Market Data (I know I'm dumb - dropped on my head as a baby)
Posted: Mon Mar 03, 2008 9:47 am
ok - I have to admit this is covering ground from some earlier posts/topics. However I'm still a little confused so if someone can make the responses to the below 3 questions as spoon-fed as possible that would be great!
a) As a non-programming techno-phobe, what is the best way for me to get a fully comprehensive historical library of whichever prices I want to use in Trading Blox without having to manipulate the data in any way? MetaStock's Reuters DataLink have an offer where for just over $100, a single monthly subscription feed of all their data going back years and years is available. Is their data a good fit for TB?
b) What's the idiot's guide explanation to the futures roll issue and again how does this impact choice of backtest data? Is there a clear winner if this variable is added into the mix?
c) If a) +b) above leads to CSI as the best option and I need to wince and pay up $360 in licence fees and $190 in monthly fees (for NA Futures + World Futures + Single-Stock-Futures, US Stocks and Indices + Non-US Stocks and Indices), is it correct that it is Rent-a-Data so the monthly charge has to be paid every month even to access the historic data? So I can't pay the licence fee + 1 monthly fee and then test for say 3 months until ready to choose which markets I want to trade live at which point I take out my targeted subscriptions?
I really want to get going on system building but this is proving to be a roadblock...
a) As a non-programming techno-phobe, what is the best way for me to get a fully comprehensive historical library of whichever prices I want to use in Trading Blox without having to manipulate the data in any way? MetaStock's Reuters DataLink have an offer where for just over $100, a single monthly subscription feed of all their data going back years and years is available. Is their data a good fit for TB?
b) What's the idiot's guide explanation to the futures roll issue and again how does this impact choice of backtest data? Is there a clear winner if this variable is added into the mix?
c) If a) +b) above leads to CSI as the best option and I need to wince and pay up $360 in licence fees and $190 in monthly fees (for NA Futures + World Futures + Single-Stock-Futures, US Stocks and Indices + Non-US Stocks and Indices), is it correct that it is Rent-a-Data so the monthly charge has to be paid every month even to access the historic data? So I can't pay the licence fee + 1 monthly fee and then test for say 3 months until ready to choose which markets I want to trade live at which point I take out my targeted subscriptions?
I really want to get going on system building but this is proving to be a roadblock...