As a real world example, downloading data from my various data providers, SSD reduced a day's update from around 5 minutes to about a minute...
Perhaps we decided that it did not represent a trading opportunity and didn't want to waste our time.
Is it proof that a high post count is not positively correlated to insightful observations about the market?
My monitor just exploded. Resize your image.
Some more sources are discussed here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=212720
If anyone has ANY evidence to show that any IB on a recognized exchange-traded market has "hunted stops" then they should show it now. By...
Maybe if you told us the symbols?
Two I've tried are CSI Data www.csidata.com and Premium Data www.premiumdata.net Of the two, Premium Data is the standout since it doesn't have...
You're actually talking about a custom programming effort (forget Excel for this task). It's not particularly complex though and a decent...
I disagree with the last sentence. All you need is an edge that few others have spotted or arbitraged. eg. Rather than just look at all...
Think it's an edge? Backtest it!
demand refund?
Are you legally allowed to sell the data? What is the source?
Trade FX Futures. At least your broker isn't trying to fleece you.
Evidence of all of the above required please. State: Data Feed Used, subscription undertaken, timestamp, data point (OHLCV) and same for...
I assume you are after daily OHLCVOI data for futures and futures options? What charting/analysis software do you use? Which markets/exchanges...
One of the issues that you will have is that US equities trade on multiple exchanges... so the you really need all order books on a synchronized...
Index providers do not adjust for normal cash dividends. They do adjust for special dividends though. The same goes for Bloomberg and I...
Actualy the current constituents are easy to find: http://www.russell.com/Indexes/membership/default.asp With regards to code...
Hi everyone, I am seeking data on Russell Index Constituents prior to 1990 for research on stock market crashes and corrections. Unfortunately...
Separate names with a comma.