IndexTrader,
I agree that Quote.com is pretty clueless about maintaining what should be their crown jewels, ie. historic data. I've offered to pay them for historic tick data for the futures contracts I trade, since they now only keep the past few months online. From the responses I got, it wasn't clear that they archived the older data before purging it off the servers, or that they even cared.
It's a shame, because in contrast to their end of day data (which is totally unreliable), their intraday data is quite clean. Furthermore, it includes best bid/ask data, and cancelled ticks; the latter is useful for testing your filters (ie. you can throw the original dirty feed at your trading model and see how it handles the inevitable bad ticks.) And while some tick data providers aggregate multiple trades at one price level into a single tick, Quote.com preserves the original trade history.
I agree that Quote.com is pretty clueless about maintaining what should be their crown jewels, ie. historic data. I've offered to pay them for historic tick data for the futures contracts I trade, since they now only keep the past few months online. From the responses I got, it wasn't clear that they archived the older data before purging it off the servers, or that they even cared.
It's a shame, because in contrast to their end of day data (which is totally unreliable), their intraday data is quite clean. Furthermore, it includes best bid/ask data, and cancelled ticks; the latter is useful for testing your filters (ie. you can throw the original dirty feed at your trading model and see how it handles the inevitable bad ticks.) And while some tick data providers aggregate multiple trades at one price level into a single tick, Quote.com preserves the original trade history.