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Hi List:
Can someone comment about the quality of intra-day historical stock data
that TradeStation now provides.
I wrote to TradeStation and asked them about the quality.
I also asked how difficult is it to test a strategy on, say,
the whole NASDAQ list using 5 minute periodicity.
They responded:
"
Yes, we offer 13+ years of intra day stock data.
You can view this in 1 minute increments and higher. We carry
history on all US stocks.
People rave over the quality of our data. First off, our data is not
purchased from a vendor. We are connected directly to all of the
exchanges so the data is very accurate. We also have a dedicated data
integrity department which filters or scrubs historical data checking it
for bad ticks.
"
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