Below is a partial list of a few Data Providers, and their contact information.
Commodity Systems, Inc., known in the industry as CSI, offers data in MetaStock and ASCII Text formats for many different U.S. and World futures and stock markets. CSI is the preferred provider of futures data and is the supplier of the sample data we provide.
Trading Blox includes specific Futures Dictionary files for CSI data for their default back-adjusted futures contracts in ASCII text formats. The default rolling algorithm is to use open interest and roll on the first trigger. This back-adjustment algorithm will result in symbols that have "0_I0B" appended to them. For example, the full CSI symbol for corn "C" using the default back-adjustment algorithm would be "C__0_I0B". The ASCII text file would be named "C__0_I0B.txt" and this symbol would be the symbol used inside the MetaStock MASTER file for that data.
Visit http://www.tradingblox.com/tradingblox/howto-ua.htm for a tutorial explaining setting up Trading Blox with data from CSI.
Their historical data is not completely accurate for stocks that have split many times because the way they have handled the stock splits has not retained enough precision. This has the effect of causing the resolution in the data to decrease the more splits have taken place. After many splits, the data becomes less than optimal for historical testing. Here's a sample graph showing this phenomenon:
Note how the prices for each day appear to have at most one or two prices. This is because the adjustments for splits have been constrained to $0.01 which is not enough resolution to show the actual pricing relationships between the different days.
Visit http://www.tradingblox.com/tradingblox/howto-worden.htm for a tutorial explaining setting up Trading Blox with data from Wordens.
Edit Time: 5/9/2017 10:27:06 AM
Topic ID#: 125