Hi all, I would like to try writing a program to analyze stocks. This is my first post and I am a total beginner. Is there a way to have the hourly (or by the minute or second) prices of all stocks streamed over the internet to my computer? Are there any open source toolboxes for capturing them and playing with them? I am fairly able to adapt to most languages. Thanks Jim
I guess I am old fashioned, but how do you represent stock prices other than as numbers? You want a data feed. And that will cost you money. I doubt you have the computing power to handle a one second data feed of all stock trades. Why don't you start by downloading daily stock data from Yahoo for a bunch of symbols and working with those numbers.
Here is a data feed: https://www.iqfeed.net . Or you can just code in python. https://www.quantopian.com
Hi jeb, thanks for the reply. The trading stations I've seen show data as charts; what I meant was I want the number rather than a chart. Hopefully somebody will know of free data streams, we'll see. How much computing power do you think? I have 24 cores, 64gb of ram, 3 M2 SSDs in a Raid1, another 4tb Raid1 (and a 16tb Raid1 external and 3tb Raid1 NAS for backup) on my primary. I also have access to a couple supercomputers, one has hundreds of processors and a few TB of RAM, not sure on the other one but it's much newer and bigger. On at least 100GB ethernet backbone. The daily stock quotes is a good idea but I was hoping not to to have to enter numbers by hand. Thanks again. Jim
It doesn't take much computing power to process streaming tick data. I use IQFeed. I checked CPU usage right after the market opened, running systems on around 1200 of the most liquid symbols (stocks). On an old i7 (1.7 ghz) laptop I was running about 3% cpu usage. -David