Reliable daily history data

Discussion in 'Data Sets and Feeds' started by rinfoh61, May 5, 2014.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    TradersStudio has special offers on data. We have special offers on both CSI and Pinnacle data.
    We have a special offer on Pinnacle , which includes my backtested combine pit/electronic series for long term backtesting. We use pit only until electronic traffic reached a higher level than Pit. The roll range from 2007-2010 depending on the market. We spent a lot of time solving this problem. Our package includes his idx database and end of day forex along with the international borrowing rates for forex. We are selling this package at more than 65% off.

    http://tradersstudio.com/Products/t...cmd/CatalogItemDetails/psmid/657/Default.aspx

    We also have specials on CSI data which is a large 50% + discount on the world futures as well as the Equity data which is required to do tradersstudio stock analysis.

    http://tradersstudio.com/Products/t...cmd/CatalogItemDetails/psmid/657/Default.aspx

    http://tradersstudio.com/Products/t...cmd/CatalogItemDetails/psmid/657/Default.aspx

    These special offers are only for new customers to these data services.
     
    #11     May 9, 2014
  2. Brighton

    Brighton

    Here is a rough comparison with the assumptions that a trader wants:

    1. at least 20 years of individual futures contract history
    2. at least two types of continuous contracts and the same 20 year history
    3. a one-year subscription to daily, end of day updates.

    I believe all three firms let you customize the continuous contracts and Pinnacle and CSI include a third type, the ratio back-adjusted contract.

    I. Premium Data/Norgate
    - Historical dbase includes indiv contracts, cont contracts plus select cash pxes: $75
    - One year (forward) subscription: $270
    - Data manager and basic charts (really basic) are included
    - Total cost $345

    II. CSI (direct purchase)
    - North America package historical dbase includes indiv contracts, cont contracts, plus select cash pxes. It's sold as 10 years of history plus one year forward: $313
    - Additional purchase of 10 yr history ($10/yr): $100
    - One time fee for data manager and charts: $60
    -Total cost $473
    - Notes: It looks like they have nearly 200 cash prices that were updated as of May 8th and nearly that many that are no longer updated. If it's important to you, they have more cash prices than Premium Data. It looks like you can do more with their charts, too, including quarterly and annual display rather than just Day-Wk-Mo.

    III. CSI (via TradersStudio)
    - Everything you see immediately above plus a lot of international futures contracts, including LME. Ala carte it looks to me like:
    - World package historical dbase (10 years of indiv, cont and cash) plus one year forward: $540
    - Additional purchase of 10 yr history ($20/yr): $200
    - One time fee for data manager and charts: $120
    - LME fee for one year: $60
    - Total ala carte cost $920
    -Total cost via TradersStudio $435

    IV. Pinnacle (direct purchase)
    - Historical database (they call it "deep history") of individual contracts: $149
    - One year subscription for indiv contracts: $216
    - Historical database of continuous contracts: $99
    - One year subscription for cont contracts: $216
    - Total cost $680
    - Data manager and charts are included; I only glanced at them so no + or - comments
    - I don't believe Pinnacle offers current or historical cash prices

    V. Pinnacle (via TradersStudio)
    - Everything listed immediately above
    - Total cost via TradersStudio $243

    Final notes:
    - I have no affiliation with any of the firms listed above and I'm not a customer of any of them.
    - If you're interested in the CSI World Futures or Pinnacle products and if I scribbled down the right info before typing it up, it looks like you get a much better deal via TradersStudio.
    - All of the data managers/charting packages look pretty basic - think Windows circa late 1990s/early 2000s. That might be fine if you just want a quick visual to see where things have been, but if you want to put a couple of contracts on the same time series chart, say cash plus futures, I don't think you can do that. To do any math (ratios, spreads, custom indicators, etc) I think you'll need to export to a full-fledged charting package, Excel or a stats package.
     
    #12     May 9, 2014