On Demand Backtest Duration & History

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.

InstrumentBar SizeMax DurationData Points
Per Symbol
Max History
All Except Below 1 day 50 years 13,000 50 years
Forex, Options 1 day 10 years 3,000 10 years
All 30 min 5 years 16,000 5 years
All 5 min 1 year 20,000 5 years
All 1 min 2 months 16,000 5 years
All 1 sec 1 day 23,000 4 months


Instruments Available

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.

Indices

SymbolDescription
DJXDow Jones Industrial Average
COMPXNASDAQ Composite
SPXS&P 500
VIXVolatility Index (S&P 500)
RUTRussell 2000
TNXCBOE Interest Rate 10-Year T-Note
DJADow Jones Composite Average
DJTDow Jones Transportation Average
DJUDow Jones Utility Average
TV.NNYSE Volume in 000's
NYANYSE Composite
NINNYSE International 100 INDEX
NTMNYSE TMT INDEX
NWLNYSE World Leaders Index
IXBKNASDAQ Bank
NBINASDAQ Biotechnology
IXFNASDAQ Financial 100
IXIDNASDAQ Industrial
IXISNASDAQ Insurance
IXFNNASDAQ Other Finance
IXUTNASDAQ Telecommunications
IXTRNASDAQ Transportation
NDXNASDAQ-100
TV.ONASDAQ Volume in 000's
OEXS&P 100 INDEX
SMLS&P 600
SPSUPXS&P COMP1500
MIDS&P MID CAP 400 INDEX
BATSKBATS 1000 Index
XAUPHLX Gold/Silver Sector
SOXPHLX Semiconductor
RUIRussell 1000
RUARussell 3000
TYXTreasury Yield 30 Years
FVXTreasury Yield 5 Years

Futures

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.

SymbolDescriptionExchange
CLWTI Crude OilNYMEX
NGNatural GasNYMEX
HOHeating OilNYMEX
RBGasolineNYMEX
ACEthanolCBOT
BZBrent Crude OilNYMEX
CERCER EmissionsICE-EU
CCornCBOT
WWheatCBOT
SSoybeansCBOT
SMSoybean MealCBOT
BOSoybean OilCBOT
OOatsCBOT
RRRough RiceCBOT
SBSugarICE-US
KCCoffeeICE-US
CCCocoaICE-US
CTCottonICE-US
OJOrange JuiceICE-US
ESE-mini S&P 500 IndexCME
SPFull-size S&P 500 IndexCME
MDS&P 400 Midcap IndexCME
NKNikkei 225 IndexCME
IBVIbovespa IndexCME
NQE-mini Nasdaq 100 IndexCME
YME-mini Dow JonesCBOT
DJFull-size Dow JonesCBOT
RFRussell 1000ICE-US
RGRussell GrowthICE-US
RVRussell ValueICE-US
TFRussell Small-CapICE-US
ADAustralian DollarCME
CDCanadian DollarCME
SFSwiss FrancCME
ECEuro FXCME
BPBritish PoundCME
JYJapanese YenCME
NENew Zealand DollarCME
MPMexican PesoCME
BRBrazilian RealCME
RURussian RubleCME
ED3-Month EurodollarCME
EM1-Month EurodollarCME
FF30-day Fed FundsCBOT
SA5-year Interest Rate SwapCBOT
TU2-year Treasury NoteCBOT
FV5-year Treasury NoteCBOT
TY10-year Treasury NoteCBOT
US30-year Treasury BondCBOT
ULUltra Treasury BondCBOT
GCGoldCOMEX
SISilverCOMEX
HGCopperCOMEX
PLPlatinumNYMEX
PAPalladiumNYMEX
LCLive CattleCME
LNLean HogsCME
FCFeeder CattleCME
DAMilkCME
LBLumberCME
GIS&P Goldman Sachs Commodity IndexCME
CIContinuous Commodity IndexICE-US
DXUS Dollar IndexICE-US
VXS&P 500 Volatility IndexCBOEFE

Forex

Each three letter code is the symbol for a given currency, and the x's in the chart denotes a currency pair that we have spot, cash forex prices for both intraday and daily data. There are also futures contracts listed above for certain currencies.

AUD CAD CHF CZK DKK EUR GBP HKD HUF JPY NOK NZD PLD RUB SEK SGD TRY USD ZAR
USD x x x x x x x x x x x x x
EUR x x x x x x x x x x x x x
GBP x x x x x x x
AUD x x x x x
CAD x x
CHF x x x
NZD x x x x