TradeStation Help

About Extended Historical Data

In TradeStation, an extensive online database provides historical market data that can be used for back-testing and analysis over extended time periods. Daily and all intraday data for up to a year back from the current date is available on-demand for use in charts and other data windows. Additional data for previous time periods is offered for download at a later time based on user selected criteria (see About Download Scheduler).

• Stocks and Indexes - Tick-by-tick data is available for thirty days back, one-minute data for ten years back, and daily data for more than 30 years back.
• Futures - Tick-by-tick data for thirty days back, one-minute data since January 1982, pit data for individual contracts (delivery month/year) since 1970, and back-adjusted continuous contracts since the 1960s.   
• Options - Data availability for options contracts is similar to that for futures but will vary based on how heavily the contract is traded.

Futures and options contracts with expirations well into the future may have little or no data due to light trading. For example, as of November 15, 2001, the December 2001 E-Mini S&P 500 might average over 30,000 trades a day. However, a contract that expires further out in the future, such as the December 2003 E-Mini S&P 500 will most likely be far less actively traded.