Data Sets and Feeds



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

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  1. How do I know if the data I received is accurate ?

    Started by Iwilldoit Aug 5, 2015
    Replies:
    21
    Views:
    3,158
    Iwilldoit
    Aug 22, 2015

  2. reconstructing LOB from NASDAQ ITCH feed - hidden execution messages

    Started by basic_trader Aug 19, 2015
    Replies:
    5
    Views:
    1,343
    activetick
    Aug 21, 2015

  3. Historical Future Option Prices

    Started by KiwiFi May 11, 2015
    Replies:
    8
    Views:
    1,668
    johnelite
    Aug 16, 2015

  4. TickData - any opinions ?

    Started by syswizard Jun 3, 2015
    Replies:
    3
    Views:
    1,044
    johnelite
    Aug 16, 2015

  5. IB: Euronext Total Bundle and MATIF data

    Started by i960 Aug 15, 2015
    Replies:
    0
    Views:
    2,096
    i960
    Aug 15, 2015

  6. Historical Indicator Data (ie, 200-day MA, short float, etc.)

    Started by bellman Aug 13, 2015
    Replies:
    0
    Views:
    621
    bellman
    Aug 13, 2015

  7. Interactive Broker market depth column descriptions

    Started by tradingcomputer Aug 11, 2015
    Replies:
    1
    Views:
    842
    tradingcomputer
    Aug 12, 2015

  8. confused with vol zero and open zero in historic daily EOD data

    Started by aqtrader Aug 3, 2015
    Replies:
    5
    Views:
    796
    jharmon
    Aug 4, 2015

  9. Where is the Activetick API document?

    Started by hardywu Jul 9, 2015
    Replies:
    26
    Views:
    10,888
    hardywu
    Aug 4, 2015

  10. Historical VIX Futures

    Started by Victory5 Aug 2, 2015
    Replies:
    4
    Views:
    959
    cdcaveman
    Aug 4, 2015

  11. IQFeed historical data does not include days with zero volume?

    Started by dholliday Jan 15, 2012
    Replies:
    2
    Views:
    1,452
    jharmon
    Aug 3, 2015

  12. Is Level 2 relevant in an era of dark pools?

    Started by hedron Jul 31, 2015
    Replies:
    6
    Views:
    2,161
    volpunter
    Aug 1, 2015

  13. NASDAQ OpenView

    Started by cjbuckley4 Jul 20, 2015
    Replies:
    0
    Views:
    1,603
    cjbuckley4
    Jul 20, 2015

  14. Ernie Chan: Do not use data before 2009

    Started by Sergio77 Jul 8, 2015
    Replies:
    13
    Views:
    1,980
    marketsurfer
    Jul 14, 2015

  15. Fresh list of active symbols

    Started by activetick Jul 10, 2015
    Replies:
    3
    Views:
    2,015
    aqtrader
    Jul 10, 2015
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