SPI Historical Intraday Data

[AlterEgo]

I’m considering trading the SPI futures, but before I join up with IB or other broker, I’d like to have a play with some historical data in Amibroker. Can anyone here help me out with that, or know where I’d be able to get this data from?

 

[AlterEgo]

Anyone?

Surely someone here must have some intraday data that they would be able to email to me??? Even if it's only the last 3 months or so worth of data, that'd be really appreciated. I'd just like some data so that I can back test a few trading ideas.

Or failing that, there must be somewhere on the 'net that I could get this sort of data from, but I haven't had much luck searching for it so far. Does anyone know of a website that has this data?

thanks

 

[sails]

AlterEgo, I can help with about one month of one minute data. I have from the 5th to the 19th March of the March contract and then from the 18th to now for June. I would have had a bit more, but AB automatically deletes data when the cache gets too full. Trying to find ways to get around this so I don't lose so much historical data in the future.

I'm no expert when it comes to AB, but found I can copy and paste the data from AB into excel. Then you would have to import it back into your AB. If you, or anyone else, knows of a better way to transfer the data, please let me know.

If that's any help, send me a PM with your email address so I can send it to you...

 

[sails]

Here is a source of SPI historical data which I have only just remembered about - http://www.adest.com.au/market-data/.

It's not free, but for anyone wanting to backtest ideas on the SPI, it might be worth the expense.

Adest have been fairly big on education and have some free articles on their site. I have never done any of their courses, so can't vouch them. They have been around for quite a few years - have met David Hunt on occasions and he has always been extremely helpful. Used their data for a while and the service was good.

 

[AlterEgo]

Thanks Sails

 

[-Swig-]

Hi Sails,

Are you able to confirm whether the adest data is at the tick-level, for both day and night sessions?

I enquired via their web form but their response didn't answer these questions, and I've had no response to a follow-up enquiry.

Thanks.

 

[sails]

Hi Sails,

Are you able to confirm whether the adest data is at the tick-level, for both day and night sessions?

I enquired via their web form but their response didn't answer these questions, and I've had no response to a follow-up enquiry.

Thanks.

Sorry, haven't used their SPI data - I simply knew it was offered on their site. I used their stock data a while ago and found their support quite good. Looks like their customer service isn't what it used to be at that rate...

Maybe someone else has tried it and can answer your questions.

 

[-Swig-]

Cheers Sails.

Anyone else have info about the adest product, or know other good sources of SPI front-month historical tick data (i.e. 2+ years, day and night)?

Thanks.

 

[holyGrill]

I'm also interested in the SPI200 intraday tick-data for the last 3 months or so.
(the index future)

If anyone has it and would be willing to sell it / donate it please give a shout via pm or post here ...

Cheers,
hG

 

[professor_frink]

another option for data -

http://www.tickdata.com/

sails,

In the AFL section on the amibroker website, you can find some formulas that will export intraday data to a text file in your hard drive(sorry not on my work computer at the moment, so don't have the AFL formula on this machine to post here). What I do is export the data from my ami database that is connected to the IB feed and then import it into a new database that uses a local database as the data source. This will allow you to have an unlimited amount of historical data stored for future use. Hope that helps.

 

[sails]

another option for data -

http://www.tickdata.com/

sails,

In the AFL section on the amibroker website, you can find some formulas that will export intraday data to a text file in your hard drive(sorry not on my work computer at the moment, so don't have the AFL formula on this machine to post here). What I do is export the data from my ami database that is connected to the IB feed and then import it into a new database that uses a local database as the data source. This will allow you to have an unlimited amount of historical data stored for future use. Hope that helps.

Thanks Professor - will check out. When I sent AlterEgo data, I simply highlighted all the data in the relevant AB quote editor and then copied and pasted into notepad. Apparently all imported back into AB again OK.

However, will have a look to see if there is an easier method. The other thing is, I have found it possible to set up excel linked to IB (found an archived IB webinar on it) and you can pretty much download what you like for the last year. So, I haven't been quite so concerned about keeping all my one minute or even 15 second data. I have been downloading hourly and daily data from IB into excel once a week, then importing that into a local database allowing for analysis on the bigger charts.