- ago
As the title says, I'm not sure what data feed I would need to do that? Basically if I wanted to run Knife Juggler on the Russell 2000. Would I need IQfeed and have to pay for intraday access to 2000 symbols? My broker is IB
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- ago
#1
Norgate does Russel 2000
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- ago
#2
It doesn't sound like you need intraday data to submit limit orders. While being a great data data feed, an IQFeed subscription may be a bit expensive. Here's an daily data provider with a reduced TCO called EODHistoricalData:

https://www.wealth-lab.com/extension/detail/EODHD

More alternatives in DataExtensions:

https://www.wealth-lab.com/extension/detail/DataExtensions
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Cone8
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- ago
#3
To get the Signals for an EOD Strategy running on the Russell 2000, you can just WealthLab's Screener (Ctrl + E). You'll get the signals in seconds that you can select and Stage/Place orders or Send to Quotes. You can use IB Streaming for Quotes triggering - for less than 100 symbols, if more, then Y! might work?

For backtest, Wealth-Data and Q-Data (free with WL) covers the entire U.S. market. Just check and place W-D and Q-D atop the Historical Provider list and use the Y! Provider's U.S. - Russell / Nasdaq / S&P, etc DataSets.
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- ago
#4
Is EODHD survivorship bias free? I tried to find out on the website, but couldn't find it.

Is there any reason to use EODHD instead of Norgate?
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- ago
#5
QUOTE:
Is EODHD survivorship bias free?

No, it's not.
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Cone8
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- ago
#6
Norgate is definitely the best EOD option for full EOD coverage of the U.S. and Aussie markets - forex, and futures too.

It's really a dream because Norgate manages the data and the lists automatically. You just let the client run in the background and the data will be there. Forget about downloads and updates!
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- ago
#7
One more question:

Say I wanted intra-day data and got IQFEED...would I still benefit by getting norgate to supply data for EOD strategies or would IQFEED suffice?
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Cone8
 ( 28.45% )
- ago
#8
IQFeed would certainly suffice for the data, but:
1. you'd have to manage your large DataSets and symbol changes, and,
2. only Norgate (and Wealth-Data) have Historical DataSets
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- ago
#9
One more follow up...sorry.

What does Norgate provide me that wealth-data does not? I'm really only interested in technical data not fundementals or events and whatnot.
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Cone8
 ( 28.45% )
- ago
#10
Norgate has full U.S. market coverage and historical backtests for even the Russell indices. The Norgate client runs in the background, automatically updating and maintaining all the watchlists. It also provides options for back adjusting data (or not) for splits, regular, and/or special dividends.

Wealth-Data covers only the Dow 30, S&P 100, 500, Nasdaq 100 (and German DAX/MDAX) has other special features not found in any other provider - like primary market opening prices and statistical outlier filtering - see https://www.wealth-data.com/faq

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