Historical Database

Discussion in 'Data Sets and Feeds' started by laputa, Oct 30, 2006.

  1. laputa



    I'm looking for historical intraday data for international markets.

    I've been using Tradestation and it's historical database for my strategy testing. I think it's neat but now I need to branch out to international markets.

    I've been eying on tickdata.com and this is pretty much all I can find on the net. Esignals won't give me more than 120days of intraday data, and CSI is is EOD only. I looked at CQG and their stuff looks great, but then 20 years of 1 symbol would cost me thousands... gee...

    Any recommendations?? Thanks so much everyone!
  2. squeeze


  3. Interactive Brokers.
  4. MGJ


    Become a professional, get some clients, and make some profits. When the business has enough money, buy the CQG databases with pre-tax dollars, and write it off as an expense. Now Uncle Sam and the State of Missouri (or wherever you live) are paying for part of the cost. Consult your accountant to determine how quickly or slowly you can depreciate the value of a purchased database.
  5. laputa


    That's good advice... I will do that when I get to that point...

    For the mean time, I guess I will have to stick with tickdata.com... their price seems most reasonable...

    Anyone have experience with tickdata.com in terms of data quality?