I don't know anything about Bright but there are a ton of firms that are trying to get "tick data" just to say they have it as an attraction to potential HFT/algo guys.
We're not looking at HFT type traders. (But we have come up with some stuff on benefitting from them ). This particular request is for hedged strategies with swing trading timeframes.
I said ASFASIK - As far as I know. I have used it and only noticed prices as of financial reporting period end dates. I haven't looked too hard for other market data, but have been told common practice is to merge compustat financial statement data with market data from another source. Which is what I have done.
http://staging.compustatresources.com/Compustat_Database/ Integrated Databases Market Data including historical daily and monthly prices, dividends, and corporate actions...
Well, the name-brand quant firms use multiple vendors for price/returns data, since those data are cheap relative to the other databases offered by Compustat, Reuters, Factset et al -- and they cross-check to clean up errors and outliers. But, more to the point -- OP seems to have disappeared from the thread, so we're just talking to ourselves. If/when OP comes back, will be interesting to hear what he decided to do.
Hi Guys, I'm still here. Lots of good info so far. I'm going to check into Compustat further. Thx, Cash
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 symbol number limitations and its database is more complete than CSI's (eg. CSI commonly misses our the "when issued" period of trading for spinoffs and its data doesn't always start at the IPO date, particularly for older stocks, plus there are lots missing historically too).
was last seen in 2015. You committed thread necromancy on a 10 year old thread. But thanks for the info.