PI Trading Historical Data

[m3v4n5]

PI Trading Historical Data - quality report anyone???

It looks like PI trading has been mentioned several times on this forum as a source of intraday historical data. Can someone who has looked at their data please report on its quality?

Thanks!!!

 

[biba4]

Re: PI Trading Historical Data - quality report anyone???

It looks like PI trading has been mentioned several times on this forum as a source of intraday historical data. Can someone who has looked at their data please report on its quality?

Thanks!!!

I use their data for backtesting and am satisfied with the quality (& price). Of course no data feed is 100% but I admit, I am kind of a perfectionist.

Most vendors will send you a sample so you can test for yourself. You may want to ask them if they have a sample that you can review.

 

[gluino]

I actually went the cheap route and bought from PI Trading. The price was too good so I ignored the warning posted on elitetrader (second post on the linked thread, actually, that thread is an interesting read if you are looking for data
Forums - Best place to purchase historical stock data for backtesting?? ).

Anyways, I ended up finding some problems with the data as well, and it wasn't quite so easy to use (survivorship bias, split/dividend adjustments missing, etc) so I ended up having to buy data from another vendor (QuantQuote). However, PI Trading data was cheap so it wasn't a big loss.

 

[jaytfry]

Anyways, I ended up finding some problems with the data as well, and it wasn't quite so easy to use (survivorship bias, split/dividend adjustments missing, etc) so I ended up having to buy data from another vendor (QuantQuote). However, PI Trading data was cheap so it wasn't a big loss.

gluino, I tool your recommendation and ordered the S&P 500 data from QuantQuote. The data is junk (too many gaps and missing blocks of data) and it was an expensive try, $700 USD down the drain. Who cares if they adjust for splits when they can't provide data without big holes.

To review the QuantQuote data, I compared with Kinetick and its like night and day differences. Sad that Kinetick intraday only goes back 2 years. But unless you want to waste big bucks, stay clear of QuantQuote.

Still looking for a longer intraday backfill. From the reviews at the Michael's Musings website, I am going to give PiTrading and KiBot a try. Good reviews on both. For cost reasons, I am going to limit my comparison to the Dow 30 at the start.

If anyone out there has had good luck with a difference source, please let me know.

 

[nocloud]

Save yourself hours of research and go directly to the Michael's Musings list of historical data providers to find out which one suits your needs. We have been satisfied with intraday data from this historical data provider.

fod200:

Stop spamming. You have been posting this all over the internet on various trading sites in threads I am subscribed to, in fact, almost all of the posts in your post history reference Kibot in some way.

Let me guess, you also run Michael's Musings and Kibot? Unbelievable.

 

[psergey]

Re: PI Trading Historical Data - quality report anyone???

It looks like PI trading has been mentioned several times on this forum as a source of intraday historical data. Can someone who has looked at their data please report on its quality?

+1

I am happy with the data quality. No complaints here. It's been reliable & clean for my applications; I am currently a PhD candidate studying discrete time series analysis.

I have been using their data for over a year now for my research. I subscribe to the stock version as I mainly model on the S&P 100 master universe.

I load and process the data with R but as long as your platform supports ascii (txt/csv) files, you should have an easy time importing.

 

[Jerry.Goldberg]

gluino, I tool your recommendation and ordered the S&P 500 data from QuantQuote. The data is junk (too many gaps and missing blocks of data) and it was an expensive try, $700 USD down the drain. Who cares if they adjust for splits when they can't provide data without big holes.

Hi jaytfry, I am director of sales at quantquote, if you have indeed ordered data from us, you should have received an email from me. At QuantQuote, we stand by our data and if you indeed have found any issues, we will be more than happy to make it right for you.

However, our records don't indicate any unresolved support tickets from S&P500 package customers. Please feel free to PM me your order number and our support team will look into these issues with you. However, I have a feeling that you did not actually purchase S&P500 data from us because as I've mentioned previously, none of our S&P500 customers have any unresolved problems or questions that we are aware of.

 

[Jerry.Goldberg]

Given the lack of a response from jaytfry, I can only assume he is a paid affiliate of a competitor. This is backed up by his posting history (one and only one post) and the fact that his post is littered with links. It also doesn't make sense for somebody to purchase a $700 data package but make no attempt to contact our support group for a resolution when 'problems' are allegedly discovered.

 

[jaytfry]

At QuantQuote, we stand by our data and if you indeed have found any issues, we will be more than happy to make it right for you.

Jerry,

Thank you for your reply. I never received a satisfactory response from support and living with the gaps I found was just not possible. Since my March post, I moved on to a new feed, KiBot, but if you can help me fix the gaps in the QuantQuote data, I would be very appreciative.

I have forwared you a spreadsheet showing a list of discrepancies for the S&P 500 stocks, as of Jan '12, I found in the QuantQuote data feed. Column A is QuantQuote, Column B is Kinetick and Column C is KiBot. Please note the missing time fields (gaps) I highlighted in column E.

Kinetick only goes back a couple of years so to synchronize I added Kibot for backfill to 1998.

 

[jaytfry]

Given the lack of a response from jaytfry

Sorry for taking a couple of weeks to reply. It only took 6 months for you to get back to me after QuantQuote support abandoned me.

 

[Jerry.Goldberg]

I have forwared you a spreadsheet showing a list of discrepancies for the S&P 500 stocks, as of Jan '12, I found in the QuantQuote data feed.

Hi jaytfry, I have not received a spreadsheet from you. It is not in my PM or mailbox.

Furthermore, as I have stated earlier, we do not have in our record any open issues on any SP500 order (although we do have plenty of current customers who have come to us after finding issues in the kibot data). Our support team actually went through and checked the correspondence on all S&P500 orders. To prove that you are genuine, please provide your QuantQuote order number.

Unless you will provide a valid QuantQuote order number, I am still convinced you are a paid affiliate for kibot and kinetick.

Finally, as a warning to people out there considering a less than reputable data provider, look at the number of symbols kibot has in their survivorship bias free SP500 dataset and compare that to QuantQuote. It is immediately obvious that kibot is missing many symbols (approximately 300). Then, ask Kibot how they handle re-used symbols? (Answer: they don't).

We have been in the business for 14 years and have worked with hundreds of hedge fund and institutional clients since that time. QuantQuote offer exchange colocation for live feed access, and full tick resolution data for the entire US equities market going back to 1998 (16,000 symbols and conuting). I'll leave it to readers to decide who to trust.

 

[Jerry.Goldberg]

It is also worth mentioning that a couple days ago, the California Institute of Technology, one of the top universities in the world, decided to start using QuantQuote data. You can see it under the news section of their website:
quant.caltech.edu

I could list of dozens of well known hedge funds using our data if not restricted by confidentiality clauses. You will be hard pressed to find a top tier university using kibot and kinetick data (for good reason too).