Looking for CAD, CHF, ZC, ZS data vendor

[Yamato]

As usual, I bought the data from DiskTrading (15 dollars per symbol), but this time I was not satisfied, for the following reasons:

1) CAD
File "CADA0-15min.txt": they gave me the forex data, which is inverted to the USD (e.g.: not 0.9, but 1.1), and not the future's data, which is what I need.

2) CHF
File "CHFA0-15min.txt": same as above.

3) ZC
File "CK0-15min.txt": 5 hours vs the 20 hours it trades on IB's TWS.

4) ZS
File "SK0-15min.txt": same as above

Could anyone please list any good vendors (for these symbols), ranging from a price of 20 dollars to 200 dollars per symbol?

 

[kipptrader]

For futures (ZC & ZS), I would personally recommend tickdata.com. Expensive and they have a minimum order size, but I have yet to find a futures provider offering the wide variety of symbols they have and quality is #1. In fact, very few data providers offer futures data in tick or minute frames.

For the forex (CAD & CHF), look at pitrading.com. You will want to look at the market edition under Forex. Lots of symbols you probably don't need, but the price for the package is good and they offer quality data.

 

[kipptrader]

For some reason, tickdata's website is down today: "Sorry, this site is temporarily unavailable."

 

[Yamato]

Thank you. I am done with my Forex problems, because my friends at disktrading replied very kindly and quickly (for having paid only 50 dollars for a bunch of symbols) and put the futures' data (rather than forex data) on my space at their server.

I will now wait for tickdata server to be up, and so I will buy the Corn and Soybean data, as you recommended. As long as it doesn't cost me more than 200 dollars per symbol of course. Because that's what the case is here:

http://www.automatedtrader.net/tick_data.xhtm
https://www.cqgdatafactory.com/?page=pricing

Regarding tick or minute timeframes, I don't need anything but the 15-minute timeframe. So let me know in case there's a good data for 15-minute only timeframe but maybe not as expensive as tickdata. I wish they charged me based on the timeframe I need. Those guys at the links above ask for about 1000 dollars for 15-minute timeframe: what would they charge me for 1-minute timeframe, 10k?

 

[kipptrader]

I cannot believe tickdata's site is still down!!!

 

[Yamato]

Yeah, still down even now.

 

[Yamato]

Ok, not down any more. And bad surprise. Symbols there cost just a bit less than elsewhere. 650 dollars for the whole history of a symbol. Come on, man. What am I supposed to do to get just 2 symbols? Pay 1300 dollars?

https://store.tickdata.com/prices?productMarketId=PRODUCT_MARKET.FUTURES_INDICES



Anyone wants to split expenses with me at least for Corn and Soybean? Like 10 people? I am not willing to pay more than 60 dollars for each symbol.

 

[kipptrader]

Ok, not down any more. And bad surprise. Symbols there cost just a bit less than elsewhere. 650 dollars for the whole history of a symbol. Come on, man. What am I supposed to do to get just 2 symbols? Pay 1300 dollars?

https://store.tickdata.com/prices?productMarketId=PRODUCT_MARKET.FUTURES_INDICES

View attachment 80718

Anyone wants to split expenses with me at least for Corn and Soybean? Like 10 people? I am not willing to pay more than 60 dollars for each symbol.

Tickdata is expensive; no question about it.

 

[Yamato]

What about this thing you said in the other thread about disktrading.com data:

It wasn't you, I have had similiar issues with disktrading. They were a poor data feed back in 2000, but had an edge with pricing. Today, many more vendors exist for intraday data with simliar pricing. I would just look elsewhere.

I suppose this doesn't apply to Corn or Soybeans, does it? Disktrading.com sells each symbol for 20 dollars, and all other sources I found sell each symbol for at least 400 dollars. You agree that in this case there are no other vendors with "similar pricing"? Otherwise, can you please tell me which are they?

 

[kipptrader]

Sorry, but for ZC and ZS your options are limited.

Index data, stocks, forex; no problem finding good quality data on the cheap.

Question: If you need the data for back-testing, ZC and ZS might not be the best choice. Prior to Dec 09/Jan 10, volume on both contracts were really thin. Thin volume = choppy data charts. You may have some more luck with the full-sized contracts for Corn and Soybeans.

 

[Yamato]

Sorry, but for ZC and ZS your options are limited.

Index data, stocks, forex; no problem finding good quality data on the cheap.

Question: If you need the data for back-testing, ZC and ZS might not be the best choice. Prior to Dec 09/Jan 10, volume on both contracts were really thin. Thin volume = choppy data charts. You may have some more luck with the full-sized contracts for Corn and Soybeans.

Ok, that's great, thanks for replying. So finally, after two weeks, I can put an end to the "look elsewhere" quest you got me started on.

And now, on with a new quest, to find out what you mean by:

Question: If you need the data for back-testing, ZC and ZS might not be the best choice. Prior to Dec 09/Jan 10, volume on both contracts were really thin. Thin volume = choppy data charts. You may have some more luck with the full-sized contracts for Corn and Soybeans.

I am new to these futures, but I've done some research.

I've looked it up here:
http://www.wikinvest.com/wiki/Corn_Futures

Corn futures are traded on the Chicago Board of Trade under ticker symbol C in cents per bushel. For electronic trading sessions, the symbol ZC is used.

and here:
http://www.wikinvest.com/futures/Soybean_Futures

Soybean futures are traded on the Chicago Board of Trade under ticker symbol S in cents per bushel. For electronic trading sessions, the symbol ZS is used.

So far they talk about Corn and Soybean futures and they mention the presumably standard, main and therefore what you call "full-sized" contracts and mention my symbols at the Chicago Board of Trade. So I don't see how I could be speaking about a different contract which is not the full-sized one. Please let me know if I am wrong about this.

They actually even talk about "mini-sized contracts" and have a different symbol for them here:
http://www.wikinvest.com/futures/Mini-Sized_Soybean_Futures

Mini-Soybean futures are traded on the Chicago Board of Trade under ticker symbol YK in cents per bushel. For electronic trading sessions, the symbol XK is used.

So my ZC and ZS cannot be "mini" because there are other contracts called "mini", and if they are not mini doesn't that mean they are "full-sized contracts"?

Same thing that says here:
http://www.cmegroup.com/


And, specifically here:
http://www.cmegroup.com/trading/commodities/grain-and-oilseed/corn_contract_specifications.html


and here:
http://www.cmegroup.com/trading/commodities/grain-and-oilseed/soybean_contract_specifications.html


I hope you're not referring to the difference between what they call "CME Globex (Electronic Platform)" and "Open Outcry (Trading Floor)", because in that case that's exactly the data made available by disktrading.com, but I wasn't happy with it because it only covers those few hours of "Open Outcry" (about 5 hours).

So, obviously, my question is: what "full-sized contracts for Corn and Soybeans" are you talking about if not those identified by "ZC" and "ZS"?

 

[kipptrader]

Skip my last post. It was my mistake; force of habit of using the old pit contract symbols (C & S) vs electronic (ZC and ZS). ZC and ZS are full-sized.

 

[Yamato]

Oh, ok. That's what I thought. Open Outcry vs Electronic difference, as I said here:

I hope you're not referring to the difference between what they call "CME Globex (Electronic Platform)" and "Open Outcry (Trading Floor)", because in that case that's exactly the data made available by disktrading.com, but I wasn't happy with it because it only covers those few hours of "Open Outcry" (about 5 hours).

In some remote sense there's something right about your mistake, because disktrading.com does have those few Open Outcry hours, and what it doesn't have, which I was looking for, is the Electronic hours, which cover almost 24 hours like most futures.

 

[Adamus]

Travis,

just saw someone mention http://www.tickdatamarket.com/. Did you check them out already?

 

[Yamato]

Yes, I covered it in this post of mine:
http://www.trade2win.com/boards/trading-journals/85510-my-journal-2-a-66.html#post1100610

Not convenient. They sell that data for 400 dollars, and it might not even be the right data. Disktrading sells it for 20 dollars, and even offered me a refund because they didn't cover the 24 hours of the future contract. Besides they're French, so not as reliable as English-speaking vendors. If I were positive their data is right, I'd split it with you, and we'd pay 200 dollars each...

tickdatamarket.com est un service de la société Systrade...

I don't want to buy any Corn data with the circumflex accent or similar crap.

 

[Adamus]

I would never understimate ze Frennnshh. You know zey 'ave a wonderful national anthem which translates a bit like this:

Listen to the sound in the fields
The howling of these fearsome soldiers
They are coming into our midst
To cut the throats of your sons and consorts

And it goes on like that for 10 verses, stuff about blood running in the gutters. Makes the Germans look like wimps.

But anyway, that's off-topic. You have to beware of spending money with these data suppliers. Disktrading is nice'n'cheap, but it takes days literally to download it, unzip it, rename files, import it all etc.

 

[Yamato]

No wait, that's only good, because it means they give you lots of data. Out of all data I have seen so far (only cheap vendors), disktrading is the most efficiently sold and set up, and the easiest to import into tradestation. Seriously: I just get the data, import it, without having to make any changes, the whole thing in just a few minutes. Then it's up to me to build the systems and all that. I would suggest the 15-minute timeframe, because it's detailed enough but still allows you to back-test 10 years at a time, and even run optimizations on it. Using the 1 hour timeframe means wasting precious information needlessly. The 1 minute means hampering your backtesting process and also it means getting distracted by too much detail.

 

[Adamus]

I was using TradeStation4 but it couldn't handle that amount of data - although kicking off the import was a lot easier than it is for me now with NinjaTrader. NinjaTrader's got some sort of bug with the import that means it can't handle files with more than 1000000 lines. That's the reason for the unzipping and renaming.