Any open source back test engine using bloomberg tick-by-tick data?
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Ian Xu
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Published on 2012-11-22T08:23:30Z
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2012/12/01
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bloomberg
|algorithmic-trading
I have a back test on index futures to do. I've finished the test on 1-minute OHLC data and the result is OK. Further I want to opt our tick-by-tick data downloaded from Bloomberg.
I have browsed the internet and found that several trading platforms are available for such function but Bloomberg is not in the data source providers list. So I think these are not suitable for my case.
I'm wondering whether there is any open-source engine that I may embed to finish the test?
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