TS2000i data

Discussion in 'Data Sets and Feeds' started by Harry, Feb 2, 2004.

  1. Harry


    So far I have used eSignal datafeed with my TS200i. As I'm now trading only EOD I will not use this datafeed any longer.

    Dows anybody know a good data source for US Futures data (commodities, financials, currencies) in simply ASCII format with reliable CONTINUOUS data for backtesting?

    Thanks a lot for any help,
  2. marianne


  3. tuna


    Another one to look at


    I use this for stocks with Metastock and its good as it auto changes symbols,makes Reuters Datalink service look stupid,Looks like futures data's available in ASCII
  4. Harry


    Thanks for your links ... but as far as I can see, both offer only NON-CONTINUOUS data !!!

    Does anyone know of a good reliable source where you can find CONTINUOUS data for future contracts?

    Thanks again,
  5. tuna


    This is not continuous?

    Futures data is available in individual, spliced continuous and back-adjusted continuous contract forms
  6. Harry


    I'm sorry ... I didn't see that one the homepage. I wrote them an Email and was answered that there will be a separate file for each contract (month).

    So thanks a lot for the hint!
  7. I've been using http://www.pinnacledata.com/ for years

    They have continuous, reverse adjusted and Ration adjusted data. They also have lots of hard to get market internals as well as COT data.

    I know a lot of other professional traders rely on this data for system trading

    Also, it charts easily in tradestation as ascii.

  8. I can confirm that the futures data from www.premiumdata.net is provided in three forms.

    Individual contracts (every individual monthly series of the contract).

    Continuous spliced contracts (ie on a given roll date, the contracts are spliced together)

    Continuous backadjusted contracts (ie on a given roll date, splice the contracts together but remove the gap so that any effects of the gap are removed from the chart, allowing you to determine your true trading gains/losses, not one distorted by gaps).

    Tradestation 2000i can read the Metastock-255-securities-per-folder format so should be able to read the data natively.

    The three types of futures data can also be exported to an ASCII CSV file both manually and during the update process too, in case you want to import it in a different way.