Do you know of a good data vendor for daily index, futures, and equity data? I find barchart does not offer enough global coverage. I am almost considering a full Eikon license but don't know what their data allowances are in terms of historical time series. Do you know of any other good ones? IB is too restrictive, I can't pull daily data from 15 years ago apparently. Iqfeed is not the cleanest data and very US centric. Barchart we talked about. There are not a whole lot of other choices apparently.
Who uses datasets and feeds?
- Thread starter moneyweaver
- Start date
It depends what you're doing with it. The robust method I use for fitting my trading strategies, which pools data across many different instruments, means I can start trading a new instrument with just a year of data. But if only had one year of data for every instrument that would be a different matter.
GAT
No I don't. I've found barchart to be pretty good for futures, but I don't trade equities systematically so not sure what their coverage is like for that. Obviously bloomberg, if you have a $10m+account and can justify it.
GAT
Sure, which is why I manually check it before I backfilling it, and automatically check it when I sample it. I'd never trust data from any source, no matter how high quality.
GAT
