Historical data

Discussion in 'Data Sets and Feeds' started by jakeglb1, Nov 18, 2011.

  1. jakeglb1


  2. I use them for 5min bars, cant comment on other bar sizes.

    Seem fine from about 2003 onwards.

    Prior to that only a few of the markets had complete data, most had holes before 2003.
  3. One of the guys I worked with used them before. He did not report major problems. Most likely you need these for backtesting. It is a good idea to check the data for errors. Typical erros include an open or close outside of the bar range or spikes. Metastock downloader can check the data for reliability (www.equis.com). Even old versions like 8.0 or below. If you don't have that, the free demo version of Price Action Lab (www.priceactionlab.com) has a tool to check for data problems after you convert them to ascii text. I use that frequently. When I find problems I just use an editor and I correct them using some other data source. If I don't have another data source and I find an open higher than the bar high, for example, I set it equal to the high, etc. You have to fix those otherwise you may get severe distortions in a backtest.
  4. jakeglb1


    thanks guys

  5. what do you trade on now? is it possible to obtain historical data through the platform you're already paying for?