Getting hold of intraday data

jls483

Active member
173 0
Another testing question.

I'm happy writing my own code to test my trading theories all I need is the data.

I'm looking for intraday data preferably at 1 minute intervals, with high and low for each interval. I would only need about a month of data, but six months would be even better.

I normally trade the FTSE 100 rolling cash with deal4free, this is loosely based on the FTSE Future (I believe) so either of those would do.

Any suggestions (of where I can get such data) gratefully received.

Thanks,

John.
 

GreyingSurfer

Active member
173 0
John,

There is no way of getting historical data for SBs, other than by manually entering it from the charts (which I did for a while myself, but I don't recommend :eek: )

I'm pretty sure you can get free FTSE index data from Yahoo, but how much use that is for testing SBs is doubtful, unless you are looking at longer term strategies with moves that are big enough to swamp any effects of bias.

You're probably better off backtesting on FTSE futures data and trading the futures, or SBing the futures rather than the cash. However, I'm not aware of any source of free FTSE futures data, so that may not help much :cheesy:
 

Trader333

Moderator
8,610 936
Try www.is99.com/disktrading

About $15 for over a years worth of intraday data

Good Luck


Paul
 

ColinRiche

Well-known member
284 3
Anyone know where i can get historical intraday data for US and UK stocks or even european stocks
 

jls483

Active member
173 0
Peter,

For the sort of trading I do it doesn't matter that the data is not exact so actual FTSE figures or FTSE future is good enough. I don't need quite the same accuracy as would be needed by somebody backtesting traditional day trading techniques.

I'll try all of your recommendations - thanks for the help.

John.
 
 
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