Historical Data

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mhd894

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Hi, I'm new to trading and was wondering what you guys used for historical data? More specifically historical data of some of the major futures, ex: gold, oil, s&p 500, and bonds. I'm willing to pay a bit for the data if there's a site that has it, but I really need one that dates back to the 70's and can give me 1 minute bars.

Any help would really be awesome, thanks.
 
mhd894 said:
Hi, I'm new to trading and was wondering what you guys used for historical data? More specifically historical data of some of the major futures, ex: gold, oil, s&p 500, and bonds. I'm willing to pay a bit for the data if there's a site that has it, but I really need one that dates back to the 70's and can give me 1 minute bars.

Any help would really be awesome, thanks.
Click to expand...

I bought my futures data from

www.tickdata.com

It isn’t necessarily the cheapest or the best but at the time it is what I needed, and I only bought level 1 data. The data can be output in different formats (which is what you want) such as ASCII or graphs on different timeframes. This is done via their TickWrite program which is free, there is a free demo with data available as well. The reason you want to be able to export the data in different formats is so that you can then import it into different programs for analysis or simulated trading. I am not even sure if you can just purchase 1 minute data, but I don’t recommend it.
 
Hmm, thank you but I really just need a rather large text file with the ticks on them, I do specifically need 1 minute bars though, and only really for 4 symbols (GC,CL,SP, and ZB).

I don't have much use for different output formats, the information is going into a database anyway, I just need the text for the OHLC and expiration month. I probably should've been more clear in the first post, sorry.
 
mhd894 said:
Hmm, thank you but I really just need a rather large text file with the ticks on them, I do specifically need 1 minute bars though, and only really for 4 symbols (GC,CL,SP, and ZB).

I don't have much use for different output formats, the information is going into a database anyway, I just need the text for the OHLC and expiration month. I probably should've been more clear in the first post, sorry.
Click to expand...

In your first post you stated you were new to trading so I doubt you have any idea of what you really need at this point in time. This is why I strongly recommend that you don't put any limits on the historical data you buy. You specify to the data provider the symbol you want and the time period, but again, get all the data you can on the symbol.
 
Yes I don't have much trading experiance, but I'm working in an apprentice-ship style of learning trading, and right now I'm tasked with finding those specific symbol's historical data, it's a little complicated of a situation.
 
mhd894 said:
Hi, I'm new to trading and was wondering what you guys used for historical data? More specifically historical data of some of the major futures, ex: gold, oil, s&p 500, and bonds. I'm willing to pay a bit for the data if there's a site that has it, but I really need one that dates back to the 70's and can give me 1 minute bars.

Any help would really be awesome, thanks.
Click to expand...

Where do you need historical data for? Just like with technical analysis; it's lagging data, present perfect tense, it's history and therefor exceptionally useless for trading.

Read the attachment and save yourself some money! Accept that markets move at random. Mentally that is tough to do, coz humans have the need to have something to hold on to (a pattern or an indicator). But as soon as you learned to accept the randomness of the markets you are well on your way.

Shaka :cool:,

Frits
 

Attachments

  • What about Technical Analysis.pdf
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So new trader says I should put no limits on the historical data I search for, and stirf recommends not paying any attention to historical data at all. Although I really don't know which of you is right, maybe you both are somehow, I have a specific need for those 4 symbols historical data to be used for a specific purpose.
 
Stirf said:
Where do you need historical data for? Just like with technical analysis; it's lagging data, present perfect tense, it's history and therefor exceptionally useless for trading.

Read the attachment and save yourself some money! Accept that markets move at random. Mentally that is tough to do, coz humans have the need to have something to hold on to (a pattern or an indicator). But as soon as you learned to accept the randomness of the markets you are well on your way.

Shaka :cool:,

Frits
Click to expand...

If so, then by your bizarre logic it stands to reason that any trading experience is exceptionally useless because it is history...I think you are on the fritz...
 
mhd894 said:
So new trader says I should put no limits on the historical data I search for, and stirf recommends not paying any attention to historical data at all. Although I really don't know which of you is right, maybe you both are somehow, I have a specific need for those 4 symbols historical data to be used for a specific purpose.
Click to expand...

If you need the data for a specific purpose like a final paper or something than sure go ahead and buy the stuff. If you want to use it for trading then there is no need to do so. Reason? Because like I mentioned it's all history. And sure patterns that occurred in the past do occur these days as well. But we don't know that upfront. I assume you read the attachment, I trust that's of help. If you don't understand it then send me an email (the address is in there).

And about "new trader" his conclusion. Nope, that is not what I said. Because my EXPERIENCE helped me for example to cut my losses in time and let my profits run. My EXPERIENCE also taught me to stay calm during a trade. That's good for heart and arteries. Because I learned from EXPERIENCE that I can absolutely NOT predict what the market's next move will be.

"New trader" his reaction is very common. Like I mentioned people need something to hold on to. They need to be able to define it otherwise it confuses them. So he tries to label me. This vdo is quite interesting and funny concerning the subject:


Welcome to the dark and shady world of day trading ;)!

Shaka :cool:,

Frits
 
Stirf said:
If you need the data for a specific purpose like a final paper or something than sure go ahead and buy the stuff. If you want to use it for trading then there is no need to do so. Reason? Because like I mentioned it's all history. And sure patterns that occurred in the past do occur these days as well. But we don't know that upfront. I assume you read the attachment, I trust that's of help. If you don't understand it then send me an email (the address is in there).

And about "new trader" his conclusion. Nope, that is not what I said. Because my EXPERIENCE helped me for example to cut my losses in time and let my profits run. My EXPERIENCE also taught me to stay calm during a trade. That's good for heart and arteries. Because I learned from EXPERIENCE that I can absolutely NOT predict what the market's next move will be.

"New trader" his reaction is very common. Like I mentioned people need something to hold on to. They need to be able to define it otherwise it confuses them. So he tries to label me. This vdo is quite interesting and funny concerning the subject:


Welcome to the dark and shady world of day trading ;)!

Shaka :cool:,

Frits
Click to expand...

The link between your premise and conclusion is very weak at best. I don't trade patterns but because it is the only thing you understand it is also the only thing you can use to back up your bizarre logic. Your entire trading philosophy is based on very weak inductive reasoning. I hope people listen to you, more cannon fodder.
 
new_trader said:
The link between your premise and conclusion is very weak at best. I don't trade patterns but because it is the only thing you understand it is also the only thing you can use to back up your bizarre logic. Your entire trading philosophy is based on very weak inductive reasoning. I hope people listen to you, more cannon fodder.
Click to expand...

So much anger, so much hate and so much frustration. You might want to consider not wanting to be right. Just like me :)! I said goodbye to "wanting to be right" a long time ago. I just accept that people think different and that's ok.

I'm just giving information and what the receiver does with it is up to him/her.

Have fun trading (y)!

Shaka :cool:,

Frits
 
Stirf said:
So much anger, so much hate and so much frustration. You might want to consider not wanting to be right. Just like me :)! I said goodbye to "wanting to be right" a long time ago. I just accept that people think different and that's ok.

I'm just giving information and what the receiver does with it is up to him/her.

Have fun trading (y)!

Shaka :cool:,

Frits
Click to expand...

Is it in your nature to jump to conclusions?

Good trading to you too.
 
So, umm, does anyone have any good recommendations for sites with solid, reputable, historical data? Regardless of how useful they are :p Perhaps bloomberg or reuters has a good database of information? I couldn't find one on their website, but I suppose that doesnt mean it doesnt exist.
 
Last edited:
mhd894 said:
So, umm, does anyone have any good recommendations for sites with solid, reputable, historical data? Regardless of how useful they are :p Perhaps bloomberg or reuters has a good database of information? I couldn't find one on their website, but I suppose that doesnt mean it doesnt exist.
Click to expand...

Nah, I don't know any. Obvious why ;). By the way just a few minutes ago I read this article on CNBC: http://www.cnbc.com/id/44005971 It deals with the current head and shoulders pattern in the S&P. A technical pattern that is. Last time we head this pattern in the S&P was in July 2009. Back then the market totally went the other way then the "wise men" expected it to go :cheesy:.

Now they already mention it in this article: "is this a sign of more selling to come or is it just a head fake"... No one knows, there is a 50/50 chance :clap:! Since in July 2009 the expectations didn't come true, well maybe it will come true this time...

Good luck with your search for the data!

Shaka :cool:,

Frits
 
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