PQ Prime Quant Strategy research platform
Data Sourcing

Market Data Guide

Learn how to source, clean, and structure historical market data for accurate and reliable backtesting, parameter sweeps, and walk-forward validation on Prime Quant.

Where to Get Historical Market Data

Explore different ways to obtain historical OHLCV data, from trading platforms and brokers to public datasets and professional data providers.

Export from Trading Platforms

Download historical OHLC data from charting or trading platforms that support CSV export.

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Export from Brokers

Use historical OHLC data exported from your brokerage account or broker platform.

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Free Public Data Sources

Explore free historical market data from public datasets, exchanges, or financial archives.

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Professional Data Vendors

Use paid data providers when you need cleaner, deeper, or more specialized market data.

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Looking for region-specific data sources or asset coverage? Explore detailed guides for different markets and providers.

Prepare Your Data for Upload

Ensure your dataset is correctly structured before uploading. Your data must include required price columns and a valid date-time format for accurate strategy testing.

View Data Requirements

Data Format Examples

Example A - Single datetime column

Valid format
Datetime Open High Low Close Volume (optional)
2024-04-28 09:30 22410.25 22455.80 22396.40 22432.10 184220
2024-04-28 09:45 22435.10 22502.45 22404.35 22496.90 192008
2024-04-28 10:00 22492.20 22510.75 22428.50 22440.60 176514

Example B - Separate date and time columns

Valid format
Date Time Open High Low Close Volume (optional)
2024-04-28 09:30 22410.25 22455.80 22396.40 22432.10 184220
2024-04-28 09:45 22435.10 22502.45 22404.35 22496.90 192008
2024-04-28 10:00 22492.20 22510.75 22428.50 22440.60 176514

Quick Start Guide

01

Download Historical Data

Export or download historical OHLC data from your trading platform, broker, or trusted data source.

02

Check Required Columns

Make sure the file includes open, high, low, and close columns, plus a usable datetime or date/time structure.

03

Review Formatting

Column names are not case-sensitive, column order does not matter, and extra columns are allowed.

04

Upload Your Dataset

Upload your CSV or XLSX file during strategy setup and confirm the structure before running the test.

Common upload checks preview
Flexible data structure preview

Need detailed guidance?

Find more articles on preparing datasets and troubleshooting uploads.