Norgate Data – data for systematic trading, analysis, survivorship bias-free backtesting & charting

Discussion in 'Announcements' started by NorgateData, Feb 8, 2022.

  1. NorgateData

    NorgateData Sponsor

    Hi everyone,

    I’m Richard Dale from Norgate Data. Many of you already know about our daily stock, futures, forex and commodity data as we have been around since the mid-90s. Norgate is delighted to become a sponsor of EliteTrader.

    Norgate Data is a niche daily end-of-day vendor covering stock markets in USA, Australia and Canada, over 100 futures markets across 11 futures exchanges and spot commodity prices, plus various forex and economic data.

    Our data is survivorship bias-free – that is, we include delisted stocks in our service. For USA, this coverage dates back to 1950, Australia back to 1992, and Canada back to 1990. We also optionally provide OTC stocks for US subcriptions. In total, for listed and delisted securities is: USA: over 50,000, Australia: over 5000 and Canada: over 12000.

    Our systems are designed to be local – that is, all data is stored on your PC and accessible at speeds orders of magnitude quicker than data-on-demand solutions that only download data as required. With solid state drives (SSD/NVMe) PC hardware, you should be able to access data at several hundred securities per second or more. Our client software automatically downloads all available updates in the background, or you can schedule it to operate manually or at a scheduled time.

    Our systems support a Windows environment only, but other environments are planned in the future.

    Our data is supported by various charting/analysis/backtesting/portfolio management packages including AmiBroker, CandleScanner, Python (and Python backtesting packages such as Zipline), RealTest, System Trader, TuringTrader, Share Trader Stator, Wealth-Lab and XLQ2. We offer data export of price data to ASCII and MetaStock formats. More integrations are planned.

    For selected backtesting environments such as AmiBroker, RealTest and some backtesting packages in Python such as Zipline, you can backtest on historical index constituents, on a survivorship bias-free basis. For example, on US markets you can backtest on the S&P 500 (back to inception 1957), S&P MidCap 400 (back to inception, 1991), Russell 1000/2000/3000 (back to Jul 1990) plus many more indices using constituents as they were in the past. For Canadian and Australian markets we also offer comparable index sets.

    We have extensive index and market breadth indicator coverage for equities markets (USA: over 1500 indices covered, Australia: over 500, Canada: over 100) providing a variety of price return, total return indices including coverage Blue Chip (Top Cap), Broad Market, Sector, Sector Thematic, Strategy, Multi-Factor Strategy, Thematic and Volatility indices.

    All stock data can be adjusted in a variety of ways to take into account the effect of various corporate actions (capital events, such as splits/reverse splits/stock dividends), special distributions (special dividends, spin-offs, return of capital, LT/ST capital gains etc.) and ordinary dividends. Data can be optionally padded to provide a repeat of close value on non-trading days (or even weekends, if you prefer).

    We also offer a variety of current fundamental and broker consensus forecast information, and these are all provided in the listing currency for each security.

    Both dynamic and static watchlists can be created using a variety of criteria. Securities are meaningfully classified into various subsets:
    upload_2022-2-9_10-36-59.png

    Subscriptions are available on a 6 or 12-month basis at a variety of subscription levels, and a three week free trial is available to test how it works in your environment.

    Feel free to reach out here in this thread, via PM or sales@norgatedata.com for further information or questions.
     
    PursuitOfEdge, greejan, R1234 and 2 others like this.
  2. themickey

    themickey

    I can vouch for Norgate and Richard.
    I have been a client for many years in Australia until recently, their service exceptional in every regard.
    I no longer use as I have switched out of Amibroker software and Norgate, running my own homebuilt system.
     
  3. R1234

    R1234

    I have been thinking about using the Amibroker/Norgate combo for some new ideas I have - looks good.
     
  4. I use it with Amibroker. Works well for me.
     
  5. Former client here as well. Solid product and service all around. Like the other poster above, I left when I wrote custom apps. Would really like to come back though.

    1. Is it now possible to get the full dataset in csv (or similar) from a custom app?

    2. I don’t recall my set up back then, but currently need the data on three machines. Is that allowed under a single account?
     
  6. NorgateData

    NorgateData Sponsor

    Hi jtrader33

    Only price data is available in CSV. Other data is is available through plugins/integration with various platforms. If you are an app developer looking to create a Windows-based charting/analysis app for widespread use we may have more options - please contact us directly about this.

    WIth a normal account, data can be used on two machines, as long as those both of those are for the personal use by the subscriber. Additional installations are available for the account, on a paid basis. For three installations, the subscription fee is multiplied by 1.333. This is described in detail here:
    https://norgatedata.com/faq.php#licensing
     
  7. Thanks Richard. Unfortunately, it's only for my personal use. If you ever decide to open things up in a language agnostic way (csv, json, etc), I'll be the first to sign up.