Market Data
Great trading strategies are only as good as the data behind them. A strategy that looks profitable on low-quality data can fall apart in real markets because of gaps, missing splits, or survivorship bias. That is why Stratifyre invests heavily in institutional-grade data – the same quality used by hedge funds and proprietary trading firms.
Why data quality matters
Section titled “Why data quality matters”When you backtest a strategy, you are asking a fundamental question: “How would this have performed in the real world?” The answer is only meaningful if the historical data accurately reflects what actually happened. Here are some common data problems that Stratifyre eliminates:
- Survivorship bias – Cheap data feeds often only include companies that are still trading today, which makes strategies look better than they actually were. Stratifyre tracks historical index composition so your backtests include companies that were delisted, merged, or went bankrupt.
- Missing corporate actions – Stock splits, dividends, mergers, and spin-offs all affect prices. If your data does not account for these events, your backtests will be riddled with false signals. Stratifyre handles 70+ types of corporate actions automatically.
- Gaps and errors – Free and low-cost data sources frequently have missing bars, incorrect prices, or timezone issues. Stratifyre’s data is sourced from institutional providers and undergoes rigorous quality checks.
- Limited history – Some platforms only offer a few years of data, making it impossible to test how a strategy performs across different market regimes (bull markets, bear markets, high volatility, low volatility). Stratifyre provides 20+ years of history for US equities.
Data providers
Section titled “Data providers”Stratifyre sources its market data from two institutional-grade providers:
Databento
Section titled “Databento”Databento is one of the most respected market data providers in the institutional trading world. Through Databento, Stratifyre offers:
- US equities – 10,000+ tickers with 20+ years of history
- ETFs – 3,000+ exchange-traded funds
- Futures – All major contracts from CME, CBOT, NYMEX, COMEX, and ICE, including continuous contract support
- Options – Equity and index options
- FX, commodities, and indices – Major pairs and benchmarks
Data is delivered at institutional quality with nanosecond-precision timestamps, accurate corporate action adjustments, and complete historical coverage.
Binance
Section titled “Binance”For cryptocurrency data, Stratifyre connects directly to Binance, the world’s largest crypto exchange by volume:
- 24/7/365 coverage – Crypto never sleeps, and neither does the data feed
- All major pairs – BTC, ETH, and hundreds of altcoin pairs
- Tick-level precision – Trade-by-trade data for the most accurate backtests
What is covered
Section titled “What is covered”Stratifyre supports 10 asset classes across traditional and digital markets:
| Asset Class | Examples | History |
|---|---|---|
| US Equities (EQ) | AAPL, MSFT, TSLA | 20+ years |
| ETFs | SPY, QQQ, IWM | Full listing history |
| Futures (FUT) | ES, NQ, CL, GC | Contract-level history |
| Crypto | BTCUSDT, ETHUSDT | Full Binance history |
| Options (OPT) | Equity and index options | Varies by underlying |
| Forex (FX) | EUR/USD, GBP/JPY | Multi-year history |
| Commodities (CMDTY) | Gold, oil, natural gas | Via futures contracts |
| Indices (INDEX) | S&P 500, NASDAQ | Long-term history |
| ETNs | VXX, UVXY | Full listing history |
| Mutual Funds (MF) | Select coverage | Varies |
For full details on each asset class, see Supported Assets.
Data resolutions
Section titled “Data resolutions”Market data is available at multiple time resolutions, from tick-by-tick to yearly bars:
- Tick – Every quote and trade, with nanosecond timestamps
- 1-second through 60-minute bars – Built from tick data for precision
- Daily, weekly, monthly, yearly – Aggregated bars for longer-term analysis
Your choice of resolution affects both the granularity of your backtests and the precision of your scanners. See Timeframes for a complete guide.
Extended trading hours
Section titled “Extended trading hours”Markets do not always follow a simple 9:30-to-4 schedule. Stratifyre provides data for extended trading sessions:
- US equities – Pre-market (4:00 AM ET), regular hours, and after-hours (until 8:00 PM ET)
- Futures – Nearly 24-hour sessions
- Crypto – Around the clock, every day of the year
See Extended Hours for details on enabling and using extended-hours data in your strategies and scanners.
In this section
Section titled “In this section”| Page | What you will learn |
|---|---|
| Supported Assets | All 10 asset classes with exchanges, coverage depth, and history |
| Instruments | The instrument naming format and how to search for symbols |
| Baskets and Universes | How to use named collections of instruments like the S&P 500 without survivorship bias |
| Timeframes | Every available data resolution from tick to yearly |
| Extended Hours | Pre-market, after-hours, and overnight data for each asset class |