historical data and backtesting for newbie

Discussion in 'Data Sets and Feeds' started by arb707, Jan 7, 2008.

  1. arb707


    Hello All,

    Any constructive input would be much appreciated. I am looking to do some backtesting and need some historical data to do so. My current broker does not provide it. I have been looking at the NinjaTrader software a lot as of late and I like what it can do and I think I'd like to do my backtesting on that (other recommendations are welcomed). I need a historical data source to feed into NinjaTrader, and they list a few that are compatible with its software, such as esignal, open tick, interactive brokers, tradestation, and a few others. My question is, would it be easier to pay for monthly exchange fees like for open tick (which I think that's all you have to pay for) - or something cheaper - or switch my account to a broker that offers free historical data such as tradestation, even though the customer service might not be as good as my current broker?


    Also, please feel free to share the various broker/software/data provider combos you use.
  2. Which market? Equities? Futures? FX?
  3. arb707


    futures mainly....maybe fx
  4. simsim67


    I use jTWSdump for IB