data for backtesting futures strategies...

[hendogg]

Im a beginner futures trader and im interested in developing technical / automated systems to trade intraday on the YM, ESTX etc... Im using WealthLab for backtesting of strategies and i need a large chunk of intraday (1min) data for a few futures contracts in order to backtest them thoroughly. Im using IB but they dont provide historical intraday data.
My question is, is it possible to subscribe to something like eSignal for a month or two and get a large set of data saved on my HDD and then cancel my subscription and just use that saved data for bcacktesting, combined with the IB data feed for generation of the RT strategy signals?
Also does eSignal provide data from the Hong Kong, Japanese and Australian futures exchanges?

Any help appreciated, cheers...

 

[juanbyte]

Try http://disktrading.is99.com/disktrading/ years of back data in various formats
from $20 per symbol.

 

[Bunyip]

You could also try http://www.tickdata.com which provide data to the tick level.

 

[JayF_eSignal]

That is possible with eSignal, but you may want to go with the EOD version if you only need us for historical data ($295/yr.) Please let me know if you need any further info.

 

[JTrader]

That is possible with eSignal, but you may want to go with the EOD version if you only need us for historical data ($295/yr.) Please let me know if you need any further info.

Hi JayF

does the EOD version enable you to save and use intraday data? if so, what is the smallest interval of data that can be saved/used? 1 minute up to daily data?

Also, how much historical intraday data will a subscriber to the EOD version be able to acquire? and what is the smallest time interval they will be able to view this data in?

Many thanks

jtrader.

 

[maxpain]

Options could be a key for short term traders

I usually study volumes of puts&calls sold during a day to determine where I could expect the stock to go next trading day. Usually works together with a 15min chart as well as a long chart if I trade for a couple of days instead of a trade a couple og hours.

 

[JayF_eSignal]

Hi JayF

does the EOD version enable you to save and use intraday data? if so, what is the smallest interval of data that can be saved/used? 1 minute up to daily data?

Also, how much historical intraday data will a subscriber to the EOD version be able to acquire? and what is the smallest time interval they will be able to view this data in?

Many thanks

jtrader.

The EOD version gives you access to all delayed markets outside of the regular market hours. You'll be able to download up to 10 days of historical tick data, 120 days of historical 1-minute data, and many years of daily data (varies by symbol.) If you have any other questions, please let me know.