Historical Stock Data Souche & Average % Return?

Discussion in 'Data Sets and Feeds' started by Charles01, Dec 4, 2005.

  1. Does anyone have any recommendations for retailers of historical stock data for back testing a program trading system?

    I found Price-Data.com whose data is well priced but they only claim 94% accuracy which is fairly dismal. Their sample 1min KO file shows no activity for the first three minutes of trading which seems rather unlikely given its usual volume at the open, so it seems to be a gap in the data and such gaps would make it rather hard to test the system thoroughly.

    TickData.com is the only other place I found and their data seems more complete, with volume information, pre-market and after market data and they also offer tick data. The problem is they’re rather pricey at $24 per symbol per year for tick data meaning $4800 for 2 years data for 100 symbols. It’s a fairly large investment to find if the system would work.

    Are there any other suppliers of historical data out there that I could consider?

    Also, what sort of average percent profit would you be looking for from a program trading system trading NASDAQ 100 stocks?

    Testing over a month I was averaging 0.34% per trade and I have no idea how that compares to other program trading systems so would be interested to hear.

    Thanks a lot for any advice you can offer on either subject.