Recent content by tickmaster

Unless you are automated, trying to trade tick charts real time doesn't make sense IMO. However, historical tick data is important. IMO all bars and candles you use for charting or backtests should be built up from your tick data; that way you can be sure it doesn't hold bad ticks that will...

I would go to volume data that had been reconstructed (bad ticks removed, between clearly specified times, etc) from tick data in a way that I understood. Sorry the link didn't work. Here it is again with http:// omitted from the start. I tried the link a few moments ago, and it seemed fine...

1. Why do different sources quote different volume figures (even though they might be within a few percent)? In the case of US Equity index volumes, US equities are traded over multiple venues (e.g. NYSE, AMEX, NASDAQ, BATS, PSE, BX, etc, …..). Partly as a result of the complexity of this...

Here are some links to historical data providers: Links - Financial Tick Cleaning, Compression and Migration

If you find a strategy that works well in backtest over many years (“Strategy A”), you can be more comfortable that you’ve found something that could work well over a broader variety of market conditions. If you find a system that backtests well over a recent period of time (“Strategy B”), you...

Also take a look at NinjaTrader (NinjaTrader stock, futures and forex charting software and online trading platform.) which would be free for what you are doing...

Kinetic (Kinetick - Streaming real time quotes and historical market data) ... is FREE with NinjaTrader (NinjaTrader stock, futures and forex charting software and online trading platform.) ... which is also FREE if you are just streaming data to your database

You say "data vendors". eSignal (eSignal offers streaming, real-time quotes from the stock market today, as well as Forex, futures, options from world markets and technical analysis tools delivered to PCs, laptops and smart phones) has data that includes all these markets.