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SatMir

Registered: Sep 2012
Posts: 105

09-13-12 03:23 PM

Hi all,

Could anyone please suggest,where i can get the reliable,alternative source of data,to much with my provider`s data,on a minute by minute basis?

Thanks in advance.

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nocloud

Registered: Apr 2011
Posts: 68

09-13-12 09:16 PM

care to comment about what type of data you are looking for? futures? options? equities? what resolution? going how far back?

nobody can really give you a good answer without this information.

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SatMir

Registered: Sep 2012
Posts: 105

09-14-12 03:17 AM

Quote from nocloud:

care to comment about what type of data you are looking for? futures? options? equities? what resolution? going how far back?

nobody can really give you a good answer without this information.

I want to compare the actual highs and lows at a particular time.

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comintel

Registered: Jun 2008
Posts: 1077

09-14-12 07:24 AM

Quote from SatMir:

I want to compare the actual highs and lows at a particular time.

"Actual highs and lows" may not have much significance because you have outlier trades than can be the result of stops, errors, or even just bids and asks in some markets with some vendors. It is not necessarily the case that you could execute at these values.

Overall, I find that TradeStation data is among the best, and it is included with their platform if you trade actively. Exchange subscriptions are required in some cases.

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SatMir

Registered: Sep 2012
Posts: 105

09-14-12 07:46 AM

Quote from comintel:

"Actual highs and lows" may not have much significance because you have outlier trades than can be the result of stops, errors, or even just bids and asks in some markets with some vendors. It is not necessarily the case that you could execute at these values.

Overall, I find that TradeStation data is among the best, and it is included with their platform if you trade actively. Exchange subscriptions are required in some cases.

Please take a look at the attached.

Alternatively,does TradeStation provide the type of bar series that matches prior close to the new bar`s opening?

close and open matching.jpg
This has been downloaded 88 time(s).

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nocloud

Registered: Apr 2011
Posts: 68

09-14-12 10:50 AM

i still don't quite understand what you are looking for? does all minute data by default match the prior close to the subsequent open unless the data jumped a lot right at the cutoff between minutes?

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