Clean data

[mrbeanbag]

I would like to import some clean data , at least a year's worth of it, any stock, future, fx or commodity should be fine. Is anyone willing to share? I have nothing but very gappy unclean data that I have collected using IB's free feed. I want to do some backtesting , thanks a lot if anyone can help.

[Anagoge]

If you want daily data, use the included/free Yahoo connection, since it can get basically any stock/ETF you want back several years.

[zacharydw00]

mrbeanbag. could you be a little more specific. ie. daily, intraday, minute, tick, market hours only, or 24hr data? What's the minimum time frame you need for backtesting?

[NinjaTrader_JoshP]

zacharydw00,

It is up to you what you want to backtest against. You need to decide if you want to backtest on daily bars, minute bars, etc.

[mrbeanbag]

Well, ideally tick data for a stock or stocks such as GS, AAPL, SPY, QQQQ , anything with reasonable liquidity . If not tick data then 1-min data would also be good. I would like to back test for market hours sessions from 930am to 4pm for stocks and 24hours session for futures and fx etc.

There is no minimum timeframe , but I guess a years worht would give me a fair idea of the viability of the systme I'm developing.

Thanks for the reply!

[mrbeanbag]

I'm still having the same problem after a year. I hope someone can point me in the right direction. Thanks

[zacharydw00]

Check BigMikeTrading. There's lots of stuff for NT on his site, including some data. I don't remember seeing stock data, but I know there's various futures data for download.
Good Luck.