data comparison

Discussion in 'Data Sets and Feeds' started by SatMir, Sep 13, 2012.

  1. SatMir


    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.
  2. 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.
  3. SatMir


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

  4. "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.
  5. SatMir


    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?
  6. nocloud


    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?
  7. Well of course the "close" is just the last trade in any given time interval and then the next trade after that is the "open" of the next.

    Many brokers give "time and sales" showing every trade time-stamped, so that should allow resolving any subtleties at the boundary.

    I have the impression that TradeStation would satisfy that but I do not have an account right now with them so maybe someone else could comment.

    He is looking at the emini.
  8. SatMir


    I just found a quick solution,to display the ask side,to avoid gaps.
  9. januson


    I love these contributions to the community :D