Truely a CME Historical Data Provider

Backtest Data is a professional market reaserch firm that manages trading data on CME & FX market since year 1993, we maintain the accurate market historical data and market replay data for Ninjatrader.

We are specailized in trading strategies with historical data throughout the years development and proud to be the only market replay provider and oldest historical data provider in the market.

Throughout our 21 years trading data management, BacktestData.com is highly mature on the financial data storage and had established the solid relationship with various exchange brokerages and trading partners.




Trading Strategies Reliability

To truly confirm the strategies performance, every traders are strongly encourage to:

— Test it out with Historical data and Market replay data seprately.

— Install the BacktestData Intrabar Backtesting Addon for NinjaTrader to enable your correct set Profit Target and set Stop Loss on stratgy backtesting or optimizing.

— If you are looking to subscribe a NinjaTrader trading strategy, verify with Ninjatrader Strategy Forum for its benchmark and reviews of the strategies.

High Quality, Unfiltered & Continous data must be employed, Tick data with Bid and Ask are recommend for high freequency trading and day trading strategies. You should Never trust any cheap, filtered, bad quality historical data will help your success on trading business in any aspect.

— For manual traders, the market replay live market pratices are cratical. Our longest level 1 & level 2 Market Replay Data will provide you the most accurate live market simulation.


Commodity Future Contracts Rollover Month/Expiry

(* The following is for Future trading Only, if you trade on Forexs or Stocks, SKIP it!)

Rollover day is when we switch from trading the contract that will expire this quarter to the contract that will expire the following quarter.

The futures contract, e.g. e-mini S&P500 or ES expires on the third Friday of the months of March (H), June (M), September (U) and December (Z). The rollover days, however, are 8 days before expiration on the second Thursday of each of these months. These months have the letter designations H, M, U, and Z. Depending on the charting and trading platform that you're using you would usually have to switch your reference to the following month by letting the software know the contract and expiry month/year. On some trading platforms "ES H5" refers to the e-mini S&P contract that expires on the third Friday March 2005. On NinjaTrader however, it is using directly month, such ES 0901 which refer to ES September, 2001.

BacktestData Continuous Commodity Future Contracts

To solve and prevent hassle of headache rollover dates, both BacktestData historical data and market replay data are all in continuous format. (NinjaTraer support continuous contract on backtesting/optimize/market replay, see screenshot below) Simply backtest or run market replay on contract name, for example "ES ##-##", you then do not need to switch over any contract. e.g. from ES 09-12 to ES 12-12.

In other words, you could backtest/optimizd your strategy like 15 years backtesting data in one click without manually switching months and determine the performance of your SuperDom and chart trading.