Needed: Historical Data Download options

[kid hustlr]

Hi,

I predominately trade the FTSE futures intraday however I do dabble in several US markets. I trade through IB.

Can anyone suggest the best method for me to download a large amount of historical data for the FTSE futures contract? Simply a data dump into excel is all I'm really after however the more data the better. Only really concerned about price - not volume (at this stage).

Speaking with IB I'm unsure they will suffice as there is restrictions on the amount of historical data they will provide. I will continue to explore but thought I'd ask the question on here if anyone has any suggestions on the best way to attain large amounts of data.

 

[Trembling Hand]

Do you just want a big hit now? Like a few years worth? Because I can probably give you a bit (1 min bars). Or do you want it ongoing?

 

[kid hustlr]

Do you just want a big hit now? Like a few years worth? Because I can probably give you a bit (1 min bars). Or do you want it ongoing?

A big hit now is what i'm after - going forward I'm confident I can set IB up and I'll just down load every fortnight or something.

Just looking to build some what I would describe as basic statistical understanding

 

[Trembling Hand]

Ok will get back to ya lata with some bits and bytes.

 

[Virge666]

There are a couple of Yahoo downloaders out there... google yahoo stock data downloader and you will see a few.

 

[Trembling Hand]

Sent you the dets

 

[scholesy]

Hi Trembling Hand,

You are very generous. Would you be able to send me some data as well? I am looking for 30 minute bars (OHLC and volume) for ASX SPI Futures and HSI Futures for last couple of years (4-5 or so). My goal is to trade the CFDs on them for now and then hopefully move to futures trading one day. No worries if you don't though, thanks in advance!

 

[CanOz]

Be careful using 30 minute bars for testing intraday systems, you'll get results that seem better than they are in reality.

 

[CanOz]

Hi,

I predominately trade the FTSE futures intraday however I do dabble in several US markets. I trade through IB.

Can anyone suggest the best method for me to download a large amount of historical data for the FTSE futures contract? Simply a data dump into excel is all I'm really after however the more data the better. Only really concerned about price - not volume (at this stage).

Speaking with IB I'm unsure they will suffice as there is restrictions on the amount of historical data they will provide. I will continue to explore but thought I'd ask the question on here if anyone has any suggestions on the best way to attain large amounts of data.

Ninjatrader should have a decade of 1 minute data....is that what TH gave you?

 

[kid hustlr]

Ninjatrader should have a decade of 1 minute data....is that what TH gave you?

Yep ty ty

 

[scholesy]

Be careful using 30 minute bars for testing intraday systems, you'll get results that seem better than they are in reality.

Why is that? :S