Recent content by techer

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    Master list of free financial data

    So, most of the free historical stock data sources I have seen posted are not all that great. Yahoo comes the closest with split/dividend adjustments, but Yahoo is also rife with errors. Generally my go to source for free daily data is the free data offered by QuantQuote...
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    Can anyone recommend a good real time data feed?

    Just an update. For some time, I got live data via my broker where I was colocated (Lightspeed Trading for those interested), but after 4 months (coincidentally right after the 3 months trial period), they pulled a bait and switch and started assessing steep monthly minimums. It was very...
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    2011-2012 Quantnet Ranking of Financial Engineering (MFE) Programs

    I'm surprised Caltech isn't on the AdvancedTrading or QuantNet list. Caltech turns out a huge number of quants that now occupy high positions at pretty much every single major firm that has a quant trading presence. A few years back anyways, it was rare to make it through a superday without at...
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    second resolution stock data?

    A couple years ago, I started getting into quant trading beginning with daily resolution data and eventually moving to minute resolution data. I started my search for data on this forum and eventually found a great vendor for minute resolution data (QuantQuote for those interested). Now that...
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    good historical tick resolution data vendors (us equities)?

    I would like to purchase tick resolution data from 2006 to the present for NYSE/NASDAQ/AMEX. Does anybody have any recommendations for a high quality vendor that is also cost effective?
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    Free historical intraday stock data?

    I thought I would post an update to my original post so perhaps this can help others in the future. First, comprehensive free historical intraday stock data doesn't exist unless you are a student. If you are a student though, see if you can access the Wharton Research Database Services (WRDS)...
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    Can anyone recommend a good real time data feed?

    Thanks for the info, that was really useful, it could be a good place to start making some calls. Does anybody have some actual experience with a low latency data provider and can provide more specific feedback? There seem to be a plethora of firms out there that all claim to offer services...
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    Can anyone recommend a good real time data feed?

    One hour latency is trivial. One minute latency is also trivial. It only become difficult when you get down to sub 5 seconds. I was hoping some people on this board would have professional insight on how this is usually done and which providers they use.
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    Can anyone recommend a good real time data feed?

    My budget is $500-1000/mo. Basically, I need to be able to scan entire NYSE/NASDAQ with around 2 second max latency. The only data I need is most recent bid/ask/trade. Bandwidth should not be an issue on my end (100Mbit connection). Data aggregated from all market centers would be nice (i.e...
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    Free historical intraday stock data?

    can you direct me to some of these threads you speak of? i did a quick search for historical data and was unable to turn up anything.
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    Free historical intraday stock data?

    Does anybody know where I can get free historical intraday stock data? I'd like to try to get 15 minute interval data for a new model I am working on. Alternative, if somebody has this data available already, I would much appreciate it if you were willing to share.
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