Exchange Data International collaborates with Quantal International, Inc. to provide 10 years of historical closing pricing data
London, February 22nd, 2012 - Exchange Data International (EDI), a well-established provider of Security Reference and Corporate Actions data, today announced its partnership with Quantal International, Inc. a leading provider of risk analytics solutions, to provide historical end-of-day pricing data and back-testing services.
EDI has been providing daily closing pricing data from since 2007 and currently covers 170 markets worldwide. With Quantal International they have developed a database of closing pricing data providing key pricing element such as open, high, low, close and mid prices, bid & ask sizes, traded volume & value and the number of transactions.
Jonathan Bloch, CEO at EDI says:"We have noticed a high demand for 10 years of end-of-day pricing data for backtesting. We are very pleased to have partnered with Quantal’s backtesting development and combined our efforts in meeting the industry’s need for historical data. Our target is to offer access to 10 years of closing pricing data for all the exchanges worldwide."
Terry Marsh, CEO of Quantal, adds: "We have been steadily developing a facility whereby managers and investors can back-test strategies with reliable past data. The past ten years have traversed quite a few different scenarios, but at the same time, are still "fresh enough" in terms of market structures and institutions to provide meaningful insight into future performance."
Clients can purchase one or several years worth of data either for a specific exchange, a market or the entire scope. Data going back from January 2001 is available for 89 exchanges and from later dates for 79.