Back Data


Well-known member

Can anyone recommened any sites that give you back data for intraday the Dow futures contract. So that I can test something.
Hi Paul

As much as possible, 3 or 6 months would be nice, sorry for replying I have been away today.
I have just realised that you want intra-day and I think Sid is right, IS99 is probably the best site and the cheapest.


Hi Paul/Sid

Had a look at the site, seems data is only end of day ie H L O C

I am looking for more indepth data eg prices say every 5 mins, or intraday graphs ,sorry my fault for not explaining properly.

I recall seeing a site where you could back test your theories but can't remember where :cry:

It will come back to me, thanks for trying.
The website given above does give intraday data. If you scroll further down the front page it tells you when the daily and intraday data starts for each symbol.

This website lets you test your own theories

Never tried it so can't recommend.



I agree with Mmiller, IS99 does provide intra-day data in the time format you want and even tick data. I know because I have bought intra-day data from them on several occasions. You can even specify whether you want it in text format, Metastock, Tradestation etc.

Is what you want to test complex or based on some simple rules ?

Thanks Lads

I have signed up for still can't find what I am looking for in the rules which could be good and could be something new. I think I will have to test real time for a few months.

Now take a break and have a nice weekend.
If you email IS99 with your requirements they will let you know what they can do, ie 1min, 5min, 15min, what period and what format. They will even split the data up for you if you need to use it in Excel (limited to 65,000 odd lines).

Sounds like an ad, but honestly they are v helpful and for $15 you can't really go wrong!
Hi folks,

Just out of interest, when buying intra-day back data from IS99, what format does Sierra Charts use and where do you put it ? (presuming Sierra software allows this)

Sierra doesn't do data import. However, I do have the details of the Sierra file format. It's pretty simple and you could write something in Basic to take a text file and convert to Sierra format if you wanted to. Then all you would need to do is copy the file into the Sierra/Data directory.

If you want more details of the format, and some C++ code snippets email me at [email protected]
Try lycos but you will have to register for a free trial
you will also need to sort out which symbol you want to use
for dow futures.There is a symbol lookup facility
<a href="">here is the link</a>
when you have your chart loaded with the interval you want hit 'chart' and there is an export facility.