Found a website that provides historical data for backtesting in zip format. It covers FOREX, INDICES and FUTURES. The website says the information is updated up to Apr 4th of this year. Some product data seems to go back as early as the 20's in the case of the DOW JONES. Hopes this helps someone doing their backtesting. Here's the link http://pitrading.com/free_market_data.htm Good Trading one and all! Oh and did I mention! It's free!!!!