Looking for old 5-minute charts

[drm7]

Tradestation has the data you want built into their platform. 25 years intraday data for stocks and 30 years for futures. I'm not sure what you would need to do if you don't want to open up an account with them, but you might be able to transfer a token amount for enough time to construct some old charts and look at them.

http://www.tradestation.com/trading-technology/market-data

 

[SteveM]

Cool that all makes sense. Good luck in your search, did you find what you were looking for?

Believe it or not, I've actually found some older 5-min charts through doing a lot of searching here on ET for old threads - unfortunately, most of the links are broken due to age, but I have found some Nasdaq charts from 2004 that have been helpful. Wish I could find stuff going back to the 80s/90s though.

 

[SteveM]

Tradestation has the data you want built into their platform. 25 years intraday data for stocks and 30 years for futures. I'm not sure what you would need to do if you don't want to open up an account with them, but you might be able to transfer a token amount for enough time to construct some old charts and look at them.

http://www.tradestation.com/trading-technology/market-data

thanks drm7, that is very helpful.

 

[SunTrader]

Keep in mind--Forward testing is what is really the best teacher.

Shhh don't "let the cat out of the bag".

 

[helgen_1]

...I've actually been wondering lately if the algorithmic trading is actually helping me make money...

That's what I'm seeing too.

H.

 

[helgen_1]

...charts from 2004 that have been helpful.

Here is the ES from 2003, had to dig deep into my hard drive to find it.

H.

 

[SoesWasBetter]

My best algo's come from training off data from 1945-1950

 

[Mtrader]

I've seen this request for old charts a number of times on ET, what is the draw for way out of date charts?

He is trading on an IBM XT from the 1980's.

 

[Mtrader]

Keep in mind--Forward testing is what is really the best teacher.

Yes, but for that you don't need past data but future data. Can anyone give me the data from tomorrow? If I stay 1 day in advance that's enough for me.

 

[Mtrader]

There are two possibilities:

• markets have changed
• markets have not changed

In both cases old data are useless:

• If markets changed your data is not good to test a system you will use in a market that changed.
• If markets did not change you don't need old data but can use recent data as there is no difference.