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I'm interested in playing with algorithmic (maybe even HF) trading to see if it's fun. Can anyone recommend a source of data on the cheap so I can papertrade?
by Sukotto 16y ago
I'm interested in playing with algorithmic (maybe even HF) trading to see if it's fun.
Can anyone recommend a source of data on the cheap so I can papertrade? Clearly realtime data feeds are going to cost... but isn't there some public repository of historical data someplace?
- nzmsv 16y agoNASDAQ has some sample data here: ftp://emi.nasdaq.com/ITCH/ Their website also has a description of the format: http://www.nasdaqtrader.com/content/technicalSupport/specifications/dataproducts/tvitch-v4.pdf http://www.nasdaqtrader.com/content/technicalSupport/specifi...
- jamii 16y agoWe are actively looking for market makers for smarkets.com . No fees and very little competition, it may be worth checking out if you want somewhere easy to get started. We just released a public API: http://apidocs.s3-external-3.amazonaws.com/index.html http://apidocs.s3-external-3.amazonaws.com/index.html
- paulgb 16y agoLooks fun. What's the daily trading volume like?
- jamii 16y agoSince we launched in February: 6085.51 | 2010-2 6375.40 | 2010-3 51072.15 | 2010-4 194208.93 | 2010-5 111775.68 | 2010-6 65577.25 | 2010-7 The spike is from the world cup. We will probably see a similar spike in August when the premier league starts.
- nivertech 16y agoDo you make markets yourself? If I take the trouble and make markets for your exchange, will I be competing with another market makers and market participants only or with the exchange too?
- jamii 16y agoWe currently run an in-house market maker but we don't really want to. The reason for releasing a public API is to bring in outside market makers to provide liquidity so we can focus on running the exchange.