ZF ace tick data

Discussion in 'Data Sets and Feeds' started by miniTrdr, Dec 11, 2002.

  1. miniTrdr


    Anyone know a source for ZF tick data for last 3-5 years. Can find FV no problem but no ACE stuff.

    csi.com (think this was it)

    how much confidence would you give FV data for backtesting to trade ZF?

  2. Aaron


    Using open outcry data is fine for backtesting a/c/e contracts, except for the a/c/e hours are longer than the open ourcry hours. If your strategy trades or uses overnight prices, then the open outcry data isn't going to work. During the day, though, the two prices march in lock step.
  3. miniTrdr


    thanks aaron
    i did a couple tests with the limited data i have, about 25 days of FV and ZF. fv is more erratic and caused a couple more losses. maybe when fv had more volume it would be ok.