Recent content by beesti

Which week? Last week!? How can you possibly have any confidence to forward test a system if you have not back-tested against a variety of market conditions?

Thanks, that is the index I use, but I'm a bit unclear as to why it is listed as a LIFFE index... Should there not be a LSE version?

I'd be really grateful if someone could tell me what is the symbol for the FTSE100 index on TWS? Thanks for any helpful reply...

I was experimenting with tick data in a table over 1GB in size. There were frequent occurrences of series of ticks several points off the correct price. Additionally I remember seeing apparent bifurcations of the price (wild oscillations between two prices on alternating ticks), which I...

TWS: How do I disable auto log off? Any help much appreciated!

I bought quite a lot of data from disktrading (see above) for a project earlier this year. The service is very efficient and cost-effective. However the quality of the data (this was for the LIFFE Z contract) was not good enough for back-testing. I remember finding a lot of faulty data - it...

Chaps, Can anyone point me in the direction of reliable OHLC data for the DJIA? I need the last 10 years of 1 min data. Many thanks,

Chaps, Can anyone point me in the direction of reliable OHLC data for the FTSE100? I need the last 10 years of 1 min data. Many thanks,