Charting software
Great list on Quantpedia: https://quantpedia.com/links-tools/
Very fast. Robotjames and Kris use it
Seasonax Seasonal data and patterns. Excellent.
USD 359. Great futures data
USD 99, 98 commodities, CLC Data. You control linking method.
https://eodhistoricaldata.com/
Brilliant. $20 per month
Quandl: “Far and away the easiest to deal with and least hassle” (James, bootcamp). $50/mth EOD. 50 futures contracts accounting for 90% of US trading volume with up to 50 years of history. Updated daily.
Sharadar share data – James uses it.
PC platforms
What about PC platforms?
NinjaTrader.com
- NinjaTrader.com/support/helpGuides/nt8/?charts.htm will take you to more details
Sierra Chart
For scalpy daytrader like stuff, Sierra Chart is excellent (robotjames)
- From site: It has been proven and trusted by investors/traders/clearing firms for more than a decade. Sierra Chart is extremely fast with a definite focus on high performance in all areas of the program. Sierra Chart supports all types of markets: stocks, futures, indexes, currencies/forex and options.
- Sierra Chart directly provides Historical Daily and detailed Intraday data for stocks, forex, futures and indexes without having to use an external service.
- Can download to Excel
- Sierra Chart does not use Java or .NET. It is fast 100% native C++ code. All of this means you have super high reliability, the best connectivity and support for connections.
- USD 218 per year
- There is no additional cost for historical futures data. Historical futures data is included with all Sierra Chart Service Packages.
- Sierra Chart provides a very powerful feature to create Continuous Futures Contract charts. Automatic back adjustment of data is supported. It is fully supported to replay Continuous Futures Contract charts. The following screenshot is an example of a Continuous Futures Contract chart
Norgate Data with Amibroker.
https://norgatedata.com/data-content-tables.php#futures
Continuous data based on last trading day. Uses settlement rather than close or open prices, which is not entirely accurate. Sierra Charts does it properly.
6 months = USD 149; 12 months = USD 270
Auto trading
QuantConnect, Multicharts
Volatility data
Interest rate data for FX (from BIS, which has tons of data)
Interest rate data is disseminated as csv files such as AUD.csv for Australian Reserve Bank interest rates, USD.csv for US Federal Reserve target rates, etc. The data is automatically updated from a source provided by the Bank of International Settlements.
Options backtesting
EDeltaPro : $99/mth, $39 if annual sub.
OptionNet Explorer : GBP500 per year
Other data
Short loan rates: https://iborrowdesk.com/filter
Use non overlapping data!
If you’re doing descriptive statistical analysis you usually want your samples to be non-overlapping (otherwise your samples contain a lot of shared data).