trading the CSI FOREX data

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
michaelt
Senior Member
Senior Member
Posts: 37
Joined: Wed Feb 03, 2010 10:53 am
Location: princeton,nj

trading the CSI FOREX data

Post by michaelt » Mon Mar 18, 2013 10:20 am

My apologies if this topic has been covered.

Does anyone use the CSI FOREX data in their trading? According to CSI ( link below is their web site) the CSI FOREX data OPEN is between 0 and 30 minutes after the CLOSE.

Those open-close times affect data collection, running the trading systems, order generation & submission apart from the other markets.

Anyone dealing with this, trading based on the CSI FOREX files?

Can anyone suggest an alternative to the CSI FOREX data for use in systems trading, where the hours are delineated differently, maybe time zone options are available? (such as Far East Open, NY Close).


http://www.csidata.com/?page_id=10#forex

Crossrates of over 20 currencies.
Open, High, Low, and Close are provided. The close is defined as a price taken between 4:30-5:00pm ET. The open is the previous day’s 5:00pm ET price. No volume is provided.

Post Reply