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Data question



  • So, I've been testing the Yahoo Finance SPY data (full daily dataset from 1993 'till now) with an algo, and decided to check what things are in TradingView, so - the same algo.

    Imagine my surprise when the results didn't match at all, there's even differences in the OHLC values between the two. Yeah, I know I can't really check what the values in tradingview are, but a 0.1 or 0.02 difference is still a lot.

    The first question is - WHY are these datasets different, the second is - where do I get a reliable data that I can test with, because turns out yahoo's data aint that reliable.

    Hopefully someone's gonna point in the right direction.



  • Don't know the why they are different, maybe something like dividend adjustment? I think free data have their limitations.

    You can check out some payed data vendors. EOD data are relatively cheap. PremiumData/Norgate has <$100 package for 30 years data. PinnacleData is another choice. CSIdata is more expensive, but people say they are of higher quality. If absolute quality is desired, then purchase from the exchanges is probably the best, but very expensive.



  • Also checkout iqfeed/polygon/CQG/dxfeed for intraday data if you need them.



  • @spg_trader said in Data question:

    Also checkout iqfeed/polygon/CQG/dxfeed for intraday data if you need them.

    I've ordered "10+ years of 1-minute" data from iqfeed, the question is - how to load it properly into backtrader and how to adjust for timezone (spring/fall) time differences in order to get the exact market open/close for the whole dataset.


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