Data feed with longest Backfill for Futures?

Discussion in 'Data Sets and Feeds' started by yasha, Jun 15, 2009.

  1. yasha



    Does anyone know which data feed provides the longest intraday backfill for futures? I'm using quotetracker atm with IB and currently get 10 days.
  2. lindq


  3. The 10 day backfill limit is due to QuoteTracker not IB. I can download more than 4 months of 5 second bar intraday futures data directly from IB.
  4. eSignal Support

    eSignal Support eSignal

    If you're looking for minute bar data, we'll be releasing 10.5 shortly (within 2-3 weeks) and will provide 2+ years of intraday minute data on most futures. 10 years on US stocks and major indexes. We provide 10 days of tick data but that will be increased significantly by year-end as well.

  5. yasha


    Thanks for the replies...hmm, that sucks QT has such limited backfill :(

    @Esignal: can you notify me when your new software is released?
  6. eSignal Support

    eSignal Support eSignal

    I can certainly try or you can just watch our forums for the announcement. We are only a few weeks away.

  7. yasha


    Np. I'll await your forum announcement.
  8. eSignal Support

    eSignal Support eSignal

    While the official release is still a few weeks away, we did enter into the beta period today, in case you're interested.

    If you have any 10.5 questions, please sign-up on the eSignal forums and submit them in the beta thread.

  9. paulxx


    DTN IQ Feed gives you a year at least. I use Prophetx. Don't forget with futures the contract is not going to be active back that far anyway - unless you use continuous. But the problem is QT not IB.

    Also QT does keep a linear time axis (doesn't compress time/miss bars if there is no trading for a bar in overnight session) but doesn't handle emini globex sessions properly and displays periods when the session is actually closed - messing up trendlines etc.

    Ninja and others just skip bars - there can be quite a lot overnight, so your trends will be wrong angle. Also at rollover, recent history on the new contract has lots of low/zero volume. All the pro programs (CQG, Tradestation, Prophetx etc) handle sessions and holidays, the freebies and Multicharts don't (Atrader is planning to).
  10. Just to be clear MultiCharts does support sessions. You can configure any sessions you like. MultiCharts 5.5 Beta (coming this month) will allow you to set different sessions for the same symbol on different charts.
    We will add holidays in MultiCharts 6.0 to address this omission.
    #10     Jun 18, 2009