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SPI historic data with bar replay function

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cactoose

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Hi all,

I'm an experienced trader, but only in the US market. I want to backtest a discretionary day trading strategy on the SPI 200 futures through various market conditions. However, I'm finding it difficult to get both the historic intraday data and the platform that will allow me to replay the bars without having to throw an unreasonable amount of money at it.

I'd like:
-Ideally free, but a budget of $50 a month platform/data feed fee + SFE/ASX futures market data costs (currently paying $30 for AMP/CQG and $22 for IB)
-Daily data dating back several years (the daily data needs to correspond to the price levels of the intraday for support/resistance levels)
-Intraday data (ideally 1 minute but 5 minute would suffice) dating back at least the start of this year, several years if possible
-A platform that allows me to playback/walk forward intraday and daily data bar by bar (bar replay / data playback functionality)

I've got several open brokerage accounts and have done lots of research, and have tried 2 options that came close to working, but not quite:

BrokerData feedPlatform1 year + intraday data? (at least 5 minute or less)Data replay feature?Notes
Interactive BrokersInteractive BrokersNinjatraderYesNo - requires tick dataAll the data, but no data replay unless I buy tick data (which I can't find for a reasonable price)
AMP FuturesCQGMulticharts.net (free AMP version)No - limited to only 3 months from CQG (can't increase it)YesCQG data is too limited by itself and the free AMP version of Multicharts.net won't allow any other data feeds apart from CQG

*I don't mind if the platform I use for the backtesting isn't the same platform as I'll use for trading (AMP). It can just be anything with bar replay with a year or more of intraday data. Free trial of something is fine.

Thanks for reading and I'd really appreciate it if anyone has any suggestions.

Cheers.
 
Doesn’t Ninja trader have a tick by tick function?
If no buy Amibroker and download data from IB into it
Problem solved
 
tech/a said:
Doesn’t Ninja trader have a tick by tick function?
If no buy Amibroker and download data from IB into it
Problem solved
Click to expand...

Thanks for your reply.

Ninjatrader does have a tick by tick function, but the data feeds I have (CQG and IB) don't have tick data, only minute, so bar replay is disabled, which is incredibly annoying seeing as I don't need tick data. Tick data seems to start at $150 or so per month, and that's not even for a platform too so it's way overkill for me.

Amibroker - Even though I request 180 days of data I can only get 3 months of intraday data from IB in Amibroker. No such problem with NT - that gives me as much data as I want.
 
Afraid I’m not going to be any help
everyone I know uses tick data .com
it’s is expensive but it is the best.

if your successful then it will only be a cost of doing
business. It’s tax deductible .
 
Ok well thanks anyway. Tick data is an unnecessary cost for my style of trading, so regardless of the tax benefit, it's not a wise purchase for me.
 
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