I had a similiar search last year. See the ET Thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=203120 I was mainly concerned...
I disagree with this. I use minute based data for intraday backtesting and daily data for swing based testing. As long as you know and can adjust...
What language and compiler did you use for the DLL? From my own experience and testing with using a C based DLL (VS 2010), the overhead is...
Back-testing is a tool used by the systemic/mechanical trader to find a pattern that gives them a probabilistic edge. Trading is all about...
For bid/ask you will need tick data. Trades and Quotes One minute data can never contain bid/ask quotes since the bar is based on a time...
One minute data is NOT a snapshot quote every 60 seconds; it is the actual price bar for a 60 second interval. Each minute bar will contain the...
Tickdata.com was one of the first data vendor's I visited, but the pricing is out of my range. Approx 50 ETF symbols over 5 years would cost $3750.
I looked at the grainmarketresearch link, but their data is of limited use as it does not contain volume as in their sample. Data Format: Files...
I need to find price history data for the top/most liquid ETFs, 1-minute or better for testing a system model I built. I would like the top 25...
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