Long term historical data is needed - page 3

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Here are three articles from MoneyTec that talk somewhat negitivly of DiskTrading Data. But there is a good comment about DiskTrading staff.

/go?link=http://www.moneytec.com/forums/

Historical data

There is a company online called disktrading (they have an odd url I can't recall) where you can get some reasonably priced historical data. It's good, but the problem is that it's pieced together from multiple sources (which they do not disclose) and it is apparently the median between bid and ask, which poses some problems. They are good guys there though and they offer free updates.

I believe GAIN has free historical data for customers. Also, olsen.ch is the company behind o-a-n-d-a (which stands for Olsen & Associates). Olsen.ch has some very sophisticated forecasting models and they have a lot of very high quality (the best?) historical data, going back very far. They are very costly though... probably prohibitively expensive for most individual traders.

Hope that helps...

/go?link=http://www.moneytec.com/forums/

Don't buy the DISKTRADING data !

Hi all,

I noticed that the 1min bars of the real data from my broker are much smaller than the disktrading's bars.

The average size of the broker's 5 min bars is 5.8 pips, theirs is 10.1 pips !!!!!

The average size of the broker's 1 min bars is 2.2 pips, theirs is 5.3 pips !!!!!

On the screenshot the top data is from Oanda, the bottom data from Disktrading.

I made manually 24H of 1min data from Oanda (Yes I am crazy, it took me 15 hours).

I think the high of their bars is MaxAsk, and the low is MinBid.

If not is it possible to trade these prices somewhere ?

So I just wanted to remove for example 4 pips from each bar (2 at the high, 2 at the low, if the spread is of 2).

Is it stupid ?

PS: I don't want to burst any bubles, just worried about Scorpion wasting his time with un-realible data. I have done a bit of that myself in the past.

Steven

 

I emailed DiskTrading to learn more about there data. Here is their response:

Hi Steven,

Thank you for your interest in our historical data database!

Data we have is combined from multiple contributing institutions/banks. It is true that you have to decide what data to use for backtesting - I guess you should go with any historical data your live data provider (or your broker) supplies. If you subscribe to a live data provider with multiple FOREX data contributors (like eSignal, etc.) then you should be OK with data from our database.

Here are some samples:

for EURJPY:

https://www.mql5.com/go?link=http://disktrading.com/clients/0samples/EURJPYsamples.zip

for EURUSD:

https://www.mql5.com/go?link=http://disktrading.com/clients/0samples/EURA0-tick.zip

https://www.mql5.com/go?link=http://disktrading.com/clients/0samples/EURA0csv&txt.zip

Here is some more detailed information about the data:

All data formats and time frames listed below are included in the price and

you will get them with your order on the CDs or when downloading separate

symbols.

Our original data is in TradeStation 4.0/ 2000i .omz format, tick and daily,

Trade Record. From the tick data, TradeStation can draw any time interval

charts. Data can be imported into TradeStation 2000i using the following

instructions:

https://www.mql5.com/go?link=http://disktrading.is99.com/disktrading/instructions/index.htm

We also have all our data exported in ASCII (.csv) format - tick, 1min,

5min, 15min, 30min, 60min & daily, time-stamped in Eastern Standard Time.

The last 2 columns "U" and "D" represent the number of "up-ticks" and

"down-ticks" for the prior time interval. These are not used in the tick

data files.

For users of MetaStock, we also have our data exported in MetaStock ASCII

import format (.txt), 1min, 5min, 15min, 30min & daily. Here are the

MetaStock import instructions:

https://www.mql5.com/go?link=http://disktrading.is99.com/disktrading/faq/metastock.html

Our futures data is in continuous format - there is one file per symbol,

named after the currently most active contract and containing data from the

previous contracts for the time they were most active. We do this by always

collecting data for the most active contract in one file and closely

comparing the trading volume to the volume of the forthcoming contract.

When the new contract becomes more active than the current one, we

"rollover" by re-naming the file after the new monthly contract and resuming

data collection for the new one, because it is now most active.

Data is always current as of last Saturday.

The $20/symbol price includes all formats.

We use Registered Air Mail for international delivery, usually 5-7 days

delivery time, the shipping cost is included in our price so it is free for

you. Separate symbol orders are usually delivered by an internet download.

New: For all orders now we make data available for downloading within 12

hours after the order so you will not have to wait for the CDs to arrive.

Currently we offer all our customers free quarterly updates for a period of

one year after the purchase.

We also offer end-of-day data service - for pricing and other info, please

examine our service order form:

https://www.mql5.com/go?link=http://disktrading.is99.com/disktrading/orderservice.doc

Data is delivered by e-mail and also uploaded to our server every day

between 4:00 am and 8:30 am Eastern Time (except for Sundays). We now have

an online subscription form that can be used after 30 days of free service

evaluation:

https://www.mql5.com/go?link=https://www.2checkout.com/cgi-bin/buyers/recorderpage.2c?sid=41110

Please let me know if you have any additional questions or need

more data samples.

Thank you for your attention!

Best regards,

Iavor Kindekov

disktrading@is99.com

Steven

 

hi everyone, take a look of this website : /go?link=http://www.guppytraders.com/Metastock%2520Formulas/formula%2520index.htm

it is all about metatrader program (indicator and expert) hope this one can help scorpion and all of you although I'm not a pro trader and programer

 

After comparing disktrading's data with metatrader's by hand from year 2002, I can assure that disktrading's data is OK, since both data look almost the same. In addition, it's good thing that disktrading's data does not use DST.

For the source of disktrading's data, I guess it comes from eSignal, since the names of EUR/USD are both "EURA0".

So, now backtesting is in progress. Please be patient.

 

Well, this thread should be closed, since now we've got enough tick data.

Thanks to aqw31 for his data donation

Scorpion

 

What is wrong with the Gain Capital Data.

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