Where can I find free or paid data for backtesting?
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Hey everyone, I’ve been trying to get into algorithmic trading and backtesting, but finding good historical data has been a real struggle. I tried scraping some free sources, but cleaning the data turned out to be a nightmare. A while back, I even bought a dataset from a random site, only to realize it was full of gaps and incorrect timestamps. Super frustrating.
So, I wanted to ask—where do you guys get reliable data for backtesting? Free options would be great, but I don’t mind paying if the quality is worth it. Would love to hear your experiences!Comments (2) -
Yeah, I know what you mean. I had a similar experience a few years ago when I started backtesting strategies. Thought I’d found a goldmine of free data, but then realized it had a ton of inconsistencies—slippage wasn’t realistic, spreads were static, and even some timestamps were just plain wrong.
I ended up switching to tools that provide cleaner, more structured data. One of the things that helped me the most was using best practice trading app . It’s got solid historical data, and the simulation environment feels pretty close to real trading conditions. If you’re serious about backtesting, I’d say it’s worth checking out.
What kind of strategy are you looking to test, by the way? -
Just stumbled upon this thread while browsing, and I gotta say, it’s interesting how many people struggle with finding solid backtesting data. Never really thought about how crucial it is until recently. Even if you have a great strategy, bad data can totally throw off your results.
Not exactly my area of expertise, but I’m curious—how do you guys account for slippage and market conditions in your backtesting? Feels like that’s something that could really make a difference in real trading versus simulations.