Best place to purchase historical stock data for backtesting??

Discussion in 'Data Sets and Feeds' started by sneakoner, Sep 4, 2011.

  1. Mike, your situation is getting worse day by day. You need to see a doctor. You constantly attack people. You think you know everything. In other threads you advocated the use of random data for testing systems and you also wrote down (crappy) algos for generating them.

    Mike, see a doctor please. Had you read my post carefully I recommended this cheap route before buying the actual data. The data he was looking for cost thousands of $$$.

    If you do not agree say so and provide valid reasons. You did not. You just attack people. See a doctor Mike. For your own good. You are on a dark path...
     
    #31     Sep 12, 2011
  2. You know, if you're building a system for the NASDAQ, choose the cream of the crop. Like the NASDAQ 100 and start from there. You do not need to build strategies on more than 100 symbols, especially if you intend to monitor your limit orders, stops, and if you're doing market orders that will usually happen during market hours.

    The NASDAQ 100 is the best index to use, by far. Superior companies, and not having to worry about survivorship bias so much. I've noted 7 symbols were dropped in my NASDAQ 100 Watchlist on wl4.wealth-lab.com so it would seem that some of the stocks have been taken private, or gone broke, most likely taken private though. Not all symbols that get removed from an index necessarily reflect financial failure of any kind. It just looks that way if you don't do any research about your watchlist.
     
    #32     Sep 12, 2011
  3. If anyone was unsure about your competence, this should remove all doubt.
     
    #33     Sep 12, 2011
  4. Whatever. It says nothing about my competence. These datasets don't exist, and they aren't relevant. Assuming you're somebody that logs all of their data <b>and has for the last ten years you won't have any problem keeping your databases as they were. The problem comes from buying new historical stock data, and not from your data packages before then.
     
    #34     Sep 12, 2011
  5. Joman

    Joman

    #35     Sep 12, 2011
  6. This is not the best option because you'd have to import ascii data which isn't the same as getting a complete easily transferrable upload. It's not that you can't import, but that it would take a really long time, and the data should come integrated in the package as a datacache, not individual securities and all of their data for sale.
     
    #36     Sep 12, 2011
  7. nocloud

    nocloud

    Does premiumdata.com provide minute or tick resolution data? From their website, it seems they only provide end of day data.

    I'm currently looking for historical intraday stock data for backtesting but I need at least minute resolution bars....
     
    #37     Feb 18, 2012
  8. Why would someone pay for that. Download from your broker for free. Find a different feed if you can only get a few months or years, or find a friend to copy data. It's not like music where you can't copy. IMO
     
    #38     Feb 18, 2012
  9. Hard to find something like 5 years of Ninjatrader market replay data for ES

    any thoughts?
     
    #39     Feb 18, 2012
  10. What kind of data? Minute/daily is free from Google...
     
    #40     Feb 18, 2012