Historical Data for Dummies

July 16th, 2014, 02:12 PM

Hey Guys:

I would greatly appreciate it if anyone could give me some feedback on the best way to pursue finding/locating historical data and using it. Perhaps, there is a thread somewhere that kind of gives a primer. I'll be honest, I am not a guy who is too comfortable navigating code and some of the discussions I have seen on this subject matter have left me a little overwhelmed and intimidated.

I love how over at Yahoo Finance you can download data for individual stocks until your heart is content. Is there a futures equivalent at some other website?

Assuming there isn't, it seems like I am left with three choices:

1. Pay for data from a vendor specializing in this area
2. Find the data as posted by other traders somewhere on the internet (e.g. futures.io (formerly BMT), other sites).
3. Access it through a trading platform.

It is my understanding that in the elite section of this forum that users have voluntarily posted historical data, but I have no idea how exhaustive or comprehensive this data is. Is it like a smorgasboard where someone posted CL 2013 data, someone posts GC 2008 data, and you have to compile it all together?

It seems most people on this forum have apparently accessed historical data through a trading platform. Does every platform offer this feature? I don't think so. I currently have an account with ThinkorSwim and while I can pull up charts for each market for the last couple of years, it doesn't go much further than that and I cannot export this data to Excel or anywhere else to analyze.

It seems from reading the myriad of posts on these forums that most people are using the NT platform to get their historical data and to back test ideas. However, it seems that you have to be able to write code of some kind to do this.

Are there any other platforms that allow users to export data to Excel or back test on the platform? I thought I saw some mentioning of MultiCharts. What about Sierra Chart, etc?

Thanks for taking the time to help me out. I appreciate it. And forgive me if this has been answered ad nauseum elsewhere on these boards.

July 17th, 2014, 03:38 AM

Hi,

I have gathered some information on that thread:

Free (or cheap) daily historical (EOD) data which could be retrieved programmatically

Nicolas--

I've been looking for daily price data, too--albeit for my use within NT.

I've built a tool for NT that uses .NET to make a WebRequest to Quandl for Historical Contract data (here is Quandl's wheat landing site: , at which …

There are at least 4 sources of free historical data :
- Yahoo Finance
- Quandl
- EOD Kinetic via Ninja Trader
- (not free but cheap) feeds proposed by Sierra Chart

Each of them is accessible in Excel:
- Yahoo Finance data can be downloaded under CSV format. Moreover, it probably exists API to read directly data from Excel.
- Quandl data can be downloaded under CSV format. It also exists an API to read directly data from Excel.
- Ninja Trader allows exporting data.
- Sierra Chart allows exporting data in CSV format. Moreover, daily data is natively stored in CSV format.

Nicolas

August 13th, 2014, 03:49 PM

Hi JTurner77,

Don�t sure I understand what you�re looking for, can you give me more detail on what you want to achieve?

I work with a team of investors and engineers, we have limited resources but I might be available to help you.

I also can suggest few sites where you can download historical data, theres one very cheap but don�t know if can post it here

JTurner77

Hey Guys:

I would greatly appreciate it if anyone could give me some feedback on the best way to pursue finding/locating historical data and using it. Perhaps, there is a thread somewhere that kind of gives a primer. I'll be honest, I am not a guy who is too comfortable navigating code and some of the discussions I have seen on this subject matter have left me a little overwhelmed and intimidated.

I love how over at Yahoo Finance you can download data for individual stocks until your heart is content. Is there a futures equivalent at some other website?

Assuming there isn't, it seems like I am left with three choices:

1. Pay for data from a vendor specializing in this area
2. Find the data as posted by other traders somewhere on the internet (e.g. futures.io (formerly BMT), other sites).
3. Access it through a trading platform.

It is my understanding that in the elite section of this forum that users have voluntarily posted historical data, but I have no idea how exhaustive or comprehensive this data is. Is it like a smorgasboard where someone posted CL 2013 data, someone posts GC 2008 data, and you have to compile it all together?

It seems most people on this forum have apparently accessed historical data through a trading platform. Does every platform offer this feature? I don't think so. I currently have an account with ThinkorSwim and while I can pull up charts for each market for the last couple of years, it doesn't go much further than that and I cannot export this data to Excel or anywhere else to analyze.

It seems from reading the myriad of posts on these forums that most people are using the NT platform to get their historical data and to back test ideas. However, it seems that you have to be able to write code of some kind to do this.

Are there any other platforms that allow users to export data to Excel or back test on the platform? I thought I saw some mentioning of MultiCharts. What about Sierra Chart, etc?

Thanks for taking the time to help me out. I appreciate it. And forgive me if this has been answered ad nauseum elsewhere on these boards.

Historical Data for Dummies

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Historical Data for Dummies