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...
Thanks for the response. Turns out all you need is TIF = GTC on a LIMIT order. Successfully sent orders to NYSE & INET before the close and...
Looking for some info, request is out to broker but I'm still waiting on their response. I know for NYSE you need to have your order in by 2:45...
Thanks for the reply. That was my first guess as well but the liquidity flag indicates it removed liquidity and did not get routed.
Still waiting on response from broker, figured I'd throw this one out there and see what you guys think. 100 lot posted bid @ ARCA. 5 seconds...
I'm looking for historical EOD data on equities (say top 1500 by mktcap) going back 10 years. I also need corporate action data...
Thanks for the reply. If you're using Perl, you can bypass the screen-scraping and use the Finance::YahooQuote package. It has been working...
I currently fetch my mktcap, sector, etc. info nightly using perl script(s) against Yahoo finance (using Finance::YahooQuote & scraping)....
Just saw the message that OTC symbols A-J are unavailable. Which explains why some of my orders made it through.
GS is telling me it's a street-wide problem. Anyone else experiencing the same thing?
Separate names with a comma.