Market Data
Backtests depend on both prices and reference data. Check that your instruments and dates have the history and event coverage your strategy needs.
Why data quality matters
Section titled “Why data quality matters”When you backtest a strategy, you ask: “How would this have performed?” Data coverage and event modeling shape the answer. Common data problems include:
- Constituent-selection bias — Today’s index members may not match the period you are testing. Historical S&P 500 membership on supported ranges includes former members with qualified coverage, reducing this bias without eliminating every source of bias.
- Missing corporate actions — Splits, distributions, and mergers can change prices and holdings. Announcements alone do not supply every term needed for simulation. See Corporate Actions for supported models and coverage limits.
- Gaps and errors — Missing bars, incorrect prices, and timezone errors can change signals and fills. Inspect coverage before interpreting results.
- Limited history — Short history can miss bull, bear, and volatile periods. Available history varies by instrument and resolution.
Data providers
Section titled “Data providers”The price-data providers are listed below.
For supported historical US-stock universes, Sharadar Fundamentals supplies dated reference and corporate-action data; Databento supplies prices. These coverage checks are separate. See Baskets and Universes for access and coverage limits.
Databento
Section titled “Databento”Databento supplies historical and real-time prices for supported instruments:
- 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
Available resolutions and history vary by instrument. Price history alone does not establish membership or corporate-action coverage. Check your exact dates in Baskets and Universes.
Binance
Section titled “Binance”For cryptocurrency data, Stratifyre connects directly to Binance:
- 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
Available market-data resolutions differ from backtest time steps. See Running a Backtest for simulation settings and Timeframes for market-data resolutions.
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 | Historical S&P 500 membership, static portfolios, frozen reference reruns, and coverage limits |
| Timeframes | Every available data resolution from tick to yearly |
| Extended Hours | Pre-market, after-hours, and overnight data for each asset class |