Question - Where are Historical Bid and Offer prices?

dvawat

Newbie
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
 

JonnyT

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.

JonnyT
 

dvawat

Newbie
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
Andy
 

TheBramble

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.
 
 
AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock