Data for NG

Discussion in 'Data Sets and Feeds' started by trilogic, Mar 10, 2014.

  1. trilogic

    trilogic

    ok thanks

    What can I gleen from that info I am wondering ?

    Do you trade NG ?
     
    #11     Mar 12, 2014
  2. trilogic

    trilogic

    I have TOS running

    I see only Daily charts going back in time

    I use IB and this TOS has a lot to it..

    where do you see the data ? Thanks
     
    #12     Mar 12, 2014
  3. Maverick74

    Maverick74

    You can go back to any day, then any hour in that that and then to any minute in that hour and actually to any second in that minute. So select the day and the time and the market will either stream live from that time forward or you can freeze the time at that particular second. It's pretty straightforward.
     
    #13     Mar 12, 2014
  4. trilogic

    trilogic

    Thanks found a spot

    I actually need all minute data from 2006 to date with volume ttehn export to a file txt
     
    #14     Mar 12, 2014
  5. Maverick74

    Maverick74

    OK, let me throw you another bone here. Just trying to be a value add here. The NG market has gone through dramatic changes the last 5 years and the market fundamentally changed. I think you need to take that into consideration. When looking at historical stock data this is not so much a concern, but with energy it's a huge concern because it changes the volume flow, the pricing structure, the players in the market, etc. So just keep that in mind as you analyze historical data.
     
    #15     Mar 12, 2014
  6. trilogic

    trilogic


    agree, data relevant from about 2005 to date electronic trading

    but statistics dont change they are either with you or against
     
    #16     Mar 12, 2014
  7. Maverick74

    Maverick74

    Unfortunately statistics are domain dependent and therein lies your rub.
     
    #17     Mar 12, 2014
  8. trilogic

    trilogic

    Could you explain ?

    i say if volatility is a "xx" and I want to trade a certain way and the probabilities are in my favor from some interesting averages I use and coupled with time in and out of market -whats your point to ?
     
    #18     Mar 12, 2014
  9. The NG market has gone through dramatic changes the last 5 years and the market fundamentally changed. I think you need to take that into consideration.

    Market changed due to takeovers Exxon entering market in big way, and shale in general, then players arnold retiring bill perkins going out on his own.

    Much lower vol overall in ng versus pre shale (prior to weather issues and hedge funds rediscovering ng and making it a hot market the past 6 months).

    system guys just don`t get that historical data for most markets is just not going to lead to the same results that their analysis predicts: Even equities crap is garbage pre hft and qe, you have to analyze historical data in shorter time frames when the drivers of those markets were the same - i.e. markets evolve and devolve all the time.
     
    #19     Mar 12, 2014
  10. trilogic

    trilogic

    agree with fact you point out that in all newspapers

    I am interested in Volatility, volume not a problem, 50 lots 100 here and there goes unoticed
     
    #20     Mar 12, 2014