Set flexible session times over the whole historical extraction for your Trading Blox data

Example: If you want 0720-1400 OHLC (Regular Trading Hours) daily bars for BPA you’ve got it!

You might want to test just the night session say from 1700-0600 you can do that too!

Use the Roll Manager to choose professional Roll Parameters. Roll STIRs forward of the nearest future. Roll deferred series. Roll via calendar dates, intraday volume, daily volume and open interest, days from expiry, customised read-ins from Excel spreadsheet. Roll from Pit to Electronic. See all mathematical adjustments in audit files.

Compress your data to Trading Blox data format. You can include the unadjusted close. Set the Trading Blox data template. Run ‘RTH Daily’ or run intraday compressions, 1 min, 5 min, 10 min hourly etc. from 1969 – Present, data can be either continuous or individual ASCII/CSV/TXT formats.

No waiting around to place orders. Portara updates by Zone.

Zone 1: Pacific Rim – Available from 0530CST/1130GMT

Zone 2: Early Europe – Available from 1330CST/1930GMT

Zone 3: Early US – Available from 1630CST/2230GMT

Zone 4: All Zones – All Sessions Remainder – Available from 1745CST/2345GMT

You may have timestamps based on CQG US Central Time, or Exchange Time (the default) or on Local Time if you specify your preferred timezone.

Note: DST is handled correctly EVEN for overseas DST which differ by dates for a few weeks twice per year.  Also, Australian southern hemisphere instruments are handled correctly too!

Testing with Portara and CQG Data may vary a system’s performance by +-20% or more. If you consider that the legacy opens (25%) of the data, are invariably incorrect for many trading systems, you should intuitively see why.

How will your system behave by testing for entry and exit rules in the night session? How will your stops behave? Is it best to trade with stops in the twee hours or skip them completely? How relevant is my night session models? This is all testable with Portara.

95-98% of boilerplate system testing is looking for entry and exit rules, applying moneymanagement overlays and some parameter modeling and filter applications. Apart from diversification considerations that is usually it. Consider a better approach and stress test your Trading Blox data. A volatility off open system may perform better by following the liquidity as to where traders determine the open to be, not the exchanges. Don’t fall victim to that issue! A more professional and practical solution is to spend 50% of the stress test looking at Portara CQG data and its variants and the other 50% in Blox looking at the system rules.

Updates are available within a very respectable time-frame after markets settle, from 1/2 hr.

Orders are more timely to market with less time wastage and increases in trading efficiency.

That should speak for itself. Using Portara you have the power of CQG Data Factory at your fingertips to create intraday and ‘RTH Daily’ Trading Blox data.

One button press professional solution, no messing, no programmers needed, and no hassle!!