5 ms·
Opentick: free real-time and historical market data for trading systems and trading platforms
- andr 19y agoWow! Companies like Reuters charge $5000+ per month per seat for data like this! Not to mention that their data is pretty crappy. Too bad they don't have any FX data.
- marcus 19y agoTry using data from Interactive Brokers. You can pull up to a year of historical data on FX in minute resolution, and it is free.
- asp742 19y agoThere's a Python wrapper to the C++ API floating around too http://sctrading.blogspot.com/2008/03/opentick-python-api.html http://sctrading.blogspot.com/2008/03/opentick-python-api.ht...
- jorgeortiz85 19y agoNot exactly open source: "Can I redistribute the market data? Unfortunately, at this time, opentick does not allow redistribution of the data due to various rules and regulations. However, when this possible, we would be happy to notify you." (from the FAQ) but still, this is awesome... becoming a quant millionaire just got a whole lot easier ;)
- brfox 19y agoI checked the site... Do they only provide an API or can we actually download the data? It looks like they charge money for NASDAQ and NYSE. It does seem like a stretch to call it open if they charge money and only provide an API.
- pchivers 19y ago> It does seem like a stretch to call it open if they charge money and only provide an API. I agree. It doesn't look like much of the data is available for free: http://www.opentick.com/index.php?app=content&event=market_data&PHPSESSID=fpp6km66svlt843b0mmuvq8hd7 http://www.opentick.com/index.php?app=content&event=mark...
- dsplaisted 19y agoHistorical data should be available for free. The money you pay for real-time data is the exchange fee- ie it is paid to the NASDAQ, NYSE, or whoever. The exchanges do not allow real-time data to be offered for free.
- cellis 19y agoFirms that compiled the data should sell it at whatever price the market is willing to pay. Just because the value of information tends toward zero, does not mean that the price should.
- cellis 19y agoI didn't know there were wannabe quants on YC. I thought they were all on nuclearphynance. ( Which you should check out if you are interested in seeing how the real quants do things. Opentick was on np about 2 years ago. )
- jorgeortiz85 19y agoahh, i'm not a wannabe-quant, just a recovering former hedge fund employee.
- nickb 19y agoThis is awesome! Google has been promising this for over a year and have delivered nothing. Great that someone else managed to release the data!
- ssanders82 19y agoThis has been around for at least a few years. It's cool, but I'll warn you that some of the data isn't super-clean. IIRC, there were a few daily data holes, and even more so in the intraday data However, for the price, it's pretty awesome to play around with.
- maheshcr 19y agoShould this be joining the entry at http://news.ycombinator.com/item?id=158998 http://news.ycombinator.com/item?id=158998 ?
- danohuiginn 19y agoUnless I'm missing something, they currently aren't letting people create new accounts. So whatever free data they have (and they charge for most things, apparently) is unavailable for now anyway.