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Merge pull request #1555 from bug-or-feature/feature-1553-how-to-get-up-to-date-initial-data
Update docs to show to get up to date initial data
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docs/backtesting.md

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## How do I....Use different data or instruments
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The default data used for the simulation is CSV files for futures stitched prices, FX and contract related data. It's my intention to update this and try to keep it reasonably current with each release. The data is stored in the [data/futures directory](/data/futures)
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The default data used for the simulation is CSV files for futures stitched prices, FX and contract related data. It's my intention to update this and try to keep it reasonably current with each release. The data is stored in the [data/futures directory](/data/futures). See [update Sep 2025](/docs/data.md#note-on-outdated-shipped-csv-data)
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You can update that data, if you wish. Be careful to save it as a CSV with the right formatting, or pandas will complain. Check that a file is correctly formatted like so:
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docs/data.md

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* [Table of Contents](#table-of-contents)
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* [Part 1: A futures data workflow](#part-1-a-futures-data-workflow)
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* [A note on data storage](#a-note-on-data-storage)
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* [Note on outdated shipped CSV data](#note-on-outdated-shipped-csv-data)
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* [Instrument configuration and spread costs](#instrument-configuration-and-spread-costs)
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* [Roll parameter configuration](#roll-parameter-configuration)
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* ['RollOffsetDays'](#rolloffsetdays)
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Before we start, another note: Confusingly, data can be stored or come from various places, which include:
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1. CSV files containing data that pysystemtrade is shipped with (stored in [this set of directories](/data/futures)). Any CSV data 'pipeline' object defaults to using this data set.
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1. CSV files containing data that pysystemtrade is shipped with (stored in [this set of directories](/data/futures)). Any CSV data 'pipeline' object defaults to using this data set. See [note below](#note-on-outdated-shipped-csv-data)
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2. configuration CSV files used to initialise the system, such as [`/data/futures/csvconfig/spreadcosts.csv`](/data/futures/csvconfig/spreadcosts.csv)
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3. Temporary CSV files created in the process of initialising the databases
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4. Backup CSV files, created by the production system.
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Because of this it's possible at (almost) every stage to store data in either CSV or databases (the exception are roll calendars, which only live in CSV format).
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### Note on outdated shipped CSV data
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The CSV multiple and adjusted files supplied with the project have not been updated since March 2024, when Rob stepped back from the project. You can find an updated (sub)set of files in [this project](https://github.com/bug-or-feature/pst-csv-data). See the [discussion here](https://github.com/robcarver17/pysystemtrade/discussions/1553)
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## Instrument configuration and spread costs
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### Updating shipped multiple prices
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Assuming that you have an Interactive Brokers account, you might want to update the (stale) data that you have [downloaded from the repo](/docs/backtesting.md#setting-up-mongodb-and-parquet) before [calculating back adjusted prices](#creating-and-storing-back-adjusted-prices).
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See [this script](https://github.com/robcarver17/pysystemtrade/blob/develop/sysinit/futures/adhoc/update_provided_multiple_prices.py)
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Assuming that you have an Interactive Brokers account, you might want to update the (stale) data that you have [downloaded from the repo](/docs/backtesting.md#setting-up-mongodb-and-parquet) before [calculating back adjusted prices](#creating-and-storing-back-adjusted-prices). [See this note](#note-on-outdated-shipped-csv-data)
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A first step is to [update the sampled contracts available](/docs/production.md#update-sampled-contracts-daily), and [their historical prices](/docs/production.md#update-futures-contract-historical-price-data-daily). This might entail [manually checking](/docs/production.md#manual-check-of-futures-contract-historical-price-data) historical prices with spikes.
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