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What is your Data-Source for Backtests?

Hi,

I have a question that has been troubling me.

Where does your data for backtesting come from? And, does it accurately reflect other market data sources?

The reason I'm asking is that I've been experiencing a competitor of yours system, and I found some serious issues with there data not matching other data sources such as Yahoo and Google (plus others!). Is data for Quantconnect better?

I need to know before I switch direction and learn C#!

Thanks for any help you can give me.

Regards,
Andrew
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Hey Andrew - welcome to QC! We are very transparent about our data sources - you can find the list here: Data Library. Our equities come from QuantQuote - we build their equities ticks into seconds and minute bars.

We also allow you to build your own custom data source stream from the raw tick data. This means we'd send you every tick which ever happened -- and you could pick and choose which ticks you send into your algorithm. We call this a "Data Filter". Because you'd be using tick data this is much slower though (tick is 1000x bigger than minute data)

One thing to note -- we use backwards adjusted data -- a good example is Apple is currently $100 per share, and 6 months ago was split 7-1 from $700->$100. So QC's data will show Apple as $14 per share 6 months ago. This lines up with Yahoo & Google.

Hope that answers your questions! :) Glad to see you're on QC!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks Jared. This is much better.

Looks like I need to spend sometime learning C#!!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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