Recent content by psergey

Re: PI Trading Historical Data - quality report anyone??? +1 I am happy with the data quality. No complaints here. It's been reliable & clean for my applications; I am currently a PhD candidate studying discrete time series analysis. I have been using their data for over a year now for my...

I am seeking a used copy of Trading Connors VIX Reversals (ISBN 978-1893756120) for my research. The book is out of print and unavailable. If anyone has it and they are willing to sell, please contact me w/ offer.

Too bad... One year is not enough for me to do any serious testing. I use at min 6 years, 4 for back and 2 for forward.

How many days back-fill can you download data from IB?

Depends on how many years back you need the data. But give these a look: http://pitrading.com/data http://www.grainmarketresearch.com

Are the volume values included or missing?

Anyone know any good sources for intraday data for the last several years? I am looking for 1, 5, and 60 minute historical data for the U.S. stocks that make up the Nasdaq 100 and S&P 100. I would like to go back at least 5 years and need to work in Excel and Amibroker. I am a student so price...