http://www.nasdaq.com/symbol/adi/historical Looks like you can add up to 25 symbols. Should be able to hack up with your favorite scripting...
http://www.nasdaqtrader.com/files/crosses/CrossStats20140102.txt Data usually available the next day and is available historically by changing...
Thanks, unfortunately going through a broker isn't an option for the data.
Anyone know where I can get opening/closing auction volume for individual securities on the NYSE? It's freely available from NASDAQ but I believe...
By consolidated I mean the CTA & UTP equity feeds as opposed to processing exchange feeds directly.
Nice thread. Do you feel it is still possible to make money using the consolidated feeds (assuming colo, etc). Or do you feel the latency of...
where do you send IO close orders for listed symbols? NYSE? From what I can tell INET supports listed but I don't see any volume in listed when I...
If I submit a LIMIT order to INET before the OA cutoff with the session tags set to both pre-open & core, will this order participate in the OA?...
I write perl scripts (although it could be in Python, Java, etc) that basically act like web browsers and download web pages with the data I care...
Well, I know if I don't do it this way I get an email first thing AM from our compliance dept. But here is an excerpt from the Reg SHO FAQ at...
LONG 100, want to sell 300. I know I have to split this into two orders, SELL 100, SELL_SHORT 200. If I then decide I only want to SELL 200, can...
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