New tool for building multi stock time series data sets

Discussion in 'Data Sets and Feeds' started by Eric_Larson, Feb 22, 2011.

  1. Hi:

    I have built a new tool that makes it easy to get multi-stock time series.

    You select as many names as you want and then you can download a data set of daily, weekly, monthly, quarterly or annual closing prices for all the stocks in one clean data set. levels or % change. includes indices too.

    feedback, comments, etc appreciated.

  2. benwm


    Nice idea. If you could get OHLCV then it really would be good..

  3. added OHLCV. thanks for the suggestion.

  4. added OHLCV. thanks for the suggestion.
  5. benwm


    Maybe you also include an OHLCV graph type as an alternative to the line chart? ie. Volume below the main chart with candlesticks in the main chart to represent OHLC.

    Then just try and polish off the charting display, including:-
    ability to compare two or more stocks
    ability to compare individual stock versus the averages/sector
    some nice colours & fonts, ability to change scaling, gridlines
    bigger charts

    I notice that there is a futures section also. Really for all these financial products you want OHLCV for backtesting or doing any serious analytical work. Are you able to update this information for each of the futures products too?

    It would be quite useful to be able to grab hold of commodity futures and financial futures daily OHLCV data over a really long time period, 10+ years say...

    Did you know Gold was at $35 in 1931 and today is $1400?!