First Trade Date

jpmcewen

Member
I'm interested in trying to build an indicator like the Decennial Cycle or Larry William's Trading Day of the Month...

What is the best way to find the First Trade Date of a security without needing data outside of Thinkorswim? The best I could think of was a fold using the counting of trading days backwards (so to speak) and then another fold to build the indicator forward. Is that the best approach or is there a better way I'm not seeing/finding?

EDIT: Perhaps I should just start with a date like Jan 1, 1900, ignore non-trading days, and use a recursion or compound? At least that's the thought now. Any thoughts are appreciated.
 
Last edited:
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I'm interested in trying to build an indicator like the Decennial Cycle or Larry William's Trading Day of the Month...

What is the best way to find the First Trade Date of a security without needing data outside of Thinkorswim? The best I could think of was a fold using the counting of trading days backwards (so to speak) and then another fold to build the indicator forward. Is that the best approach or is there a better way I'm not seeing/finding?

EDIT: Perhaps I should just start with a date like Jan 1, 1900, ignore non-trading days, and use a recursion or compound? At least that's the thought now. Any thoughts are appreciated.
It is not possible due to the limited history available in ToS.
I'm interested in trying to build an indicator like the Decennial Cycle or Larry William's Trading Day of the Month...

What is the best way to find the First Trade Date of a security without needing data outside of Thinkorswim? The best I could think of was a fold using the counting of trading days backwards (so to speak) and then another fold to build the indicator forward. Is that the best approach or is there a better way I'm not seeing/finding?

EDIT: Perhaps I should just start with a date like Jan 1, 1900, ignore non-trading days, and use a recursion or compound? At least that's the thought now. Any thoughts are appreciated.
It is not possible due to the limited history available in ToS.
 
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Hi @MerryDay I appreciate your response. Please correct me if I'm wrong but I thought ToS provided up to 39,999 bars with data going back to 1902 in some cases. From the second link:
To complement the new time selector, the thinkorswim platform has greatly expanded the amount of intraday and daily data available for individual stocks and indices. All symbols now offer intraday hourly data going back as far as 360 days. And data for U.S. equities and indexes has been expanded as far back as 1902.

If I'm incorrect, is there a better way to find the first date of data for an equity besides bar counting from today?
 
Hi @MerryDay I appreciate your response. Please correct me if I'm wrong but I thought ToS provided up to 39,999 bars with data going back to 1902 in some cases. From the second link:


If I'm incorrect, is there a better way to find the first date of data for an equity besides bar counting from today?
The scanner goes back 4 years on daily. So you probably would have to look at yearly and use the bar counter and look for when the price is not a number (isNan)
 

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