Long-Term NASDAQ Data Extraction (2011–2026)

MQL5 Asesores Expertos

Tarea técnica

I am looking for an experienced quant developer, data engineer, or market data specialist who can help me obtain long historical NASDAQ data for systematic trading research. The goal is to retrieve a clean, continuous dataset covering 2011 to 2026 (minimum) for the NASDAQ index. The dataset will be used for algorithmic backtesting, so data quality and continuity are critical. My trading system is already built and validated manually on TradingView since 2011. I now need institutional-grade data in order to run full algorithmic backtests. ------------------------------- REQUIRED DATA SPECIFICATIONS Target instrument: - NASDAQ 100 index exposure, including one of the following: - NASDAQ futures - NASDAQ index CFD - NASDAQ synthetic index feed Typical tickers may include: - NQ (futures) - US100 / NAS100 (CFD) - equivalent NASDAQ index instruments ------------------------------- DATA FORMAT REQUIREMENTS The data must include: OHLC bars Preferred resolution: 1 minute bars Minimum acceptable resolution: 15 minute bars Required period: 2011 → February 2026 (or longest available) Fields required: Timestamp Open High Low Close Volume is optional but appreciated. ------------------------------- IMPORTANT TECHNICAL CONTRAINTS The data must be delivered as a continuous dataset. If using futures data, the provider must correctly handle contract rollovers and stitch contracts into a continuous series. I do NOT want separate quarterly futures contracts. The final dataset must be one continuous time series suitable for algorithmic backtesting. ------------------------------- PREFERRED DELIVERY FORMAT Preferred format: CSV file compatible with algorithmic platforms Example structure: Timestamp | Open | High | Low | Close The dataset must be immediately usable for backtesting. My current development environment is: MetaTrader 5 (MQL) However, I can adapt if necessary. ------------------------------- ALTERNATIVE SOLUTIONS ACCEPTED If the dataset cannot be delivered directly as CSV, I will accept: Direct broker connection API access Terminal-based access Examples may include: TradeStation NinjaTrader institutional market data APIs However, this must be a reliable and verified solution, since porting my algorithm to another environment requires additional work. ------------------------------- IMPORTANT NOTES My strategy operates on: 15-minute timeframe Therefore tick-level data is NOT required. 1-minute OHLC bars are more than sufficient. ------------------------------- DELIVERABLES The final deliverable must include: 1) Clean historical dataset 2) Continuous time series 3) Data covering 2011–2026 minimum 4) Format ready for algorithmic backtesting ------------------------------- Payment is released only after: - data integrity verification - successful compatibility testing For experienced professionals in market data engineering, this task should be straightforward. ------------------------------- IDEAL CANDIDATE Experience with: quantitative trading market data engineering futures data processing financial APIs algorithmic trading systems Knowledge of NASDAQ futures or index data is highly preferred. ------------------------------- ADDITIONAL INFORMATION My trading system has already been manually validated over long historical periods. The purpose of this project is to convert that validation into a fully auditable algorithmic backtest. If you have experience sourcing long historical market datasets or building continuous futures series, I would be very interested in working together. Please briefly explain: - your approach - your data source - expected data coverage Thank you.

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30 - 200 USD

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(8)
Encargos realizados29
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