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You can also download daily tick data from Yahoo Finance for free, They offer bid/ask, volume, and adjusted closes.
by a904guy 16y ago
You can also download daily tick data from Yahoo Finance for free, They offer bid/ask, volume, and adjusted closes.
- i2pi 16y ago"Tick data" refers to trade by trade execution data. Daily data is end of day summary data. If you are doing HFT, you need tick data and the market depth. Huge volumes of data compared to daily close data.
- a904guy 16y agoAye, Tick data is needed for HFT, no doubt there. I was actually talking towards this thread which mentioned that they should try algorithmic trading first. Which you can build a successful system around daily closes, as long as you plan to hold your equity for over a 24hr period.