Where can I find trading data that matches the free Yahoo daily quotes?

[david321]

Hi all.

Can anyone please help me out on this one? I'm looking for trading data that matches the free Yahoo daily quotes:

I have done a lot of strategy testing with the free Yahoo daily data using the SP500. I found some candlestick strategies that was ok and I wanted to test them for real so I downloaded SPX500 daily quotes from FXCM and re-ran the strategies.
Unfortunately the result was not the same. It was far from as good as with the Yahoo data. As I can see the biggest reason for that is that the daily open and close times from FXCM are not the same as those times that Yahoo uses. Yahoo I believe uses CBOE times (8.30am to 3.15pm) and FXCM close times are 17:00/18:00. Open times I cannot find. What I would like to get is daily trading quotes that have the same open and close times as Yahoo. That way I can test to see if my strategies will work with "real life" trading data. Does anyone know where I can get such data? Or maybe how to create it? I don't want to make the candles myself from intraday data. It's too much work. There must be an easier way

Thanks

 

[hacks]

Try EODData dot com.

Pi Trading and Trading Blox also offer free end of day data, although the former is only updated weekly and the latter is for futures.

 

[david321]

Try EODData dot com.

Pi Trading and Trading Blox also offer free end of day data, although the former is only updated weekly and the latter is for futures.

Thanks. Trading Blox looks very interesting