" to decompress.

There are four data files:
1. naz100.rar 1 min nazdaq 100 portfolio stocks and QQQ from jan 2 2001 up to the most recent day aug 23 2002
2. us_index.rar 1 min major us index from jan 2 2001 to aug 23 2002
3. history_emini_txt.rar 1 min cme emini contracts back to 1999
4. emini_future_txt.rar 1 min cme emini contracts this year

I don't know whether it will work, let me know if you can find the files through KaZaA.

Good luck, everyone, and pls remember to share the data through whatever ways you can.

The best time to download is after market close to midnight eastern time, during the day I have to close the connection in order to watch the market.