Hi there, I'm looking for good 5-min data for some ETFs and stocks such as SPY, QQQQ, RIMM and AMZN. The data i get from IQFeed seem to have a lot of bad ticks (range suddenly explodes 10 fold). I need good data without bad ticks like that in order to back test effectively. Can you guys tell me where to get/buy them? Thanks
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Where to get good data
- Thread starter anh_trader
- Start date
Tradestation is great for accurate historical data. It filters everything real time as well so the bars will not have the out of sequence trades(huge range). I am on the quest to find a data service that uses the same filter technology as tradestation. I would use TS but I have my own engine which does not mesh with TS. Any filtered feeds out there for intraday equities?
Quote from anh_trader:
Hi there, I'm looking for good 5-min data for some ETFs and stocks such as SPY, QQQQ, RIMM and AMZN. The data i get from IQFeed seem to have a lot of bad ticks (range suddenly explodes 10 fold). I need good data without bad ticks like that in order to back test effectively. Can you guys tell me where to get/buy them? Thanks
All the symbols on your list and more -> http://pitrading.com/intraday_ascii_data_market_edition.htm
Quote from thejam:
All the symbols on your list and more -> http://pitrading.com/intraday_ascii_data_market_edition.htm
Does this place have 5-min bid/ask data for stocks n ETF? Is the data filtered?
And can it be used with ninjatrader?
Quote from apex82:
Tradestation is great for accurate historical data. It filters everything real time as well so the bars will not have the out of sequence trades(huge range). I am on the quest to find a data service that uses the same filter technology as tradestation. I would use TS but I have my own engine which does not mesh with TS. Any filtered feeds out there for intraday equities?
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