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3-6 months historical data for backtest

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    3-6 months historical data for backtest


    i have zen fire and also IB as data feed and like to backtest for 2-6 months. I wanted to test Intra day, like Range 4, Range 7, 2min, 5min, 15min etc

    Do I need to purchase historical data from another provider? Thks

    #2
    Kumaresh hi again,
    NT has 3 types of data: tick, minute and day. From them you can construct all the charts NT provides. So for range charts you need tick data and for minute charts you know what you need.
    I use only minute data so I can correctly state only on this. (Zen-Fire don't provide daily data in NT6, will in NT7).
    Minute data you can download more then a year back. Actually its from NT servers, if its important to know.
    Tick data you need to try to see how far back you can get.
    You also can purchase, but I don't see a point in it.
    NT6 don't have a continues contracts so you have to add back contracts and download relevant data in to each and then merge them into the current one. (How to do it search my post on merging)

    Baruch

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      #3
      Thks Baruch. will try tick and min

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        #4
        Dtn iqfeed

        Hi! You can sign up for a free 1-week trial at http://www.iqfeed.net/ and download 4 years of ES data. If you cancel within 7 days, there will be no charge on your credit card.

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