yo waz up! I have two problems: 1) my very simple system took 40 minutes to backtest last night (2 months of 1 minute data for ES6M) I am assuming that this is because I was using online data and not local data...which brings us to 2) how do I download ( I use 9.0 for QCharts) that 2 months of data, or better can I get a continuous representation of the mini snp's? When I tried to download it was an invalid periodicity. I know the server can be putting that to a local drive, but that only helps me from today forward. Thanks! WEC

The DownLoader does not collect anything below Daily. You can create Intraday securities in the DownLoader, and if you want them to update you must put them in their own unique folder. When creating them you will be asked "Do you want this folder to be configured for real-time updates?" or something to that extent. Choose Yes. What this does is pass this folder to the MetaStock File Server, which will collect the data and store it locally in the folder you specified. The downside to this is that the MetaStock File Server does not backfill any history, so you only will have data from the point you create these securities. Because of this, if you ever do not have the MetaStock File Server running during market hours (i.e. internet service is down) you will get gaps in the data. You can use the DownLoader's Tools>Merge command to merge the data collected in the C:\\MetaStock Data\\Data On Demand Cache folder with these local securities in order to get some history/fill in gaps in the data. This can somewhat alleviate the concerns of local data, but for most it is still not worth the maintenance effort.

Coyote- R U asking where you can obtain historical intraday futures data? Or how to save the intraday data that you are already receiving? If you are already subscribing to it in QCharts, save the file as a Chart in a folder you choose. You can then edit the data via the Downloader whenever you want. You can use the DL to edit the data daily to combine different days. More in the user's manula on that. If you have the historical data already, all you need to do is create a sym file to use it. When you create your file, the format will be exactly this: Symbol, periodicity, date, time, open, high, low, close, volume, and open interest. Just put a zero into any field that doesn't apply. You will have to manually update this files as you acquire new data.

I think I have found a solution...I just discovered the Data on Demand Cache from which I can backtest several months. Hopefully this will speed up the testing as I anticipate. Thanks again. -wec