Forums  > Trading  > Comparing DAILY Data  
     
Page 1 of 1
Display using:  

TSWP


Total Posts: 366
Joined: May 2012
 
Posted: 2017-07-25 11:41
Hi guys,

I am working on a project and I am lazy and I don't want to spend time to create my own DAILY data from all the Tick Data I have, so I was thinking of buying some DAILY data in bulk, ready to use (OHLC).

I have spent some time checking into data vendors.

The best ones seem to be:
CSI Data (http://www.csidata.com/)
CRB (http://www.crbtrader.com/)
CQG (http://www.cqg.com)
and maybe Pinnacle (using MJK data, http://pinnacledata.com/)

CSI offers data on demand for each single market, like 9$ per market per year, so let's say you want a market from 1992 to 2017, that is 225 USD.
CQG for the same period, same market, will charge me 1800 USD, that is 8x times the CSI price.

Pinnacle gets you the whole data history of 98 commodities, single contracts, for a mere 149 USD.

So very different products, very different prices.

My question is: has any of you used any of the above data vendors and which one you think has the best value for the money?

Also, do you know why CQG is so much more expensive than the others?

Thanks.

Tradenator


Total Posts: 1579
Joined: Sep 2006
 
Posted: 2017-07-25 17:41
CSI is the cleanest for daily futures. I can't comment on their equity data. They also offer some ancillary data such as economic releases, FX rates, commitments of traders, and so on.

See also quandl.com and eoddata.com, among others, for price data.

TSWP


Total Posts: 366
Joined: May 2012
 
Posted: 2017-07-25 19:33
Thanks Tradenator.

I tried quandl.com for the free but I find the data often incomplete or not entirely right. I do not know if any of the paid quandl data is up to par.

eoddata.com I was one of their first users back when they started but often I could not reconcile their data with other vendors, I don't know if they got better now, did anyone used them successfully?


finanzmaster


Total Posts: 119
Joined: Feb 2011
 
Posted: 2017-07-25 23:29
> I am lazy and I don't want to spend time to create my own DAILY data from all the Tick Data I have

Gimme the tick data you have and I will convert them to daily OLHC for free
(by means of less than 10 code lines in R)

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students

TonyC
Nuclear Energy Trader

Total Posts: 1245
Joined: May 2004
 
Posted: 2017-07-26 03:32
" ... (by means of less than 10 code lines in R) "

i can name that tune in one note! (or a single line of APL)


flaneur/boulevardier/remittance man/energy trader
Previous Thread :: Next Thread 
Page 1 of 1