hi Michaelno its not hard to find data especially time bound...

  1. 35 Posts.
    hi Michael
    no its not hard to find data especially time bound data such 1 minute, 5 minute etc. But finding proper tick data is difficult. For example I used to buy FX "tick" data from TickPlus data and although the data was clean it was not true tick data ... it was already pre-filtered and I am quite sure it was from retail trading vendors onsold data(such as GFT) - which is perfectly ok but not what I want. I had to get mine from an institutional vendor (and Prime broker) and only then I got the right picture of the market. Using data that is already filtered means you are really only testing your systems against the provider of the data and since each provider's filters vary then the risk of incorrectly evaluating your system grows. But anyways there are many other factors and like always it just depends on your strategies.

    Michael what platform are you using for your analysis? Is your strategy some kind of circular arbitrage?
    cheers
 
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