Historical Tick Data & Best Backtesting Software

Discussion in 'Data Sets and Feeds' started by porgy, Aug 13, 2007.

  1. porgy


    Hi to you all

    This is my first time posting a message to this enlighting forum, which I have thoroghly searched through before.

    I would be grateful if you could facilitate me with something.
    I used to trade a lot but then I made a career shift and traded more on a long term basis (on long term cycles) and now I do have the time luxury to put down some intuitive ideas that I do have into back testing. Thinking also of doing an MSc in ISMA. Eventually, I do need your help.

    1st of all.
    I do need tick historical Futures (reliable) data of 10 years (ideally expiring dates will be matched with the next expiring contract) with the regular features Volume, Price, Open Interest as well as some specific features, Volume performed at bid, Price performed at bid, Open Interest when sellers sold to the bid and the same data for the ask. Do you know where I can find it? Can I get all these details directly from the exchanges?

    I used to backtest a single security through metastock which is a toy, I know. So, I need to uplift it to something more advanced. Can you propose me a software that can perform portfolio back testing, support VB and/or VB.NET code (willing to finish Financial modelling with VB.NET book) and be real time when I need it.
    Trading Blox Builder seems very interesting and its ratings are great but $3000 are not affordable right now. Tradersstudio does not support real time analysis and Amibroker, I don't know it at all. Do you know if Tradestation along with Rina add-on for portfolio testing can provide me with such a solution or can you provide me with another solution?

    Thank you in advance and I apologize for the length of my post