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Best source of historical data for backtesting

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    Best source of historical data for backtesting

    I wasn't sure where to post this because it's about data but I need it for backtesting so I thought I'd ask here. I'm not looking for an endorsement from Ninjatrader, but rather for recommendations from fellow Ninjatrader users.

    I'm currently using IQFeed for historical data. They're ok except for the fact that their historical data doesn't go back very far. 2005 or 2006 for most futures. I'd like to get data going back much further. What other options do I have?

    What I like about IQFeed is that you get delayed historical data for all futures which is great for me because I don't need any of them real time. When I look at eSignal and others, it seems you have to pay exchange fees for all futures you want even if it's only historical. Maybe I'm not understanding all the fees correctly but that's the way it appears.

    Basically i'd like oil, gold, bonds, etc. going back as far as possible so I can test my strategies over the long term.

    Thanks in advance for any recommendations or experiences you may have.

    #2
    Just in case you have no seen this link about data: http://www.ninjatrader-support.com/H...HistoricalData
    Josh P.NinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Josh View Post
      Just in case you have no seen this link about data: http://www.ninjatrader-support.com/H...HistoricalData
      I went to trading technologies website and I don't see anything about historical data. Do you have any more information on this? It looks like they don't sell just data, you have to have a broker account or something.

      Furthermore, when I go to add a connection I don't even see TT as a list of providers.

      It seems the choices are pretty limited: IQFeed, OpenTick, & Barchart.com. I sent barchart an email to find out how far back their futures data goes. If they can't beat IQ then I guess I have to stick with IQ.

      I really want to test using the 2000-2002 bear market but I can't find any intraday data!!

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        #4
        Hello,

        I went to trading technologies website and I don't see anything about historical data. Do you have any more information on this? It looks like they don't sell just data, you have to have a broker account or something.
        >>This is correct, you must have an account with a broker to use a TT data connection unless your broker is willing to give you a trial.

        Furthermore, when I go to add a connection I don't even see TT as a list of providers.
        >>You must be using a live single broker license. You will need a multi broker license to connect to two broker technologies or you can email us at sales at ninjatrader dot com and request that your license be regenerated for a TT connection. Note you will no longer have your old broker connection available to you unless you request a change again.

        It seems the choices are pretty limited: IQFeed, OpenTick, & Barchart.com.
        >>What other providers do you have listed in the providers dropdown when you go to: Tools>Account Connections>Add?
        DenNinjaTrader Customer Service

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