Backtesting Data required... where!?

I am looking for cheap (or free) accurate XPO (Tradestation) historical data for the EURUSD pair and GBPUSD. Preferably back to 1998 on the EURUSD and the 1970's for the cable pair, and with (ideally). 1 minute accuracy for EURUSD and perhaps 5M/10M for the GBPUSD.

Prefer FTP'able (I have a T1 link).

Also looking for a tutorial on Tradestation (or pointers to a good book, perhaps ebook).

Thanks Guys!

try these:
http://ratedata.gaincapital.com
http://freeserv.dukascopy.com/exp

Quick response and much appreciated, I'll follow those up now!

Hi Roquetrooper,

I think it's unlikely to find 1min data back to 1998 for EURUSD, and 5/10 min data back to the 70's. That's a very long period for such very short-interval data.

Bjorn

All have to agree it'll be very difficult to find one minute that goes that far back.

Especially for cheap or free.

I might have a solution for you but I need to know which version of TradeStations you're using six or higher, or are using Omega's 2000i or lower. The reason is I need to know if you have a global server. What's is your data manager.

Also keep in mind for the price you're willing to pay quality data, is hard to come by.

Most good data will do if you are just going to be writing easy language coding to test some trading systems.

But if your intention is to train a neural network or something in that matter. You going to have to get high quality data.

Claude

I'm using 2000i with SP5 (with GlobalServer Desktop Edition), I am currently importing XPO data (on currency pairs) which I have obtained free of charge from alpari (www.alpari-idc.com).

I'm new to backtesting models, and thus assumed short-interval data was "better" than longer term (i.e. daily) data. I stand to be corrected.

In all the literature I have read I have yet to see a recommendation on the ideal frequency of data required for backtesting (for use as a day trader).

Apologize in advance for naivety!