Accuracy of Tradestation's Data

Discussion in 'Data Sets and Feeds' started by bvam1, Dec 29, 2005.

  1. bvam1


    Has anyone verify the accuracy of Tradestation's Data, especially, their historical data on the Eminis?

    I just signed up for a trial of their platform, and I noticed that their NQ data is inaccurate.
    (e.g. Their end of day data on the NQ according to 12/30/05 is: Open: 1668, High: 1669.5, Low: 1667.5, Close: 1669.5)

    We all know that this data is supposed to be the for 12/29/05. It seems as though they got the date mixed up. This is not a very good first impression! It leads me to question the accuracy of their entire historical data on E-minis.

    Furthermore, the historical data on NQ that I have is very different from what Tradestation has. Now, I am not sure which is the accurate one.

    So, could you guys give me the some historical data, just a few days (preferrably a couple months back), so that we can determine how accurate Tradestation data really is.
  2. tpk


    the 12/30 data is for the open at 15:31 central time for the overnight session. open 68, high 70 , low 67.5, close of present bar 69
  3. Ebo


    It defaults to a 4:15 ET close. So 12/30 technically began at 4:30.
    24 hour Data is useless noise anyway. Try NDH06.P for 12/29 Pit session.

    If you change the session start/end you can create any session.

    It's not a TradeStation issue.
  4. Check out the backadjusted daily data in the I'd like to buy some wheat at -$200 per contract :eek:
  5. bvam1


    Dont' know if i know how to change the session start/end, yet! Just started using it! Didn't even read the guide!
  6. bvam1


    By the way, does tradestation calculate fair value for the eminis? If so, do you guys know what the symbol is?
  7. MogulB


    Does anyone know if you can you likn Tradestation 8 to another morem reliable datasource like from Thomson or Prophet data?