Who would you receommend as the best provider of historical futures data? I need it to be able to deliver the data via API calls and go back as far as 5 years as this is for a backtest engine. TIA for any tips!
It all depends on the time-frame that you are after, if you are looking for daily candles you might be just fine with free services like Yahoo, but if you need intra-day data you are going to have to pay for it.
I'm fine with paying. My chart setups range from 1 minute to 15 minute so I need intraday. BTW your name made me literally lol
Lol hahaha hahaha Drawdown Addict lol hahaha hahaha hahaha hahaha My drawdown issues was definitely solved a few weeks ago. Fuck drawdown
You could try us: databento.com Quick tear sheet: Official Python, C++ support. Free to start. Goes 6+ years back. We have institutional users managing a combined $100B+ AUM using us. We also support non-professional users; we're the sole provider of futures data for OpenBB, and are partnered with various finance programs - Berkeley, NYU, Pepperdine, etc. We're an approved distributor for over 30+ trading venues, we don't source of data from third parties; you can see us listed on the official vendor directories of OPRA's home page, IEX, etc.
And if you do not provide this currently, then do you have any future plans of including the Indian Stock Markets in your offerings ? Please clarify. Thanks a lot
We don't currently provide Indian markets. We're focused on building a great experience for US futures, equities, spot FX, and fixed income first up till Q1 2024. Asia and Europe are on the horizon after our next venture funding round and if we go after BSE and NSE, it will come earliest in Q3 2024. The feature request is being tracked on our roadmap here.
Thank you so much for the update @Databento I must say that you are not like the normal vendors out there, instead you have been contributing a lot to this forum as an expert in the domain of everything related to handling the Data Aspect of trading. Your posts are very informative and full of insights. Please carry on the good work. Wishing you a lot of success. Best Regards