For on-demand backtests, we set the maximum durations to ensure you see results in under a minute.
Finer granularity data units (a.k.a. bar) generate data points at a faster rate and thus takes longer to process.
Duration is defined as the difference between the start and end dates of your backtest, whereas history
is defined as the earliest possible start date. We can run backtests with much longer durations for you
overnight when we have an excess supply of computing power. Just send us an email with your saved strategy description.
Below are many of the popular indices and futures products we have available for backtesting. For Equities and ETFs, we have all 15,000 listed on the major US exchanges (NYSE, Nasdaq, AMEX, and many OTC/Pink Sheets.)
Note: the links only work for paid members.
For each futures contract for daily bars you can append any number, e.g. 'CL1'
to specify the continuous monthly contract. 1 is the front-month,
2 is the back-month, and so forth. If no number is given, we default
to the front month contract.