Help on Real Time Historical Data & BackTesting Software

Discussion in 'Data Sets and Feeds' started by porgy, Aug 10, 2007.

  1. porgy


    Hi to you all.
    It is my first time posting to this enlighting forum, which I have read thoroughly, prior posting this message.

    I am trying to find specific things in order to back test a trading idea, and I am missing two things, which I hope that someone of you might propose possible solutions.

    1st. I am striving to find Futures tick data that will include the basics, Volume, Price and Open Interest, and specifically will include Volume made at bid, volume made at ask, price made at bid, price made at ask, open interest made at bid and open interest made at ask.
    Initially, I do not mind having this data for the most liquid Futures contracts of any exchange across the world, as long as they are reliable, in order to perform backtesting, as soon as I will develop a certain strategy I will need to have data for every liquid Futures exchange across the globe, that a data vendor can provide me with real time feed. Any hint & tip?

    2nd. Due to a career shift, I have been absent from trading for quite a long and I was more like a long term investor (previously I worked in a derivatives dept. and could day trade regularly).
    However, I used Metastock which is a toy, I know.
    So, I need to shift to something more advanced, and stay with it in order to save time. I see a lot of pros for Trading Blox, Tradersstudio and Amibroker for backtesting a portfolio, however Trading Blox Builder (which seems the most fit) costs something like $3000 and I can not afford it, at least before actually proving that my theory is correct and Tradersstudio can not provide real time service for now, so? I am looking for a reliable software (no bugs, in the maturity phase) that can backtest a portfolio supports VB and/or VB.NET language (willing to finish reading a modelling financial markets book with VB.NET), its language can be easily learned and can perform real-time also. Do you now if Tradestation with Rina add-on on portfolio testing can provide me with such features?

    Thank you all in advance and I apologize for the length of my post, but I had to be clear on what am I looking for.