Tradestation Compatible Tic Data

Discussion in 'Data Sets and Feeds' started by AC3, Aug 9, 2006.

  1. AC3


    Im looking to purchase tic data for US Futures that is comaptible w/ Tradestation. I was wondering if anyone had any views on price and quality of the different vendors. Thanks
  2. Tradestation doesn't allow for the use of data from different servers though.

    You have to d/l from their servers anyway.
  3. AC3


    Im looking for a Third Party Data Source whose data I can either download or draw from a CD to backtest against.
  4. i dont know the answer to your question, but just wondering why you dont wanna use Tradestation's data? Do they not offer futures tick data on their servers?
  5. AC3


    I do use Tradestations data ... heres the deal I use Daily bars w/ a 1 minute look-inside-the-bar function, so that I dont get any false signals. The Look-Inside-the-bar function will only work with tic data 6 months back (that is the extent of the data that TS holds on their servers). So I would like to purchase tic data further back then 6 months to check the validity of trade prices.

    Tick data in ASCII format for import into Tradestation 8.1 SP1, I never used them, All i remember their price used to be cheaper than what it costs now, that may say something about the data
  7. I've never been able to import data into TS.
  8. If you are using latest TS, next to "type a symbol/command list"
    on the right hand "symbol lookup" where you find "3rd party data".

    You need to do little changes to your data format, here how you do it

    About 3rd Party Data
    In addition to using data obtained from the TradeStation Data Network, you have the ability to plot 3rd party data in a Chart Analysis or RadarScreen (Quotes) window from previously created ASCII or MetaStock data files stored on your computer or local area network. For example, this allows you to use proprietary data that may have been generated through another application (such as Excel) or that was obtained for exotic markets not currently supported by the TradeStation Data Network.

    There are two types of supported 3rd party data files:

    ASCII data - A delimited text file that supports a variety of user formatting options including the ability to specify different kinds of delimiters and the number and order of data fields. Each line of data represents a tick or a bar interval and contains a date/time stamp along with user definable price data. Refer to 3rd Party ASCII Data for detailed guidelines and specifications.

    Metastock data (daily only) - A specific format that is not user definable and can be used to plot daily, weekly, monthly, and point & figure bars.

    The first time you plot from a 3rd party data file, you may be asked to verify the date format, symbol description, and sessions. These settings are saved in the Symbol attribute file so that the next time you type or select the 3rd party symbol the information will automatically be retrieved.

    Symbol attribute (attribute.ini) file - A text file that stores default, symbol-specific, and root-specific symbol attributes for 3rd party data files that reside within the same directory as the symbol attribute file. Refer to Symbol Attributes for more information on the format and editing of this file.

    When you first plot from a 3rd party data file, you may be asked to verify the field order if it hasn't already been specified in a header row. This field order information is then stored in a separate Data Order Parameter file so that is can be automatically retrieved the next time you select the 3rd party symbol.

    Data Order Parameter (.dop) file - A delimited text file containing a single header line that defines the field order of a specific data file or all data files that reside in the same directory. Refer to Data Order Parameter for more information on the format and editing of this file.

    If your 3rd party data is associated with an exchange that isn't supported by the TradeStation data network, you can create and maintain this information is your own exchange file.

    Custom Exchanges (custexch.txt) file - A text file that includes custom exchange names and the number corresponding to the appropriate timezone. Refer to 3rd Party Custom Exchanges for more information.

    What do you want to do? click on these related links

    -Plot 3rd party data

    -Lookup 3rd party data

    -What do you want to learn about?

    -Guidelines for 3rd party ASCII data files

    -Field order for 3rd party ASCII data files

    -Symbol attributes for 3rd party ASCII data

    -Creating symbol names for 3rd party data
  9. cool
  10. #10     Aug 10, 2006