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    Clean data

    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.

    #2
    If you want daily data, use the included/free Yahoo connection, since it can get basically any stock/ETF you want back several years.

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      #3
      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?
      Last edited by zacharydw00; 10-30-2009, 11:55 AM.

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        #4
        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.
        Josh P.NinjaTrader Customer Service

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          #5
          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!

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            #6
            I'm still having the same problem after a year. I hope someone can point me in the right direction. Thanks

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              #7
              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.

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