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Vote 10 years tick data futures synced bid-ask-trade
Started:October 2nd, 2011 (12:49 PM) by bomberone1 Views / Replies:1,145 / 1
Last Reply:October 23rd, 2011 (06:29 AM) Attachments:0

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Vote 10 years tick data futures synced bid-ask-trade

Old October 2nd, 2011, 12:49 PM   #1 (permalink)
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Futures Experience: Beginner
Platform: MultiCharts
Posts: 213 since Nov 2010
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Vote 10 years tick data futures synced bid-ask-trade

I spoken to Henry about multicharts build a own databse for futures tickdata.
Now multicharts do on forex with tick data and this it's great.
I think that it's very importanto for futures.
DTN IQ Feed permits you to retrive historical data for LAST, BID or ASK back to 120 days back and Multicharts is able to collect that historical BID, ASK and LAST in different fileds which can be compared each other in an historical way and not only in real time. .
Now should be a must have all 10 years of historical tick data on futures
BACKFILLED and SYNCHRONIZZATED bid-ask and trade to have accurate backtest.
ZenFire gives only the real time of SYNCHRONIZZATED bid-ask and trade, but when you Backfill the data are not sync, and so this make unusefull the backfill to correct data.
A plus should have all historical book level with volume like institutional trade have.

MultiCharts Project Management - Issue MC-634 - Database tick data for futures like forex

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The following user says Thank You to bomberone1 for this post:

Old October 23rd, 2011, 06:29 AM   #2 (permalink)
London UK
Futures Experience: None
Platform: NT
Favorite Futures: ES
Posts: 6 since Oct 2011
Thanks: 3 given, 3 received

That sounds great but where can I find 10 years of tickdata on Forex aside from Duskascopy ?

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