• Australian (ASX) Stock Market Forum

Hello and welcome to Aussie Stock Forums!

To gain full access you must register. Registration is free and takes only a few seconds to complete.

Already a member? Log in here.

Needed: Historical Data Download options

Discussion in 'Derivatives' started by kid hustlr, Mar 20, 2017.

  1. kid hustlr

    kid hustlr

    Posts:
    1,926
    Likes Received:
    475
    Joined:
    Jun 9, 2011
    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.
     
  2. Trembling Hand

    Trembling Hand Can be found on the bid

    Posts:
    8,852
    Likes Received:
    186
    Joined:
    Jun 10, 2007
    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?
     
  3. kid hustlr

    kid hustlr

    Posts:
    1,926
    Likes Received:
    475
    Joined:
    Jun 9, 2011
    :) :)

    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
     
  4. Trembling Hand

    Trembling Hand Can be found on the bid

    Posts:
    8,852
    Likes Received:
    186
    Joined:
    Jun 10, 2007
    Ok will get back to ya lata with some bits and bytes.
     
  5. Virge666

    Virge666

    Posts:
    79
    Likes Received:
    16
    Joined:
    Sep 7, 2016
    There are a couple of Yahoo downloaders out there... google yahoo stock data downloader and you will see a few.
     
  6. Trembling Hand

    Trembling Hand Can be found on the bid

    Posts:
    8,852
    Likes Received:
    186
    Joined:
    Jun 10, 2007
    Sent you the dets
     
    scholesy likes this.
  7. scholesy

    scholesy

    Posts:
    23
    Likes Received:
    9
    Joined:
    Feb 21, 2014
    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! :)
     
  8. CanOz

    CanOz Home runs feel good, but base hits pay bills!

    Posts:
    11,531
    Likes Received:
    486
    Joined:
    Jul 11, 2006
    Be careful using 30 minute bars for testing intraday systems, you'll get results that seem better than they are in reality.
     
  9. CanOz

    CanOz Home runs feel good, but base hits pay bills!

    Posts:
    11,531
    Likes Received:
    486
    Joined:
    Jul 11, 2006
    Ninjatrader should have a decade of 1 minute data....is that what TH gave you?
     
  10. kid hustlr

    kid hustlr

    Posts:
    1,926
    Likes Received:
    475
    Joined:
    Jun 9, 2011
    Yep ty ty
     
    CanOz likes this.
  11. scholesy

    scholesy

    Posts:
    23
    Likes Received:
    9
    Joined:
    Feb 21, 2014
    Why is that? :S
     
Loading...

Share This Page