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Forums>StrategyQuant>General Discussion>DATA – wheres a good source to get indices, commodities and stocks data?

  • #254954 |
    Customer
    3 Posts

    Based on the SQ training videos and looking at the data quality under Data Manager, the data for indices, commodities and stocks is supposedly not very good. It also doesn’t go very far back in history either, considering that, for example, the DAX has data back to 1970 when loading the XETR chart.

    Also, when I try to add data from the Yahoo Finance menu, it’s blank.

    Where’s a good source to get data for these without paying through the nose for it?

    #254962
    tomas262
    Administrator
    1180 Posts

    Hello,

    trading stocks and commodities using CFD brokers has always been kind of problematic. Most of them started providing these markets quite recently. Since most brokers are market makers for those contracts the data is limited to the period it has been available for trading with that specific broker. Also the data quality differs from broker to broker. Another question is cost of trading with these brokers. Spreads between bid and ask prices are usually awfully wide. The only real advantage then is you are allowed to trade mini / micro lots when playing a tiny account

    If you are able to allocate decent amount of money I would focus on trading stocks & futures on real exchanges like NYSE, CME, LSE, ICE, EUREX using stock / futures brokers. There is only one version of data representing what happened at those exchanges and generally you can get decent amount of historical data for most instruments. Also bid/ask spreads are as low as 1 tick for most markets during regular trading hours so the cost of trading is just a fixed round-turn commission for the broker most of the time. You can select some low-cost discount broker as there are many

    A good example would be AMP futures allowing you to daytrade DAX using 2,500 USD margin per 1 futures contract and providing platforms that we support too

    You can start exploring our futures & stocks data option too https://strategyquant.com/data-subscription

    #254976
    Customer
    3 Posts

    Hi.

    Thanks for responding.

    Have you got any indices data I can tap into for DAX, S&P500, etc.?

    #255283
    Customer
    3 Posts

    Hi. Anyone?

    #255287
    Customer
    399 Posts

    well, You can get an AMP futures demo account and download to MT5  S&P 500 1 min CME data  from 1999 i think. You can then convert it to MT4.  I think tick data is availiable from 2009 if you join futures.io as an elite and alot of other tick data aswell from at least 2011  that was recorded by members. This has to be converted but it is not so difficult to do.

     

    #255291
    Customer
    337 Posts

    if you want to trade indices as CFD keep in mind, that every broker have different datafeed and different specification of each instrument (trading hours, decimal points, contract size, swaps, etc.) and there is no easy way how to get correct data

    there is only one solution – collect real data right from the broker

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

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