 TradeStation’s
massive centralized historical database was specifically created to
serve as the backbone for testing trading strategies. Our data
integrity team is dedicated to cleaning and maintaining the quality of
the data. Their focus and attention to detail, along with the
immediate attention they give to correcting any data issues brought up
by our thousands of demanding clients, puts the reliability and
quality of TradeStation’s historical database at a high level.
As just one example, the database is
adjusted to take stock splits, mergers, spin-offs, acquisitions,
bankruptcies and symbol changes into account. It's also filtered for
non-valid or misleading trades (based on exchange trade flags). Plus,
all this top-quality historical data is stored on TradeStation’s
proprietary TradeStation Network, which is specifically engineered to
deliver the data you request via the Internet at the remarkable speed
we know is crucial for active traders.*
The TradeStation Network offers the
following historical data for the real-time exchanges you are
subscribed to:
In order to help you test your intra-day strategies more
effectively than ever, TradeStation includes 6 months of
tick-by-tick data, plus over 16 years of intra-day (minute and
above) data for the real-time exchanges for which you are
enabled. In addition, you'll have historical price and volume
information for virtually every stock and major index traded in
the United States, including up to 39 years of daily data, and up
to 87 years of the Dow Jones Industrial Average.
You can now reference over 400 historical fundamental data fields,
such as 17 years of EPS data for MSFT, and 500 snapshot data
fields, such as the current (“snapshot”) Dividend Yield for GE.
Enhance your strategy back-testing by incorporating fundamental
data into your strategy, and extend the power of RadarScreen by
plotting Earnings per Share, Institutional Ownership and nearly
1000 other fundamental data fields to scan for trading
opportunities.
Plus, you have access to history on all
stocks, including those stocks that no longer trade, giving you
the ability to test strategies on a larger number of stocks. This
may be a more valid way to perform strategy testing since strategy
tests can be run both on companies that currently trade as well as
companies that no longer trade.
TradeStation allows you to historically test and fully automate
the execution of single-leg option strategies, in addition to
strategies for equities and futures. You get 6 months of tick
data, as well as intra-day (1-minute and up) and daily data since
each currently traded option contract's inception (for the
real-time data you choose to receive).
In addition, daily options-related fields are
now available for the underlying symbol of stocks and indexes,
with several years of historical data:
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Implied
Volatility: The volatility of the underlying as determined by
the price of the options.
This value is calculated using the Black Scholes model |
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Put Volume: The total
volume for the day of all puts tied to that underlying
(updated real-time) |
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Call Volume: The total
volume for the day of all calls tied to that underlying
(updated real-time) |
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Put Open Interest: The
total open interest for all puts tied to that underlying |
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Call Open Interest:
The total open interest for all calls tied to that underlying |
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TradeStation also provides the historical
data you need to thoroughly test your futures trading strategies.
You'll have access to 6 months of tick-by-tick data, plus over 25
years of intra-day (minute and above) data for both continuous and
individual contracts for the real-time exchanges you have chosen
to receive. Additionally, you'll have up to 48 years of daily
data. |
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You can now customize the rules that determine when and how your
continuous futures contracts roll from one month to the next. This
includes the ability to choose the specific months to include in
the continuous contract, the data series on which to base the
continuous data, the rollover trigger event, and the back
adjustment method. You also have the option to "use this symbol
for trading", which means that you will be able to automate a
strategy that is applied to a chart with this symbol.
To create a custom continuous contract from a
Chart Analysis or RadarScreen window simply open the Symbol Lookup
dialog and click on the "Custom Futures" tab and specify the
settings that you would like to use. Once you click on the OK
button the platform will automatically create a custom continuous
contract symbol based on the settings that you specified. |
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TradeStation includes a 4 + year historical intra-day Forex
database for popular symbols to enable you to create and test
Forex trading strategies, in addition to over 36 years of daily
data included for several of the major currencies. |
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TradeStation now includes over 8 years of historical data for the
Eurex exchange, including Eurex, futures, Eurex futures options
and Deutsche Börse Indices. |
*System access
may be delayed or fail due to market volatility and volume, quote
delays, system and software errors, internet traffic, outages and
other factors.
Next Feature >>> |
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