What broker and datafeed do you use?

Discussion in 'Automated Trading' started by alexuts, Jan 11, 2013.

  1. alexuts

    alexuts

    Hi Guys,

    I am a bit confused during real-time testing on demo account my stock strategy .

    After installing NT and using kinetick account for data supply as realized that soemthing doing wrong with data, let us take for example ABT.

    Equity curve for ABT is in attach, same as screens from providers.

    Look at this screenshots from data providers:
    1.MB trading.
    2.Yahoo.
    3.Google.
    4.Reuters.
    5.Kinetick
    6.Freestockcharts

    Where is truth and what do you reccommend?
     
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  2. Right click on the symbol in the instruments list, then go to second tab, click on splits and dividends. Download the information from Yahoo Finance, then rerun, it should be okay after that. Do this for each symbol in the list.
     
  3. jharmon

    jharmon

    Corporate actions handling is typically the difference.

    Typically, the cheaper the feed, the worse the corporate action coverage.

    Look for feeds that handle:
    Capital related corporate actions (splits, reverse splits, capital returns, capital reorganization)
    Spinoffs
    Special Dividends
    Normal Cash Dividends
    Symbol changes
    New Listings
    Delistings

    And keep it independent of your broker.

    You never mention which time frame you're trading... daily or intraday?