TradeStation Help

About the TradeStation Data Network

The TradeStation Data Network provides real-time data and historical data for all of the analysis tools available in TradeStation. The real-time data includes streaming data from the Nasdaq, NYSE, AMEX, and OPRA exchanges; all delivered through the Internet. The TradeStation Data Network also supports extended hours trading so that your analysis windows will update in real-time with pre- and post-market trades.

The following describes the type of market data (real-time and historical) that is available by symbol category.

Stocks - Tick-by-tick data is available for 6 months back, one-minute data from January 1991, and daily data from 1968.

 When a date (such as 1991 for stocks) is given, it applies to those companies that were trading at that time and still trading today. Therefore, not every symbol may actually have data back to 1991.

Futures - Tick by tick for 6 months back, one minute data from 1982 (depending on market) in individual contract files by delivery month and year, daily pit market data for individual contracts from 1960's, back adjusted continuous contracts for most popular markets from 1960's.  Note: inception date for some markets is much later (Example: First day of trading on S&P 500 futures is April 1982). Data back to early 1960's is mostly CME grains markets, Cotton, mid 1960's is Live Cattle.

Forex - Tick by tick for 6 months back, one minute bar data from October 2002, daily data from 1998.

Funds - Daily mutual fund and money market fund data from 1994.

Indexes  - Tick-by-tick data is available for 6 months back. Start dates on indexes vary, but will generally include at least  one-minute data from February 2001 and daily data from 2000.  Other popular indexes include the following additional data:

Options - Stock, Futures, and Index options have 6 months tick, consolidated exchange minute and daily trade data for all currently trading options. Regional stock option symbols are available on a streaming real time basis. Historical options symbols are removed once they expire since symbols are reused by the exchanges.

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

 

The following sections summarize the different types of windows in TradeStation used to display and analyze market data.

Chart Analysis Window

The Chart Analysis windows are used to display price charts, perform technical analysis, back-test and automate strategies, and monitor open and filled orders for the charted symbol.

RadarScreen window

This window gives you access to real-time data quotes including over 70 informational columns such as Last, Intraday High, and Net Percent Change.

Matrix window

Combines real-time Bid, Ask, and Price data with a Volume scale and Order/Position status for the selected symbol. In addition, the Matrix window displays color-coded cells that indicate key price levels useful for monitoring market activity. 

Scanner window

This window provides you with a tool that scans the entire universe of symbols to find those meeting your criteria.

OptionStation Analysis window

This window displays the current price data for the underlying asset(s) along with prices for the related options contracts.

OptionStation Search window

This window lists and ranks option positions that match user selected market outlooks for one or more underlying assets.

Market Depth window

This window offers real-time data on the ECNs and Market Makers in each stock along with their Ask or Bid, Ask or Bid Size, and Ask or Bid Time. A number of other informational columns are also available in the Market Depth window such as Net Change, Open, and Volume Total.

Time & Sales window

In this window, you can track the bid, ask, and trade record for a symbol using real-time or historical data (up to 5 days back). The Time & Sales window also offers informational columns such as Price, Size, and Date.

Hot Lists window

This window displays ranked lists for Nasdaq, AMEX, and NYSE securities, sorted by highest gainers or losers (by percentage or dollars) or most active (by trades or volume). You can also from a number of informational columns such as Last, Open, and Net Percent Change. The data in the Hot Lists window is updated every 30 seconds.

News window

This window gives you access to full-text news stories from sources such as Business Wire, PR Newswire, Internet Wire, and the Knight Ridder/Tribune News Service. You can also move your pointer over any symbol in a story's text and receive an ActiveQuote containing current price information for that symbol.

Research window

This window offers over 200 fields of comprehensive fundamental information organized into seven pages (Highlights, Valuation, Profitability, Quarterly Results, Capitalization, Financial Strength, and Industry Comparisons).

Ticker Bar window

The Ticker Bar offers real-time scrolling news and quote data. For Quotes tickers, you can display fields such as Last, Net Change, and Volume Total. For News tickers, you use the same filters available in the News window to filter your news headlines.