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 U.S. exchanges 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 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:

  • Dow Jones Industrial ($INDU/$DJI) - 4/1/1993 minute, 1/2/1920 daily
  • S&P 100 ($OEX/$OEX.X) - 1/2/1987 minute, 1/3/1978 daily
  • S&P 500 ($INX/$SPX.X) - 2/1/1983 minute, 1/4/1960 daily
  • S&P 400 Midcap ($MID.X) - 1/2/1998 minute, 7/1/1994 daily
  • Russell 2000 ($RUT.X/$IUX) - 1/2/1997 minute, 9/10/1987 daily
  • Nasdaq 100 ($NDX.X) - 1/2/1997 minute, 11/7/1990 daily

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.