Best source for Historical data and Auto trading?

Discussion in 'Data Sets and Feeds' started by amitman, Dec 26, 2010.

  1. I have 3 years of about 3k symbols. Right now its up to about 6TB compressed and growing by the day - but that's level2 with depth of book, size, spreads, etc.

    How many symbols are you looking for and for how long? Do you have the space to keep it all?
     
    #11     Dec 28, 2010
  2. amitman

    amitman

    Hi winston, Sent you a PM.
     
    #12     Jan 2, 2011
  3. Is there a tutorial somewhere on how to import bar data from text files and/or TradeStation?
     
    #13     Jan 24, 2011
  4. I am developing an automated quant highly scalper trading system and i thank you for sharing this opinion/suggestion.. I will consider in my developing. Thanks again
     
    #14     Jan 26, 2011

  5. Trading Physics is interesting, however only the first 10 downloads are free. I'm guessing the first 10 days of intraday data.
     
    #15     Jan 29, 2011

  6. I am also looking for quotes data for back-testing purposes. Could you PM me on this board ?
     
    #16     Mar 10, 2011
  7. biba4

    biba4

    You can start collecting intraday data for free by pulling real-time data from Yahoo site. You can use MLDownloader software: http://www.trading-tools.com/mld.htm

    Companies like eSignal and IQFeed offer about three years of historical data.

    To download more data than that, use Kibot or some similar data provider.
     
    #17     Mar 23, 2011
  8. Thank you for the suggestions.
    The Kibot site only offers 1 minute data. I am interested in tick data especially best bid-ask quotes (or top of the book).
     
    #18     Mar 23, 2011
  9. Occam

    Occam

    DTN NxCore has this historically as well as RT if you're willing to use their API and your budget is in the 000's.
     
    #19     Mar 30, 2011
  10. They are not THAT expensive. I get them for CME group and all incl. I pay well below 1000 USD.
     
    #20     Mar 31, 2011