ES continuous Daily contract data in exchange for...

Discussion in 'Data Sets and Feeds' started by fan27, Oct 8, 2013.

  1. fan27

    fan27

    I started writing an app which will take stock ticker data and compare buy and hold against a leveraged strategy with configurable leverage amount, re-balancing and a moving average value which indicates only be in the market when above the moving average value.

    I would like to update the app to support a futures contract since that is what I would be using if I were to trade a strategy based on results from the app.

    Could someone please provide me with continuous daily ES data since the contract first started trading.

    I will freely share the app and .NET source code when it is complete (give me a week or two).

    thanks
    fan27
     
  2. gmst

    gmst

    This will be support only a single stock/future or will it support multiple stocks/futures in one instance? I am asking would you will be able to use this app to test your strategy on a basket of stocks say INTC, MSFT, AAPL, GOOG and FB.
     
  3. fan27

    fan27

    This app will only do a single stock/futures contract for now. This is not going to be a commercial product, just a utility to test an idea. I will include the source code so that feature could be easily added.

    thanks
    fan27
     
  4. gmst

    gmst

    thanks, I think you can code similar stuff in excel or a platform like ninja. To clarify, I don't have the data - was just curious about your app.