Historical Data

Discussion in 'Data Sets and Feeds' started by polee2000, Jun 16, 2006.

  1. Currently I am using Access to collect data from TWS. 6 records/second not bad.
    I need to get a hold of historical data on some products
    Here is what I need

    consistent time interval(Seconds)
    Bid and Ask (perhaps bid and ask size)

    Time BID ASK
    9:00:01 100 101

    the fill is not important to me
  2. alanm


    Quote from kalzayani:
    I think

    From the website: "There are no monthly charges for the data as you download it directly from free Internet sources like Quote.com and Yahoo.com"

    Since when do Quote.com and Yahoo.com provide intra-day bid/ask data (let alone for free)?
  3. qll


    why do you pay for the software, when it is basically downloading data from yahoo or quote.com?

    you can write a program to do it within 5 minutes.

    just wonder if yahoo will ban your IP if you constantly hit them.
    i tried this in 2003 on dialup connection. working perfectly.