Backtesting T&S data

Discussion in 'Data Sets and Feeds' started by bobbyod, Jul 15, 2005.

  1. bobbyod


    Any software that lets you backtest using raw T&S data ? This seems to me as the best and only way to backtest a strategy and test for correlations that involve bid/ask sizes, optimizing ECN usage, trade rates, etc for intraday scalping.