TradeStation intimate questions

Discussion in 'Automated Trading' started by skunks, Sep 4, 2012.

  1. skunks

    skunks

    Hello guys who trade with TradeStation (or use it by any means)!

    I have a couple of questions the answers on which makes me decide to use TradeStation or not :)
    1. I know it provides EPS and other fundamental data. But does it provide historical EPS for backtesting?
    2. I know it provides 20+ years of intraday.
    a) Is it easy to get it downloaded all at once? Is there any 3rd party EL code that will bulk export data for all the stocks? Or I will have to apply "exporter" strategy manually for each symbols I'd like to export? (I hope it is possible to automate this process as I can get data on any symbol in the strategy applied to some old stock.)
    b) Is there any information on all the splits or only the last one? The more information on how split adjustment in TradeStation works - the better.
    c) 20+ years of intraday only for MINUTE bars or I can have such a long history for, let's say, 100-tick bars? Or Volume bars?
    3. Are there delisted stocks in their database for backtesting?
    4. If I open an account for stocks trading will I have a feed for futures? If no, may be vice versa will work :) if I open an account for futures will I have quotes data for stocks?
    5. Are there any problems with closing the account and getting the money back?
     
  2. Why not just download the free trial and find out for yourself exactly what it will and will not do?



     
  3. skunks

    skunks

    It seems that TradeStation does not give free trial.
     
  4. They do but you have to call and ask for it. It is not advertised. There might be a nominal $20 fee in some cases.
     

  5. There are keystroke macros and special indicators on their forums that can be used to automate extraction of data from a list of symbols. I downloaded a large number of futures history files this way! It is an effort though but yes it can be automated.

    You can get futures data in a stock account and vice versa but you have to pay the relevant subscriptions if you want intra-day data.

    It is a very very reputable company, owned by a major Japanese company now, so of course you get your money back.
     
  6. jbullock

    jbullock

    Hello- See the attached and I have answered your questions.
     
  7. Could you post the answers here in the forum? A lot of people are interested.
     
  8. jbullock

    jbullock

    09-04-12 02:27 PM
    Hello guys who trade with TradeStation (or use it by any means)!

    I have a couple of questions the answers on which makes me decide to use TradeStation or not
    1. I know it provides EPS and other fundamental data. But does it provide historical EPS for backtesting? Yes TradeStation Offers Free Historical Data for both Technical and Fundamental Indicators.
    2. I know it provides 20+ years of intraday.
    a) Is it easy to get it downloaded all at once? YES this is very easy you just change the time interval on your chart to how far back you want to go. Is there any 3rd party EL code that will bulk export data for all the stocks? Or I will have to apply "exporter" strategy manually for each symbols I'd like to export? (I hope it is possible to automate this process as I can get data on any symbol in the strategy applied to some old stock.) Yes, you can bulk export historical data out of Tradestation for one or many symbols at once using the Scanner
    b) Is there any information on all the splits or only the last one? The more information on how split adjustment in TradeStation works - the better. Yes, splits will show up on the charts and reverse splits will be represented by [symbol root].D
    c) 20+ years of intraday only for MINUTE bars or I can have such a long history for, let's say, 100-tick bars? Or Volume bars? Yes, and you can customize the data however you want to.
    3. Are there delisted stocks in their database for backtesting? Yes, you would have to use an ‘!’ with the symbol to pull it up.
    4. If I open an account for stocks trading will I have a feed for futures? If no, may be vice versa will work if I open an account for futures will I have quotes data for stocks? Yes, you can get futures data if you open an account for stocks, or vice versa, but will have to pay for the additional data. http://www.tradestation.com/pricing/software-and-data-pricing/market-data-pricing

    5. Are there any problems with closing the account and getting the money back? No, once you call to close your account a request will be submitted to send you a check, which will be sent by priority mail. You can also request a wire for a fee.
    You can contact me directly at jbullock@tradestation.com and I will be happy to answer any questions for you
     
  9. skunks

    skunks

    Hello John,
    Thank you very much for your support of my survey!

    jtc> Yes TradeStation
    jtc> Offers Free Historical Data for both Technical and Fundamental
    jtc> Indicators.

    Could you tell me the depth of history for fundamental indicators,
    approximately?

    jtc> Yes, splits will show price
    jtc> differences on the charts and reverse splits will be represented
    jtc> by [symbol root].D

    I does it mean I have access to all the split and reverse split
    information (for a particular very old stock) for all 20+ years ?

    jtc> Yes, you can get futures data if you open an account for stocks, or
    jtc> vice versa, but will have to pay for the additional data.
    jtc> http://www.tradestation.com/pricing/software-and-data-pricing/market-data-pricing

    I understood it that way. No matter what account type I open, I have
    to pay data fees for the data I need. So if I open futures account and
    don't subscribe to the necessary futures data, I will not able to trade. The
    same so stocks. Have I got it right?

    jtc> You can also request a wire for a fee.

    Is it absolutely necessary for the wire to be wired to the same bank
    that I've uploaded the funds from? Or only a name of the receiver must mach the sender name?

    I'd like to know also if TradeStation provider number of ticks for each bar.

    Thank you in advance!
     
  10. skunks

    skunks

    If anyone could post after-hours ticks from TradeStation for
    2012-09-06 for IBM
    then I can post here a comparison with LightSpeed and IQFeed.
    Why after-hours? Because they are easy to compare because of small number of ticks :)

    The second question I'm very interested in is EasyLanguage working faster in Comparison with TS8, Omega ProSuite 2000i or MultiCharts?
    I've noticed that EasyLanguge code in old buggy Omega ProSuite 2000i works faster then in MultiCharts.
     
    #10     Sep 22, 2012