[bond2k]

I am looking for raw past open, close, high, low data for ES and TF. Could someone direct me into the right direction.

[Tams]

CME Group

or,

sign up with dataprovider. eg. eSignal

or,

I heard of one charting software vendor that allows the users to access its database for backtest purposes.

[Tams]

here's what tradestation offers:
Test your trades with TradeStation's high quality, intra-day, historical data

Over 27 Years of High Quality, Intraday Historical Data

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 trading.*

The tradestation Network offers the following historical data for the real-time exchanges you are subscribed to:

Over 18 Years of domestic intraday Equities data.
Now includes fundamental data

Intraday Options data

Over 27 Years of intraday Futures data

Over 6 Years of intraday Forex data

Over 9 Years of Eurex Futures and Index Data

Over 5 Years of German Stock Data

[bond2k]

Originally Posted by Tams »

here's what tradestation offers:
Test your trades with TradeStation's high quality, intra-day, historical data

I know esignal gives historical data, but I dont want to subscribe anything.

I use tradestation, where abouts could I get the raw data.

I want to put it on an excel sheet.

[Tams]

Originally Posted by bond2k »

I use tradestation, where abouts could I get the raw data.

you can get it from the instruction manual

[thrunner]

Originally Posted by bond2k »

I know esignal gives historical data, but I dont want to subscribe anything.

I use tradestation, where abouts could I get the raw data.

I want to put it on an excel sheet.

Click on a chart and press Ctrl-Shift-D (same as view data windows), then save the data as text file which will have OHLC Uvol, Dvol

Alternatively use the excel link download package:
https://www.tradestation.com/Discuss...Topic_ID=61180

Here is a demonstration that illustrates how EasyLanguage can use its DLL interface to communicate with Microsoft Excel®. ELExcel.dll is one of the DLL coding demonstrations we provide to illustrate how the EasyLanguage interface to DLL's works. Unlike previous demonstrations, use of this DLL does not require any coding on the "Excel side". Instead, all action is controlled by EasyLanguage.

Separate "wrapper functions" are provided that demonstrate the tradestation to DLL interface by:

1.) Initializing the Excel application for interaction with EasyLanguage.

2.) Designating a specific Excel worksheet as the one to be used for a series of other EasyLanguage commands.

3.) Placing values of various data types (numbers, strings, Boolean values) into Excel cells.

4.) Retrieving values of various data types from Excel cells.

5.) Setting the cell background color and font color to be used in an Excel cell.

6.) Clearing values and formatting from a specific Excel cell or from an entire Excel worksheet.

[bond2k]

Originally Posted by thrunner »

Click on a chart and press Ctrl-Shift-D (same as view data windows), then save the data as text file which will have OHLC Uvol, Dvol

Alternatively use the excel link download package:
https://www.tradestation.com/Discuss...Topic_ID=61180

Thanks for your help.