Reliability of TS intraday futures data

Hi all

I am looking at TS purely for backtesting, mainly due to their seemingly large array of intraday futures and spot data history, which would otherwise be quite expensive to purchase.

It might be a bit of a judgement call, as no data is perfect, but do any current long time users of TS have any comments on the quality of the data, spikes, missing periods etc ?

Also, any thoughts or experiences on their backtester ?

Thanks in advance
rog1111

any TS users ?

It is O.K. historical more reliable than real-time.

OK thanks twalker. I have now already bought data from tickdata.com to use with my own backtester, but haven't ruled out TS for the future. Their website seems to offer 20 years of 1 minute futures data and 2.5 years spot fx. Presumably this is actually the case ? (I am interested in GBP & Light Crude specifically, also DAX futures)

Regards

rog1111

twalker said:

It is O.K. historical more reliable than real-time.

Click to expand...

Roger

I only use ts for ym, es and nq for intraday and the data quality is excellent. Can't comment on the others. The eod data is also excellent and goes back for years for futures and forex. Exchange fees are needed for the intraday futures data

re gbp, are you referring to the cme contract??

re dax, ts does not offer eurex data at the moment. I believe you can get round it by plugging in 3rd party data feed. This is my main prob with ts, it's aimed very much at the us futures and stock market, not european.

regards

Thanks Jules, I'm mostly interested in the TS historical data & backtesting, a cheap way to acquire it perhaps. Shame about the DAX, but I've now got ca 4 years and 3 years Globex GBP tick data in any case. Spot GBP bids/asks would have been nice but I struggled to find good sources !

Cheers
Roger