Looking for Software Recommendation

C

cliffansel

Fed up with TS. Working on a system to trade Dow Mini's and learned that TS futures data (1-minute back 20 yrs) has been promised for months but not delivered. Looking for a platform with good backtesting and programmability, preferrably that comes with historical database of 1 minute data on the minis as well as equities.

Generally liked the TS platform (pretty easy to learn and use) although I have read horror stories about trying to trade with it in real time. Preferrable package is good for trading, not just backtesting.

Any recommendations would be greatly appreciated.

Lastly, if package had ability to incorporate basket trades into backtesting that would be a bonus.

Thanks.
 
The Dow mini hasn't traded for 20 years.

And anyway, 20 year old 1 minute data (in fact any non-electronically traded futures contract - even current data) is going to give you only an approximation of the trading at best.

They just price capture from the shouts in the pits and shoot it down the pipe. They don't/can't actually capture the individual trades, the price capture is therefore only an approximation and you won't have valid volumes and not comparative to the data you get from the eminis and other a/c/e and Globex traded contracts.
 
Thanks for the reply. I was aware Dow Minis have only traded since 1997, but I did think they traded electronically, and therefore the 1-minute data would be worthwhile. Am I mistaken?

I only mentioned the 20 years b/c that's what TS has been promising for futures data.

However, still would be interested in your software platform recommendation for backtesting and real time trading.

Cliff
 
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