Betfair volume data

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racepunter
Posts: 8
Joined: Sun Apr 30, 2023 4:10 pm

Hi, everybody.

I'm trying to create strategies based on betfair volumes and odds movements. I want to do some backtesting for my systems using data from at least the last 2-3 years.
I am currently doing such backtesting with the help of Bet Mover and BF Charts , but it is not very convenient and takes a very long time.
Maybe there are other services that could help me? Or is there only one option - buying historical data from the Betfair and create some software for processing it?
triggers
Posts: 3
Joined: Sun May 24, 2020 11:18 am

Have you seen BFStats?
They have a volume based report already and can create a custom for you.
racepunter
Posts: 8
Joined: Sun Apr 30, 2023 4:10 pm

triggers wrote:
Fri Jun 02, 2023 9:03 am
Have you seen BFStats?
They have a volume based report already and can create a custom for you.
Yes, I know about this service.

But they want 50GBP for a month's access to a report. I suppose they mean the reports they already made.

And they ask from 400GBP for a custom report. I think it is very expensive.

Besides, I noticed that some of their data is not correct.
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ShaunWhite
Posts: 9731
Joined: Sat Sep 03, 2016 3:42 am

If you want to do any sort of data led analysis then day 1 has to be getting on top of collecting data. Betfair provide the necessary libraries (vba, python and c#) to enable you to capture the api stream which is the same as the 'pro' tick data (which I store in SQL). And it's free if you ask nicely or a lifetime fee of £300 if you don't. Don't waste your time collecting partial or incomplete data in excel or similar.

As for the backtest there's a large community of helpful people using the free simulator 'betcode' or they write their own which was my preference, again using free Betfair libraries. With the right setup you can accurately simulate years of trading on multiple strategies overnight on your servers. Betfair are hugely supportive of the automation community because they create the lion's share of their liquidity and they're happy to give you 1 to 1 help if it might be mutually beneficial.
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