Managing Historical Market Data for Backtesting and Trading
Summary
The document explains a graphical workflow for maintaining historical market data. Users can download data from connected market data services or trading interfaces, import CSV files, inspect stored records, export selected ranges, and delete contract data. Downloaded and imported records are stored locally for later research, backtests, or live-trading initialization.
For CSV imports, users map file headers to expected fields, provide contract and exchange identifiers, and specify the timestamp format. An update function starts from the latest date already stored and requests newer records, subject to the configured data source’s history limits. The guide warns that displayed start and end dates do not prove that every interval between them has data, so users should inspect continuity after updates. Large imports and database refreshes may make the interface temporarily unresponsive. The document describes data operations, not a trading strategy or evidence that any dataset is complete or suitable for a particular study.
Key ideas
- Historical records can be downloaded from market services or imported from CSV files into a local database.
- CSV imports require mapping headers, contract identifiers, exchange identifiers, and timestamp formats.
- Stored records can be inspected, exported for selected ranges, or removed by contract.
- Automatic updates begin at the end of the existing history and depend on source availability and history limits.
- A displayed date range does not guarantee continuous data, so inspect records for gaps.
Tags
From a private course collection; the original is not published.