Historical Data
What It Is
Strateda provides two independent data sources for backtesting and chart analysis:
-
Databento (built-in) — A professional-grade data library included with every plan. Covers 120 US equities and 11 CME futures contracts with historical data from January 2018, at 1-minute resolution with Best Bid/Offer (BBO) spread data.
-
MT5 Broker Data — When your MT5 terminal is connected, Strateda uses your broker's own data feed directly. This gives you access to your broker's full instrument universe with no Strateda-side delay.
Both sources are selected automatically based on your backtest mode. Standard backtests use Databento data. MT5 mode backtests use your broker's data. See MT5 Integration for MT5 setup.
How to Access It
Select your instrument from the Markets panel on the left. Use the data source dropdown to switch between:
| Source | Data Provider | Plan Required |
|---|---|---|
| US Stocks | Databento | All plans |
| Futures CME | Databento | Plus and above |
| MT5 Live Data | Your MT5 broker | Plus and above + MT5 connected |
| Market Watch | Databento or MT5 | All plans |
What You See
When historical data loads, the main chart displays:
- OHLC candles (Open, High, Low, Close) for your selected instrument and interval.
- Volume bars above the price chart.
- A date range in the chart header showing the span of data currently loaded.
- Navigation controls to scroll through the historical timeline.
The amount of data visible depends on your plan's bar limit and the candle interval you have selected. A 1-minute interval consumes bars far more quickly than a daily interval for the same calendar period.
How to Interpret It
Bar Limits by Plan
Each plan defines the maximum number of bars (candles) loaded per backtest:
| Plan | Bar Limit | ~Daily Coverage | ~M30 Coverage | ~M5 Coverage |
|---|---|---|---|---|
| Free | 1,000 bars | ~4 years | ~80 trading days | ~13 trading days |
| Plus ($15/mo) | 4,500 bars | full history (from 2018) | ~11 months | ~58 trading days |
| Pro ($45/mo) | 15,000 bars | full history (from 2018) | ~3 years | ~193 trading days |
| Premium ($75/mo) | 37,500 bars | full history (from 2018) | ~7.5 years | ~482 trading days |
The bar limit is the total number of candles the platform will load and process. When you select a shorter interval, each bar represents a smaller slice of time, so the same bar budget covers a shorter calendar period.
Data Coverage
- Maximum historical depth: Data begins from January 2018.
- Minimum interval: 1 minute.
- Data type: Best Bid/Offer (BBO) — not last-trade or consolidated.
If your selected interval and bar limit would request data beyond the available history, the platform loads data starting from the earliest available date (January 2018).
Example
Suppose you are on the Pro plan (15,000 bars) and want to backtest a mean-reversion strategy on AAPL:
- Daily candles (D1): 15,000 bars covers roughly 60 years of trading days, but the platform caps at the available history (from 2018). You get the full historical depth — more than enough to test across multiple market cycles.
- 15-minute candles (M15): 15,000 bars covers approximately 577 trading days (~2.3 years). Useful for intraday pattern research with meaningful sample size.
- 1-minute candles (M1): 15,000 bars covers about 38 trading days. Best suited for high-frequency signal validation or short-term microstructure analysis.
Choosing the right interval-to-bar-limit ratio is a practical decision. Longer intervals give you more historical coverage for regime testing; shorter intervals give you granular precision for timing-sensitive strategies. Your plan's bar limit determines the trade-off.
Data Freshness
| Databento (US Stocks & CME) | MT5 Broker Data | |
|---|---|---|
| Update frequency | Once daily at 6:00 AM UTC | Real-time via broker |
| Delay | 24h (equities, CME) | None — broker native |
| History depth | From January 2018 | Depends on broker |
| Instruments | 120 US stocks + 11 CME futures | Full broker universe |
| BBO spread data | Included | Depends on broker |
Databento update cycle: Data refreshes once per day at 6:00 AM UTC. US equities carry a 24-hour delay. The most recent candle available is always from the previous trading session. For strategy backtesting and historical analysis this has no impact on result quality.
MT5 data: Sourced entirely from your connected broker terminal. Not subject to any Strateda-side processing or delay.
New instruments can be added to the Databento library on request — both additional US equities and new CME futures contracts. Contact Strateda support if you need an instrument not currently available.