4 ms·
Ideas on where one can get viable data?
by jason_slack 9y ago
Ideas on where one can get viable data?
- DoritoChef 9y agoI've heard good things about Quandl, especially if you're willing to foot the bill for some of their premium datasets. https://www.quandl.com/ https://www.quandl.com/
- SirLJ 9y agoCheapest I can find for 20+ years us stock market data, was on eBay for $100
- jason_slack 9y agoI would have never thought of that. Do you have any info on making a trading bot?
- SirLJ 9y agoI am always on a look out for data... On how to build the bot, the best documentation would be your discount broker API, here is IB for example... From here the sky is the limit... https://www.interactivebrokers.com/en/index.php?f=5041 https://www.interactivebrokers.com/en/index.php?f=5041
- jason_slack 9y agoThanks. I don't see an e-mail in your profile, but mine is in my profile. If you want to continue this conversation, hit me up.
- jason_slack 9y agoCan you share how much computing power is needed to have a bot (or several) automating trading?
- SirLJ 9y agoNot much to be frank, as this is not a HFT related, so basically any linux VPS will do, (I have a few around the world for redundancy)
- jason_slack 9y agoand if it becomes an HFT situation?
- SirLJ 9y agofor HFT, you'll need millions for infrastructure, co locating servers in the stock exchanges, etc... definitely not one man life style business...
- jason_slack 9y agoIsn't this data the same one can get from Yahoo Finance?
- SirLJ 9y agoNot anymore, the yahoo finance is unfortunately broken...
- jason_slack 9y agoI have it working pulling historical data based on symbol
- SirLJ 9y agoSure, but there are maybe over 10000 companies including non existing ones and you need them all for your back testing to be valid...
- jason_slack 9y agoI see your point. Scripting this and running on cron could help.
- SirLJ 9y agoMake sure the delisted companies are included...