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Need more data


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Posted

I'm trying to backtest a code and I'm finding that I can't access enough data to make it realistic. eg. 1 hour bars for DAX only goes back to the start of 2106. How do I access more data please?

2 answers to this question

Recommended Posts

Posted

Hi 

 

The smaller the timeframe you use the less historical data you can see. Typically the minimum data limits would be:

 

Tick data; (Tick by tick, 1 minute, 2 minute and 3 minute): 2 days

Intraday data: 5 minutes and up to but not including 60 minute time-frames: 1 month

Hourly views will have: 3 months

Daily view: as much data as possible.

 

I checked on my side and the limit for the DAX on a hourly timeframe would be 2016, there is unfortunately no way to increase this as that is the way that data is managed. As data exceeds one year then it will be consolidated into daily data which is why if you switch to daily you are able to go further back.

 

Thanks

Anton

Guest Despair
Posted

Hi,

 

Is this Prorealtime you are talking about? I have PRT Premium and have on 1h time frame history starting 2006.

 

Cheers

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