Question - Where are Historical Bid and Offer prices?


2 0
Hi - I've found a number of (free) data sources for the LSE giving the 'prices' at open, close etc. but in order to do accurate backtesting I need a historical data feed showing the Bid and Offer prices separately. Can anyone suggest where I might get these? End of day would do but not too expensive.

I can't find any references to this problem so maybe I've misunderstood something???

Thanks Andy


Senior member
2,560 22
Hi Andy,

I doubt you will get this.

You will have to make assumptions in your backtesting and factor in the spread and dealing costs.



2 0
Thanks for the swift reply. I'm just a bit surprised the data isn't supplied. It must make the strategy testing much less reliable.

Thanks again


Legendary member
8,394 1,170
It only makes your strategy testing less reliable if you need bid/ask. Most EOD traders (which is what I think you're talking about) don't normally need this. It could only ever be indicative anyway for EOD - open/close.

I don't know if you can even get it on a historical basis for tick data.

Most RT systems don't have a heavy reliance on it - It's most usually an issue for trade entry/exit timing (on Level2 say) rather than for systematic usage.
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