FWIW, Tradestation 9.2, currently in beta, has finally implemented seconds into their platform and integrated throughout.
Per the test build release doc:
We are very pleased to announce that support for seconds as been integrated throughout the TradeStation Platform. Seconds can now be selected as an interval throughout the TradeStation Platform, including Chart Analysis, RadarScreen, Scanner, etc… This new functionality opens the door to new perspectives and opportunities in the market, regardless of how you use TradeStation.
How far does second data go back in their database? That will be key. If they only save last 6 months, like with tick data, it won't be terribly useful for backtesting. Hopefully they have at least 3-5 years of it stored.
Great qxn Kevin. I don't have it loaded at the moment so I can't answer. My expectation is that it will be more like the minute history than the tick wouldn't you think(?), since it is a more granular "interval" and a tick remains a tick, albeit with a second time stamp now instead of just a minute.
I'll see if I can throw together a VM and load it back up today. If the good Bears show up in Nashville and get a jump on the Titans, I'll have some free time. If the cardiac kids show up then all bets are off.
So much for "thunking"...Loaded up a VM with 9.2 Beta and it will only return data at the "second" level for 6 months worth of history...in fact when kicking off the data load it actually says getting tick's and not seconds, though I did see examples where the bars did have different highs and lows, indicating to me that it was indeed retrieving "second" bars and not ticks. I will put in a feedback note to the dev team and see if this is intentional or an unintended item that is indirectly limiting the retrieval.
As I do not want to create another thread relating to tradestation (there are several), I thought I post my question relating to the software in this thread.
I use TS version 9.0 since I've opened my account at TS. I've tried version 9.1 at the very beginning when it was released but the software seemed to still have some bugs (the usual "childhood diseases"). So, I've stayed with version 9.0 (with which I'm happy, btw).
Since version 9.1 was released approx. a year ago, I would like to know from some of the TS users on this forum, whether the software is now stable and the main bugs are fixed. I guess so, but would like some confirmation.
I've been using 9.1 since I was forced into the upgrade back in October. It generally works pretty good, although there are annoying things with windows disappearing, dialog boxes being hidden, etc. No major flaws though.
It keeps wanting me to upgrade to 9.2. I probably will stick with 9.1 until they force me to upgrade...
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