Third Party Tick Data for TradeStation

its historical data (obviously) and they sell it by symbol and year. For example, I just purchased 1 year of @ER2 and @ES, and I think it was $75 for each.

BTW, if and when you do import it into TS, be prepared to wait a good long time for any optimization runs to complete :(
W
 
Quote from ishallreturn99:

its historical data (obviously) and they sell it by symbol and year. For example, I just purchased 1 year of @ER2 and @ES, and I think it was $75 for each.

BTW, if and when you do import it into TS, be prepared to wait a good long time for any optimization runs to complete :(
W
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ISR99,

My question should have read "was there a minimum order size...?" My understanding was that TD had a minimum order size for tick data that was approx. $1,000. Sounds like your order was for approx. $150 which is what I thought the min was for 1 min. and larger time frame data. Thanks.

O
 
telozo,

You are certainly right about erroneous prints causing problems with tick data. I have written some code that I hope will mitigate this problem. I haven't yet implemented the code and intend to do so this weekend. Then, I will test the updated strategy on live data for a while.

This will give me the opportunity to review the results and see how the program responds to spurious data points. All I am trying to do is get rid of data point that obviously does not belong. Accomplishing this is good enough for the strategy that I am using.

I just don't want events (buys, sells and stops) to trigger on data that isn't real, so I am ignoring data that looks like it doesn't belong.

Norm
 
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