How can I get historical market data only for testing?

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SizzyB
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How can I get historical market data only for testing?

Post by SizzyB »

I am a newbie and want to have a sandbox testing environment using for example Trading Blox for a number of months to take the theory I have so far and turn into a concrete backtested system.

When I look at CSI for example as a market data provider, I have to sign up for expensive annual or monthly subscriptions providing EOD data which I simply do not need at this point. I will not be trading for a fair while yet and my focus is on historic data for as many markets as possible.

Does anyone have any suggestions on how to approach this?

All input very gratefully recieved!
SizzyB
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Post by SizzyB »

I guess I could use Reuters DataLink (Metastock provider) which only requires a single monthly subscription of about $100 to get everything back until 1980 but that would mean Trading Blox would need to be able to read MetaStock formatted data. Can it?
sluggo
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Post by sluggo »

Check out these other threads
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SizzyB
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Post by SizzyB »

I've answered my oqn question - Trading Blox website says "Trading Bloxâ„¢ supports the MetaStock format as well as ASCII text (Excel .CSV files as well). Some of the data vendors our customers use successfully are CSI, Worden, eSignal, Metastock, Pinnacle, Bloomberg, and many other country specific data providers."

So ignore my ramblings!
RedRock
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Post by RedRock »

I would add that BLOX does provide data for backtesting purposes only, with the product.
SizzyB
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Post by SizzyB »

But not that much data with the TB product right? Only some?

Looks from one of those threads that Reuters not ideal as:
a) Needs conversion to be used in TB by market so for me looking to have 000's that would not work? Not sure how that reconciles with the TB statement in my 2nd post...
b) The whole rolling mess

Hmmm - now I'm not sure again what I should do?
RedRock
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Post by RedRock »

I think its about ten years on a broad group of futures. Enough you could prove or disprove your concept with. If it looks good you may find CSI the best fit with blox in ascii format as blox uses extra fields in the file to indicate rolls and unadjusted close etc..
painless
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Post by painless »

Don't forget that CSI's data is Rent-a-Data. As soon as you stop paying them your database becomes locked. All that money you gave to them is for nothing. To my knowlege if you buy data from anyone else then you at least get what you pay for.
SizzyB
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Post by SizzyB »

So if I want a broad and deep historic library that is mine one paid for once and want to avoid having to manipulate data for either format or rolls what is my best bet?
RedRock
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Post by RedRock »

The Rogers Commodity fund perhaps. Lots of futures exposure and no need to think about a core essential of your business whatsoever. There are also many fine robot-brokers who will help develop your system and then maintain your data and trade your system for you. Here's one:

viewtopic.php?t=4305&highlight=

PS: If you were to export your data into ascii files, they are "yours to keep".
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