Third Party Tick Data for TradeStation

Discussion in 'Data Sets and Feeds' started by Norm, Jan 18, 2006.

  1. Norm



    I just looked into purchasing some tick data from They said that in order to use their tick data with TradeStation, I must run another party's software (HyperTrader) to load the tick data into TradeStation's Global Server.

    Can't I simply purchase a tick data file somewhere and then place that file into the appropriate folder on my hard drive?

  2. First of all, what is the smallest time-based bars that you use to trade/backtest?
  3. Norm


    I need to test on tick (trade-by-trade data). I have tested on both tick and 1-minute and the results vary substantially. My strategy is pretty fast paced and does not work well with 1-minute or greater bars.
  4. In the case of tick data, as opposed to minute data, I would be very dubious of whatever results you come up with since these are very dependent on the data provider tested on and traded on. Secondly, because you *want* tick data it has to be imported into the global server in order for ts to read it. This vendor probably does not have it in the global server format and you may need to convert it. Make sure theirs can do it.
  5. Norm


    Is the global server one of TradeStation's data servers? If it is, how cooperative are they regarding the posting of third party data there?

  6. Global Server is the data storage database within the tradestation 2000i program. You say you have it, right?

    How about trying this...ask this potential data vendor to send you some 1-2 day sample to see if you can import it into the gs?

    Have you tried the sample data from tickplus?

    That way, you would then be able to move on to the next step.

  7. Norm


    Thanks. And yes, I do have TS. But, when I as tech support questions about how the data is stored, accessed, and used, they are not very helpful.
  8. Do you have TS 2000i or TS8?
    The reason I ask is because if you have TS 8.1 with SP1 (the latest), it *will* import tick data files from providers such as
    I just purchased some myself.
    If you are a TS8 user and dont have the latest build and SP1 (you NEED SP1 to be able to use 3rd party data without requiring OwnData or another 3rd party app ALSO), you may have to request it by calling them - I had to do that - but it has been out for a few months.
  9. One



    was there a order size for the tick data you purchased from tick data?


  10. telozo


    I read your postings in the other thread too. I don't know your strategy, but if you get good results on tick data and bad results on 1min data, then don't even bother, in live trading you are just going to lose money.
    In real time you get a lot of bad or late prints that will give you false signals, and you don't know if a print was a bid or ask price.
    #10     Jan 27, 2006