About the TradeStation Data NetworkTradeStation Help
About the TradeStation Data NetworkThe 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
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 1950 is mostly CME grains markets, 1960 is Cotton, and mid 1960's is Live Cattle.
Forex - Tick by tick for 6 months back, one minute bar data from October 2002, daily data from 1971 if the currency pair existed then (for example, EURUSD did not).
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.
Similar functionality as above is available in the Mobile and Web Trading versions of TradeStation.
The following sections summarize the different types of windows in the TradeStation desktop platform used to display and analyze market data.
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.
This window gives you access to real-time data quotes including over 70 informational columns such as Last, Intraday High, and Net Percent Change.
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.
This window provides you with a tool that scans the entire universe of symbols to find those meeting your criteria.
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.
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 displays ranked lists of symbols for an activity type that you can select: securities on one or all exchanges, sorted by highest gainers or losers (by percentage or currency) or most active (by trades or volume). You can also include data from a number of informational columns such as Last, Open, and Net Percent Change. A Last Updated timestamp shows when the list was updated.
This window gives you access to full-text news stories from supported sources.
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).
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.