Do you support Market Profile and Volume Profile, including Developing Value Area's? If so, can you confirm they are built using tick data and not minute or daily data?
With regards to historical data, can you give a specific example of how much backfill your platform has for the ES SP500 contract in terms of tick data?
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We do not have market or volume profile right now, but that is a great suggestion. I think we can update that fairly quickly.
Our historical data runs about 3 months worth of tick data, 2 years of minute data and 10 years of daily data.
Currently, our Beta version only allows users to run strategies that with a bar size of 10 minutes or more, but our system is designed for interval sizes down to the tick. We are just doing this for testing purposes and so we do not overwhelm our system.
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