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[amibroker] Re: Intraday Backtesting - Where to get data?



PureBytes Links

Trading Reference Links


Hi,
try http://www.scmagic.org/English/Index.htm 

They provide backfill for IB Data. You can sign in for demo and then
load intraday data history back for 2 Years.

"We provide stock quotes for the following symbols:
Index Futures 	ES, NQ, ER2, EM, YM, DAX, TDAX, ESTX, SMI, HSI, MHI,
SPI
Currency Futures 	AUD, CAD, CHF, EUR, GBP, JPY
Fixed Income Futures 	ZB, ZN, GBL, GBM, GBS
Indexes 	COMP, INDU, NDX, SPX, SMI, DAX, NMAX, TDAX
Tracking Stocks 	QQQ, DIA, SPY

*All quotes are realtime, recorded in 1min time frame, with a intraday
history up to 2 years "

If you always want the actual data also you can get it for 40$ a
quarter. This is the best you can take for the beginning.

Regards
Robert

--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> 
> For all you intraday traders out there:
> - How do you obtain your data for backtesting?
> 
> I'm currently an EOD equity trader.  Would like to explore intraday 
> trading.  Where can I get some backfill data on the cheap, to look 
> into the feasibility of going intraday.
> 
> Do intraday traders just accumulate data each day from real-time 
> feeds and keep it?
> 
> Looking at some of AB's data parter sites - it was pretty difficult 
> to discern what backfill was offered.
> 
> And perhaps a more philosophical question - if an EOD system works, 
> with minor tweaks, would the system typically work within an
intraday 
> timeframe?
> 
> Thanks,
> - chris





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