Included market data

Why this matters

Backtesting normally means sourcing and paying for historical data before you can test anything. Agenticks includes the history, so a backtest is something you can run on the free plan without a data subscription.

US equities and ETFs

• 1,776 current US common stocks and ETFs
• 1,306 stocks and 470 ETFs
• History from no earlier than 2000-01-01 through 2026-03-31
• Split adjusted, regular session OHLCV
• Timeframes 1m, 5m, 15m, 30m, 1h and 1d

History depth is per instrument. A company that listed in 2019 has history from 2019, not from 2000.

Futures

• Roots NQ, MNQ, ES, MES, GC, MGC, SI and SIL
• 24 hour bars from 2016, kept current daily
• Timeframes 1m, 5m, 15m, 30m, 1h and 1d
• A micro contract reads its full-size contract's series and applies its own multiplier

Futures history is Agenticks-owned rather than a vendor feed.

There is no five-year cap

Older Agenticks material described a five-year backtest window. That is out of date. The limit on a backtest is the instrument's own listing depth, within the coverage above.

Limits

Historical and simulated results can be overfit, incomplete or misleading, and live fills, slippage, fees and latency differ from a backtest. Backtests do not predict future results.