hello there, I am looking for historical market data at the moment, I dont think I can get it tick by tick, but may be in 1 or 5 minute intervals is a good start. any idea where I can get data like this? I am building the mechanic of the feed by the way. many thanks
I've made a thread on my forum ( sorry, it's in french ): lots of urls for free datas:http://www.autotradingforums.com/viewtopic.php?t=89 The best free data source I know is to subscribe to a Visualchart platform free trial:http://www.visualchart.com. You can download a great number american and european futures ,stocks, and forex between 6 PM and 8 PM French time. It's down to 1 min. Data is from Comstock.Once you trial period has ended up, you can still export datas. Real cool.
> www.opentick.com I almost signed up with opentick, but changed my mind when I read their customer agreement. Basically, they reserve the right to physically inspect your computer at their whim and take anything they want.
Here is the relevant section: 4. INSPECTION AND AUDIT RIGHTS. At all reasonable times during the term of this Agreement and for a period of six (6) months thereafter, OTNT and/or its representatives shall have the right, upon no less than twenty-four (24) hours notice to Subscriber, to full and free access to the relevant files, computers and/or equipment of Subscriber and to inspect the use of the Licensed Product and/or Data by Subscriber. Subscriber shall cooperate fully with such verification and inspection. OTNT shall have the right to copy any item that Subscriber may possess with respect to a possible violation or breach of this Agreement and to remove any Licensed Product and/or access to Data as a result of any such violation or breach. Subscriber will be liable for the reasonable costs of any audit (including, without limitation, reasonable accountants' and attorneys' fees and costs) that reveals a discrepancy in OTNT' favor of five percent (5%) or more of the amount of fees actually paid to OTNT for the then-current calendar month.
Hi, I think it's reasonable clause, taking into account that you get quality (and not delayed) data for free. Opentick guys may have huge problems if you, for example, start re-distributing their data. Other data providers like Bloomberg would ask you for much more in terms of data security. Though I tend to agree that it's somewhat a confusing clause... Regards, Anton
Hi, I'm testing OpenTick data. They are quite reliable but I got the following problem with Futures Tick prices. During trade break they always transmit some <b>Ticks with size zero</b>, for example the EURUSD yesterday: ----Date--- -UtcTime -price -size volume 2007-03-22 23:30:06 1,3374 ----0 199693 2007-03-22 23:30:06 1,3369 ----0 199693 2007-03-22 23:30:06 1,3376 ----0 199693 2007-03-22 21:24:05 1,3377 ----0 199032 2007-03-22 21:03:04 ----0--- ----0 199032 2007-03-22 21:02:51 1,3379 ----0 199032 2007-03-22 21:02:51 <b>1,3356</b> ---0 199032 - <b>previous Low ?</b> 2007-03-22 21:02:51 1,3358 ----0 199032 2007-03-22 21:02:37 ----0--- ----0 199032 What is the meaning of these ticks and to what timespan do they relate? <B>Any hint would be great.</b> Regards Martin