TradeStation Securities
 
 
Search
ETF Trading Symposium
System Requirements
Send this link to a friend
Brokerage Services Trading Platform Open an Account Support & Community
 
Next Feature

Over 24 Years of High Quality, Intra-Day 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 16 Years of intra-day Equities data.
    Now includes fundamental data
  Intra-day Options data
  Over 25 Years of intra-day Futures data
  Over 4 Years of intra-day Forex data
  Over 8 Years of Eurex Futures and Index Data

15+ Years of Intra-Day Equities Data
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. Click here for a list of available intra-day technical data.
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.

Test Your Strategies on Fundamental Data
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.
Historical Options Data
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:

  Implied Volatility: The volatility of the underlying as determined by the price of the options.
This value is calculated using the Black Scholes model
  Put Volume: The total volume for the day of all puts tied to that underlying (updated real-time)
  Call Volume: The total volume for the day of all calls tied to that underlying (updated real-time)
  Put Open Interest: The total open interest for all puts tied to that underlying
  Call Open Interest: The total open interest for all calls tied to that underlying
 
24+ Years of Intra-Day Futures Data
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. Click here for a list of available intra-day data. Additionally, you'll have up to 48 years of daily data.

Custom Continuous Futures Contracts
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.

3½ Years of Intra-Day Forex Data
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.
 
7+ Years of Eurex and Index Data
TradeStation now includes over 8 years of historical data for the Eurex exchange, including Eurex, futures, Eurex futures options and Deutsche Börse Indices.
 
Open an Account
Next Feature


Important Information | Notice to Online Traders | Online Identity Theft and Security Reminders | TradeStation Securities Account Agreement for Securities Accounts | TradeStation Securities Account Agreement for Futures Accounts | TradeStation Technologies Subscription Agreement | Risks of Active Trading | Extended Hours Trading Risk Disclosure | Margin Disclosure Statement | Risk Disclosure Statement For Security Futures Contracts | Characteristics and Risks of Standardized Options | Description and Certain Risks of Forex Trading | Risk Disclosure Statement for Futures and Futures Options | Exercise and Assignment Policy for Futures Options | New York Board of Trade Electronic Order Routing Systems Disclosure Statement | Trading and Order Routing Disclosure Statement for Futures Trades | Special Statement for Uncovered Options Writers | Anti-Money Laundering Requirements | Business Continuity Plan Disclosure | Truth-in-Lending Disclosure Statement | Web Site User Agreement, Disclaimers and Certain Legal Notices | Privacy Policy


Site Map | Contact Us | Investor Relations | Terms of Use | Online Security | Privacy Policy | Customer Agreements | Business Continuity | Legal Statements | Careers
Copyright © 2001-2008 TradeStation Securities, Inc. All rights reserved. Leader in Rule-Based Trading tagline based on industry awards and reviews.

Member NYSE, FINRA, NFA & SIPC. A subsidiary of TradeStation Group, Inc. (Nasdaq Symbol: TRAD)