Data Sets and Feeds



Sourcing historical data sets, real-time feeds and APIs, pricing, etc.

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  1. Historical Data

    Started by OkComp Oct 6, 2009
    Replies:
    20
    Views:
    12,583
    MarkBrown
    Sep 13, 2024

  2. Retail Sentiment Data and COT Data

    Started by bpenn34 Sep 17, 2024
    Replies:
    3
    Views:
    7,357
    newbunch
    Sep 17, 2024

  3. Total Returns

    Started by VicBee Oct 5, 2024
    Replies:
    4
    Views:
    6,188
    VicBee
    Oct 7, 2024

  4. Bloomberg Terminal

    Started by .sigma Jan 14, 2020
    Replies:
    16
    Views:
    7,656
    QuantVPS
    Nov 17, 2024

  5. Looking for unadjusted, survivorship bias free EOD data

    Started by Begbie00 Nov 17, 2024
    Replies:
    4
    Views:
    5,169
    odlareg
    Nov 20, 2024

  6. Early MOC imbalance data

    Started by p0box4 Mar 31, 2024
    Replies:
    23
    Views:
    12,599
    furtunious
    Nov 21, 2024

  7. Where can I find historic settlement data for GC Gold and other futures.

    Started by philster123 Dec 1, 2024
    Replies:
    0
    Views:
    4,914
    philster123
    Dec 1, 2024

  8. Where to download free (or at least dirt cheap) historical data?

    Started by barkbark Nov 10, 2024
    Replies:
    8
    Views:
    9,090
    Mel Chizedek
    Dec 5, 2024

  9. What's Up With Eoddata.com?

    Started by TopTrader8 Dec 5, 2024
    Replies:
    16
    Views:
    6,931
    projecttoday
    Dec 12, 2024

  10. CMEGroup Liquidity Data Bank

    Started by jeb9999 Aug 21, 2009
    Replies:
    5
    Views:
    13,842
    Ndjdnd
    Dec 13, 2024

  11. polygon.io issues

    Started by otctrade Jan 23, 2025
    Replies:
    2
    Views:
    4,492
    otctrade
    Feb 2, 2025

  12. Ultra-low-latency news feed delivery

    Started by gery_cu Feb 4, 2025
    Replies:
    7
    Views:
    5,828
    gery_cu
    Feb 5, 2025

  13. How big is x1 day S&P 500 E-Mini data file for tick (L1) and LOB (L2)

    Started by HitAndMissLab Aug 20, 2024
    Replies:
    9
    Views:
    12,327
    tradeit1337
    Feb 16, 2025

  14. Need tick data for ES , throw me a bone here

    Started by itg Jan 27, 2024
    Replies:
    17
    Views:
    9,926
    Overnight
    Feb 20, 2025

  15. Hobbyist ideas: what to do with L2 data

    Started by applejuice Feb 26, 2025
    Replies:
    12
    Views:
    5,231
    qlai
    Feb 26, 2025
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