As a subscriber to Commodity System Inc's EOD stock data (which I use as a back-up source among many), I'd like to inspire a bit of competition between CSI and their low-cost rivals, Norgate and MetaStock, by publishing a comprehensive review of all three databases, using CRSP as the "gold standard". Customers of any of these three low-cost EOD stock data services would stand to benefit from this review, and I might even discover that Norgate or MetaStock is superior to CSI for my purposes (though I have always believed otherwise). Since I am not a subscriber to either Norgate's PremiumData nor MetaStock's DataLink, I'm wondering if anyone would be willing to donate the data from these sources for the review. If so, please send me a private message. In the case of Norgate, I would prefer someone who is one of their "alpha tester" customers.
Hi, Were you able to complete your review? I would be interested in the results. I'm currently using Yahoo data but I'm a bit tired of scraping it. So I'm looking to purchase some data but I'm not sure which company to go with. Cheers.
No I was not. I still need subscribers to Norgate's PremiumData and MetaStock's DataLink to collaborate with me on this.
Does CSI have a different symbol for regular trading hours and globex US treasury 30 year futures? Does the globex symbol use the globex close or the settlement price two hours earlier?
CSI have a symbol for globex bonds ZB which has the correct 4pm CST close. Reuters/metastock on both Eikon/xenith and datalink use the 2pm settlement on both US and 1US symbols. On friday 29/5/2015 bonds sold off after the settlement changing the candle from a bullish continuation to a bearish shooting star on daily charts. In the three days since bonds are off six points. In Esignal right click on the chart/edit chart and then unselect use settlement as close on daily and higher intervals to get correct charts.
I have asked premium data/norgate and pinnacle data to consider using the different settlement and close figures on two symbols even after the pit closes on 2nd July as the settlement time will still be 2pm and the close 4pm cst. I confirmed this with the CME settlements department today.