Free Market Data Server for Back Testing

Discussion in 'App Development' started by koistya, Dec 7, 2012.

Would you be interested in such market database?

  1. Yep

    3 vote(s)
    50.0%
  2. No

    2 vote(s)
    33.3%
  3. Dunno

    1 vote(s)
    16.7%
  1. koistya

    koistya

    Would you be interested in having a local market data server with stock quotes and other financial data available for back testing and feeding it into various tools of technical analysis (MATLAB, AmiBroker etc.)?

    It would update historical data automatically, check data integrity and keep it up to date. It would have API based access for optimized data reading and writing. Also you would be able to read data directly from its internal database. The internal storage database of your choice will be selected at install time. For now it's Microsoft SQL Server 2012, since it has column-based data representation similar to KDB+, it's an enterprise level DB and costs just $50 for the Developer edition.

    It's a free open source project! Feel free to post your suggestions and feature requests:

    http://github.com/kriasoft/market-data
     
  2. 2rosy

    2rosy

    At first I thought this was a server data feed but realized its a database (schema). How do you handle corporate actions? Scalability? Futures/options? Currency denomination?

    It's nice but I can use yahoo YQL and query their database using sql for this stuff.
     
  3. koistya

    koistya

    2rosy: Good points! I will try to handle all this + need to add an installer and some basic reference data (a list of exchanges, most common financial instruments, currencies)
     
  4. Just forget any other alternatives for EOD data:
    http://www.quandl.com simply rocks !
    It's very well done.
     
  5. All the value from data analysis...
    Comes from stuff that is nontrivial to integrate.
     
  6. jharmon

    jharmon

    How do you propose to pay for market data licenses?