I have two questions: 1-Why Historical data providers charge higher price for 1 minute intraday compare to 5 minute intraday? we all know that 1minute bar can be converted to 5 minute bar and higher , So what is wrong with breaking 5 min bar down to 1 minute bars? Will these cause any inaccuracy when testing? 2-Which Data feed has longest historical data that can be downloaded into products like Qcollector from mechtrading.com (www.quotelink.net collects realtime data, not historical). Problem is Esignal provide 120 days intraday history http://www.esignal.com/esignal/features/featureslist/data.asp while what tradestation offers is beyond compare to Esignal. http://www.tradestation.com/strategy_testing/hist_market_data.shtm So is there a way that you can automate hundreds of symbols at a time with Historic intraday data to be loaded into excell program after market closed each night? 3-HistoryCentre 3.0 for TradeStation/ProSuite 2000i http://www.pcharts.com/hist/hc/ Does anyone using this product, how long will it take for each symbol historic intraday data get loaded directly into TS2000i (i mean without having to convert to XPO then import into global server)? And how does TS2000i can integrate with any ASCII data for direct import, because above site seems hasn't mentioned anything on this?
Nana: I'll answer the easy one. You must have had a bad morning. Assume a stock trades as follows: All are Open, High, Low, Close. Stock trades are reported by minute, not by tick. 1, 3, 5, 5 5, 5 ,5, 5 4, 4, 2, 2 2, 2, 2, 2 3, 3, 1, 3 A 5 minute report would be: 1, 5, 1, 3 There is no way to reconstruct the one-minute data from the 5 minute date. Obviously the reason the data provides charge more is that you are get five times the data.
Sure, i had a bad morning, i was thinking of 5minutes worth of tick data which could be break down to 1 minute interval. Thanks, Question one is answered, please proceed with next two questions
Any ideas on 2nd and 3rd question? Another question? About OwnData 2.1 for TS 8 http://www.traderssoft.com/rt -------------------------------------------------------------------------------- OwnData 2 is the second generation of unique software that allows you using third party data in TradeStation 8. OwnData 2 opens eSignal, Interactive Brokers (TWS), Patsystems (J-Trader), TradeStation2000i GlobalServer, CyberTrader, Universal DDE, ASCII (plain text) and other data sources to you. It allows you importing ASCII files to native TradeStation 8 data and gives you a backup in case of any problems with the TradeStation Securities feed. How reliable this software is, If you don't have to use TS data feed? Anyone uses it?
Hello all QuoteIN add-in new Beta version is able to download 10 days intraday minute from MarketFeed. It is still Beta version but has near release quality. The way it is implemented is unique since it works from within Excel. Feel free to contact support@quotein.com for more information.