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Mind sharing where you get your market data? Are you using a paper account that you can simulate the trades? what markets are you participated in? Apologies fo

by a_c 9y ago

Mind sharing where you get your market data? Are you using a paper account that you can simulate the trades? what markets are you participated in? Apologies for the burst of questions. Am interested in testing out some ideas too

jason_slack 9y ago
Historically I have scraped data, but now: http://eoddata.com/default.aspx http://eoddata.com/default.aspx
- turc1656 9y ago
  Be careful. EODdata has a lot of data issues. Seriously...a lot. I would recommend checking out Alpha Vantage. It's free and I didn't see any of the issues with their data that I saw with EODdata.
  - jason_slack 9y ago
    WOW! OMG. Thanks for mentioning your experience. Can you share more about this? My e-mail is in my profile if you want to do it privately. Thanks for mentioning Alpha Vantage. I will check them out.
    - turc1656 9y ago
      No need for private communications. Probably better to have here anyway for anyone else who is curious. I was thinking of using their data to help test and run a system I am working on. I was excited to see that their stuff is free for what I need, as long as I wait until after a specified time to grab it (9 PM EST). I started looking at the data and noticed that it doesn't track corporate actions well at all. This becomes very problematic when you need to track your day over day returns for a security. There were also unexplained gaps and spikes in historical data. For index data, the lists seemed inconsistent in that things would seemingly drop out and then back in from day to the next leaving you with having to manually acquire the value of certain indices manually or having to process a historical file for that index to fill the gap. Historical files are not adjusted properly for actions like splits and ticker changes. Basically it boils down to there being a very, very limited use case for a provider like EODdata. Also, it should be noted that while I was never a paying subscriber, their subscribers have said there is virtually no customer service. I thought that might be the case looking at the website. It seems like EODdata was basically put on autopilot a long time ago and just left to run with no one at the helm. From a security standpoint, I recall them not using HTTPS (that should give you an idea of how long they haven't updated their site or security) and I clearly remember them storing passwords as plain text because I did a "forgot password" and it emailed it to me. In fact, I just did it again now to make sure I wasn't crazy, and sure enough, they haven't fixed anything. Still no HTTPS (even when manually typing in the HTTPS:// prefix) and it just emailed me my password (which was set to a bullshit password that I would never remember after discovering this gaping, unforgivable security travesty). I also remember having issues with some of the downloads not working correctly. All in all, I'm damn near certain someone has this site on full autopilot and never fixes, updates, or even maintains anything. The plain text password nonsense should be enough right there to disqualify its usage, even if you are only using the free service(s) and never provide your payment details, and even if you use a unique password. If you were actually thinking of providing payment details, it's a clear and total no-go. There are additional reviews from other people at these links: https://quant.stackexchange.com/questions/3284/is-eoddata-a-good-data-source https://quant.stackexchange.com/questions/3284/is-eoddata-a-... http://www.trade2win.com/reviews/data_feeds/82-eod-data#reviews-wrapper http://www.trade2win.com/reviews/data_feeds/82-eod-data#revi... They mention a lot of what I have talked about and more.
      - jason_slack 9y ago
        Thank you. I appreciate the word of caution. I'll look at the place you mention too.

by a_c 9y ago

jason_slack 9y ago

Historically I have scraped data, but now: http://eoddata.com/default.aspx http://eoddata.com/default.aspx

turc1656 9y ago
Be careful. EODdata has a lot of data issues. Seriously...a lot. I would recommend checking out Alpha Vantage. It's free and I didn't see any of the issues with their data that I saw with EODdata.
- jason_slack 9y ago
  WOW! OMG. Thanks for mentioning your experience. Can you share more about this? My e-mail is in my profile if you want to do it privately. Thanks for mentioning Alpha Vantage. I will check them out.
  - turc1656 9y ago
    No need for private communications. Probably better to have here anyway for anyone else who is curious. I was thinking of using their data to help test and run a system I am working on. I was excited to see that their stuff is free for what I need, as long as I wait until after a specified time to grab it (9 PM EST). I started looking at the data and noticed that it doesn't track corporate actions well at all. This becomes very problematic when you need to track your day over day returns for a security. There were also unexplained gaps and spikes in historical data. For index data, the lists seemed inconsistent in that things would seemingly drop out and then back in from day to the next leaving you with having to manually acquire the value of certain indices manually or having to process a historical file for that index to fill the gap. Historical files are not adjusted properly for actions like splits and ticker changes. Basically it boils down to there being a very, very limited use case for a provider like EODdata. Also, it should be noted that while I was never a paying subscriber, their subscribers have said there is virtually no customer service. I thought that might be the case looking at the website. It seems like EODdata was basically put on autopilot a long time ago and just left to run with no one at the helm. From a security standpoint, I recall them not using HTTPS (that should give you an idea of how long they haven't updated their site or security) and I clearly remember them storing passwords as plain text because I did a "forgot password" and it emailed it to me. In fact, I just did it again now to make sure I wasn't crazy, and sure enough, they haven't fixed anything. Still no HTTPS (even when manually typing in the HTTPS:// prefix) and it just emailed me my password (which was set to a bullshit password that I would never remember after discovering this gaping, unforgivable security travesty). I also remember having issues with some of the downloads not working correctly. All in all, I'm damn near certain someone has this site on full autopilot and never fixes, updates, or even maintains anything. The plain text password nonsense should be enough right there to disqualify its usage, even if you are only using the free service(s) and never provide your payment details, and even if you use a unique password. If you were actually thinking of providing payment details, it's a clear and total no-go. There are additional reviews from other people at these links: https://quant.stackexchange.com/questions/3284/is-eoddata-a-good-data-source https://quant.stackexchange.com/questions/3284/is-eoddata-a-... http://www.trade2win.com/reviews/data_feeds/82-eod-data#reviews-wrapper http://www.trade2win.com/reviews/data_feeds/82-eod-data#revi... They mention a lot of what I have talked about and more.
    - jason_slack 9y ago
      Thank you. I appreciate the word of caution. I'll look at the place you mention too.