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Market Data from Disktrading


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Market Data from Disktrading

  #1 (permalink)
 phyzfer 
Chicago
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus/Zen-FIre
Trading: GC, ES
Posts: 73 since Mar 2010
Thanks Given: 40
Thanks Received: 33

Any thoughts regarding this site: FOREX Historical Data, Major Indices and Futures Historical Intraday and Daily Market Data - Through Download and on DVDs/CDs.

I know a few traders have used this data, but would like to know what people here think of it.

thanks!

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  #3 (permalink)
alexman
London
 
Posts: 17 since Jul 2010
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i think you don`t have to spend penny for those data as most brokers giving you required data???
Spending money for education is much better......

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  #4 (permalink)
 phyzfer 
Chicago
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus/Zen-FIre
Trading: GC, ES
Posts: 73 since Mar 2010
Thanks Given: 40
Thanks Received: 33

This historical tick data that goes back years.
Many brokers do not support going back that long.


alexman View Post
i think you don`t have to spend penny for those data as most brokers giving you required data???
Spending money for education is much better......


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  #5 (permalink)
 swandro 
England
 
Experience: Advanced
Platform: SierraChart
Posts: 70 since Jul 2009
Thanks Given: 9
Thanks Received: 80

I am happy to share my views on this data. Firstly it is quite inexpensive. You do not have to pay for all the markets, you can buy the data for certain groups, but I pay for all of them and still think the price is reasonable.

I download the data rather than get it on CD. As you have pointed out, the data goes back years, which is very useful for back-testing. I cannot comment on the quality or accuracy, but if you are using it for research then I would suggest it is good enough.

There are other things I like about this company:

A) They appear to be a one-man setup, and whenever I have emailed them with a query, I always get a prompt and courteous reply.

B) The data is available in several formats, including Ninjatrader. So if this is what you are using, you have no conversion to do. Also, you can download different timeframes. I forget the full range, but it may be something like 1, 15, and 60 minutes. This is in addition to the tick data, but beware that the timestamp is only the hour and minute of each tick.

C) As well as the intraday data, you also get the daily data.

D) They offer data for a wide variety of markets - forex, indicies, some commodities. As I say, I just download everything.

E) Finally, as part of your purchase you are entitled to 4 quarterly updates to the data. You do not get an email telling you that they are available, so you need to make a diary note to go and look at the appropriate time. Updates are usually available a couple of weeks after the quarter end. In addition, for a few dollars, you can pay for a further set of 4 updates, so you can keep your data up-to-date on an ongoing basis (which I do).

Hope this helps.

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  #6 (permalink)
 phyzfer 
Chicago
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus/Zen-FIre
Trading: GC, ES
Posts: 73 since Mar 2010
Thanks Given: 40
Thanks Received: 33

swandro, thanks for the info.

I also think the data is really affordable and getting the data for all the markets is reasonable. You don't know how accurate the data is? What is the point of backtesting if the data is not accurate? I don't understand why the timestamp of the TICK data is to the minute and not the second or millisecond. When importing the data into NT, does NT automagically sequence the ticks and "know" which came in which order?

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  #7 (permalink)
 swandro 
England
 
Experience: Advanced
Platform: SierraChart
Posts: 70 since Jul 2009
Thanks Given: 9
Thanks Received: 80

I personally do not worry about the accuracy of data when I do backtesting. The reason is that the whole process of backtesting is vague anyway. I use backtesting to give me some statistical evidence that a method or strategy may work successfully in the future. I also use backtesting to help me identify market events which I may not have planned for when designing a strategy. If a tick is off by a pip or two, or if a few ticks are missing, it is not going to affect the outcome of my testing.

As for how NT handles tick data, I am only an occasional user of NT so I cannot say. As I said, you can actually download the data in NT format, so NT must be happy to work with it.

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  #8 (permalink)
 
fx.practic's Avatar
 fx.practic 
Ukraine, Kharkiv
 
Experience: Beginner
Platform: NinjaTrader
Broker: oanda.com
Trading: GBP/USD
Posts: 17 since Aug 2009
Thanks Given: 9
Thanks Received: 7

I just buy $EURUSD there.

In attacment samples of their 1Min and tick EUR/USD 2008.01.06 - 2008.02.01 in NinjaTrader ASCII format.

Before to buy I compared EUR/USD 1Min 2008.01.06 - 2008.02.01 with Oanda's data.
Differences between disktarding quotes and ohers I checked (including 60 min candles from MetaQuotes server) was minimal.

On screens:
1) minute-on-minute differences with Oanda OHLC (separately sorted in EXEL) in tenth pips: 400 means 40 pips, -100 means -10 pips.
2) Oanda's 1Min chart (top) and disktrading 1Min chart (bottom - I loaded their quotes as GBPNZD).

I sent a request to buy othes forex pairs they have.

Attached Thumbnails
Click image for larger version

Name:	$EURUSD (1 Min) _ $GBPNZD (1 Min)  15_01_2008.jpg
Views:	250
Size:	121.5 KB
ID:	36732   Click image for larger version

Name:	discrepancies for OHLC at 2008-01-06     2008-02-01   1 MIN.jpg
Views:	216
Size:	137.8 KB
ID:	36733  
Attached Files
Elite Membership required to download: EUR.rar
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  #9 (permalink)
 placcio 
bologna italy
 
Experience: Intermediate
Platform: multicharts
Broker: berkeley
Trading: ftsemib future
Posts: 7 since Jan 2011
Thanks Given: 1
Thanks Received: 6

you got a response from disktrading? I tried to contact them but do not respond to emails...

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  #10 (permalink)
 
fx.practic's Avatar
 fx.practic 
Ukraine, Kharkiv
 
Experience: Beginner
Platform: NinjaTrader
Broker: oanda.com
Trading: GBP/USD
Posts: 17 since Aug 2009
Thanks Given: 9
Thanks Received: 7


Yes, I got response and bought others pairs. But delays for response in 1 week it is normaly for them.

After payment, they sending data faster. Try to wait a little.

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Last Updated on September 30, 2016


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