Best Data for me?

[PrudentInvestor]

A big problem is the time taken when using the Matlab "xlsread" Fn.

Just how large are your data files? I think xlsread is pretty fast for Excel files up to ~50000 rows.

One alternative is to go for plain text csv files and fetch them into Matlab by memory mapping. Try "help memmapfile" in the Matlab prompt. The idea is to get the file contents into memory and process the comma separated values in the memory. This is much faster than doing it line-by-line from the file.

 

[RazzaDazzla]

What time frame is the historical SPI data from Premium Data?

I'm half interested in getting my hands on some 1 minute historical data for the SPI for day and night sessions.

 

[Richard Dale]

Our SPI data is on a daily timeframe only.

We have three forms:
SPI Night
SPI Day
SPI Combined (Night + Day)

 

[RazzaDazzla]

Richard,

Please excuse my ignorance, but is the SPI data you offer tick, 1 minute, 5 minute, end of session?

Thanks
Raz

 

[Richard Dale]

Richard,

Please excuse my ignorance, but is the SPI data you offer tick, 1 minute, 5 minute, end of session?

Thanks
Raz

Our futures data provides date,open,high,low,close,volume,open interest on a session basis in a daily timeframe.

We do not provide any futures data on an intraday (tick,1 min, 5min, 30 min etc.) timeframe.

 

[RazzaDazzla]

Richard,

Don't suppose you would consider offering such a product? That is, minute data for SPI?

Or do you or anyone else know of any services that offer this?

Thanks.

 

[Richard Dale]

Sorry we don't provide any SPI intraday data - the exchange doesn't offer it other than as a high cost live feed.

Perhaps eSignal or a broker-based feed such as Interactive Brokers might be able to provide this.

 

[RazzaDazzla]

Yeah, I can get it live from IB. I'm kinda hoping to get a fair chunk of 1 minute SPI data to do some testing.

 

[-Bevo-]

And also a new updating software will be released... To put it in perspective, a US update just took 13 seconds to update two days of data with the new platform. On our current platform it takes about 8-10 minutes per day.

Hi Richard

Any news on when the new updating software will be ready, 13 seconds for 2 days of US updates is fast.

 

[Richard Dale]

Still a work in progress.. almost there but we have one annoying bug that is preventing us from going to beta testing at this stage.

We'll be announcing a call for beta testers when it's ready.

 

[NAsX]

Hi guys,

I thought this would be a better place to ask seeing as many use Premium Data. I just noticed TPG is not in the list of ASX stocks from their data, anyone else with this problem?

Thanks.

 

[alphaman]

I just noticed TPG is not in the list of ASX stocks from their data, anyone else with this problem?

Did you use the right stock code (TPM)?

 

[NAsX]

Did you use the right stock code (TPM)?

Yes, as tempting as it is to use TPG

It goes from TPL to TPX but no TPM.

 

[Richard Dale]

Which charting software are you using?

If you are using AmiBroker, ensure you click Tools->ASX-PremiumData as this will then ensure your security lists are up-to-date.

Similarly, with other software packages, you periodically have to rescan the folders (eg Market Analyst).

If you are using MetaStock or Premium Charts you should see TPM there.

If after the above you don't see TPM there then there's a good possibility that your database has become corrupted and we recommend you download a fresh ASX history from our downloads area.

 

[NAsX]

Which charting software are you using?

If you are using AmiBroker, ensure you click Tools->ASX-PremiumData as this will then ensure your security lists are up-to-date.

Similarly, with other software packages, you periodically have to rescan the folders (eg Market Analyst).

If you are using MetaStock or Premium Charts you should see TPM there.

If after the above you don't see TPM there then there's a good possibility that your database has become corrupted and we recommend you download a fresh ASX history from our downloads area.

I am using AmiBroker and can see TPM in Premium Charts, but still no luck getting TPM and some stocks in AB after fresh installs. Anyone had a similar issue like this?

 

[Richard Dale]

Inside Amibroker:

Click Tools
Then ASX-PremiumData

 

[NAsX]

Inside Amibroker:

Click Tools
Then ASX-PremiumData

Hi Richard, I did this but to no avail.

However, I managed to fix the problem by 'Re-distribute' from a week earlier, and that somehow seems to have fixed the issue.

 

[Richard Dale]

Good to hear you are now running again. Please in future contact support@premiumdata.net for further support as this forum is not an official support mechanism - and you will get quicker support that way.

 

[desmo]

I have been using Amibroker to paper trade for a few months now with free Cooltrader data. I have opened an IB account, next step is to choose a data feed. I will be EOD trading ASX stocks.

I am deciding between:

a) PremiumData from Norgate
+ve: Gets good reviews on this site and seems like it will auto-load into AB
-ve: I believe IB TWS will not contain any price information, not sure how important this is

b) IB data
+ve: realtime, shows price information in TWS order screen, AB can access data via plugin
-ve: not sure?

Would appreciate comments from anyone using the same setup.

 

[nomore4s]

I have been using Amibroker to paper trade for a few months now with free Cooltrader data. I have opened an IB account, next step is to choose a data feed. I will be EOD trading ASX stocks.

I am deciding between:

a) PremiumData from Norgate
+ve: Gets good reviews on this site and seems like it will auto-load into AB
-ve: I believe IB TWS will not contain any price information, not sure how important this is

b) IB data
+ve: realtime, shows price information in TWS order screen, AB can access data via plugin
-ve: not sure?

Would appreciate comments from anyone using the same setup.

If you are trading EOD you need to use a service like Premium Data. I'm not sure what you mean by "IB TWS will not contain any price information" but if you mean not paying for the ASX data from IB unfortunately you will have to pay for that as well. You will have to pay for both, this is a cost of business.

If you are trading EOD you can not use IB data to set up your EOD data base because it won't be ordered & you'll have to enter each stock code individually, and you can only keep so many days data - ie you won't get historical data for testing etc.