Looking For Nikkei Historical Data

[tawey]

Hi,
I am trying to test many system trading especially in nikkei market for 15 minutes time frame.
Does any one know how I can have that data? This include Open High Low Close Volume in 15 minutes time frame.
I need as many as i can get so i can back test all of my systems.

Many Thanks!

 

[leeshindig]

hi tawey

I think you should find free data here but only in 1 minute/10 minute/1 hour timeframes.. not 15 minute

scroll down to N225 Jap.. slect your time frame and amount of data you need in points (bars/days)

hope that helps you for now..

http://www.livecharts.co.uk/historicaldata.php

 

[rog1111]

Be careful with Dukas data. After much testing and comparison with other sources I feel that some of it (not all) is not reliable for backtesting purposes. Hong Kong data is dodgy, Nikkei may be the same ?

rog1111

 

[ketchup]

Be careful with Dukas data. After much testing and comparison with other sources I feel that some of it (not all) is not reliable for backtesting purposes. Hong Kong data is dodgy, Nikkei may be the same ?

rog1111

there're many different N225 contracts trading in the world
1. N225 big in Osaka (www.ose.or.jp/e/futures/data/)
2. N225 mini in Osaka
3. N225 in Singapore ( SGX - Singapore Exchange Ltd. )
4. N225 in Chicago (CME)-( CME Nikkei 225 Futures and Options)

so you may mismatch 'em while comparing

 

[ketchup]

Hi,
I am trying to test many system trading especially in nikkei market for 15 minutes time frame.
Does any one know how I can have that data? This include Open High Low Close Volume in 15 minutes time frame.
I need as many as i can get so i can back test all of my systems.

Many Thanks!

google whc trader
download terminal
after installation click with right mouse button in market watch window and check up in the pop-up Show all
then choose a needable N225 contract
switch it to 15 min timeframe with help of upper menu or by mouse right-clicking and selecting in the pop-up periodicity then 15 min and voila you may test your strategy
also you may convert this data in Metastock through Metastock's Downloader and test your strategy either in Excel or in Metastock itself but first you need to save chart data using upper menu - file - save as - in csv or prn type
good luck