stockmarket datadump stats
Whatever you are searching for is called time and gross sales knowledge in the market. It is actually a tabular listing of each of the trades of a stock during the order wherein they occurred. It really is in general on the market on the trade just where you’ll find it traded.
posted by pjern at 8:forty three PM on December 9, 2008
one. You happen to be not likely in order to get any high-quality f-r-e-e tick (time/sales) data. You can give you the option for getting lower high-quality information somewhere, but it surely will suck for almost any sort of simulation. The massive variance between significant excellent quality and affordable level of quality data is always that small quality facts could have bucketing, incorrect timestamps, or gaps.
Huge fine quality facts is very highly-priced, http://www.extremefangrowth.com/christianlouboutinreplicaspring.html and **huge**.
2. interactive brokers and tradestation equally have retail-client API’s. IB is way superior imho, and that i know they offer demo accounts for screening software package.
As a person who does just this for do the trick, their is loads of programming skill-sets and sector juice at the regular timeframe. Any time you examine the favored existing strategies, you are getting rid of very likely your only possibility in everyday life of developing with a thing entirely different.
posted by H. Roark at 9:29 PM on December 9, christian louboutin shoes cheapenjoyreplicachristianlouboutin.com 2008
Have you seemed into Tradestation? I have never individually used it, but I’ve thought-about it. It offers a fairly refined programming interface and historic facts. It may possibly be experienced reasonably low priced once you use it to create some trades each and every month.
posted by joelr at 3:09 AM on December 10, 2008
IB’s info shouldn’t be accurate time and revenue, from what I have examine — certainly its improved from 2007 though, cheap christian louboutin shoes replica but I think not. I think Tradestation might have a more powerful historical facts established.
posted by Considerable Fat Tycoon at 6:fifty five AM on December ten, 2008
NYSE will sell you Trade and Quotation info; as other folks listed, it can be not good value and it happens to be voluminous.
If you’ve got an association using a University you could be equipped to have this info absolutely free. I’m associated with a few inside of the British isles and only one can provide scientists using this type of advice.
In relation to designs, you’ll need mastery of elementary studies well before moving into ARCH/GARCH (and related) solutions. The basics there get started with Pindyck Rubinfeld, extremefangrowth.com/buy-christian-louboutin-replica/ guide to Enders and afterwards on to varied journals, but if for almost any chance you’d like added existing / sophisticated reference please don’t wait to fall me a mail.
You might want not to look so closely at the equity markets, but rather focus your efforts on daily alterations inside inventory markets but taking into account other components that effect valuation – just from the leading of my head interest rates, extremefangrowth.com/christianlouboutinreplicaspring.html trade charges, CPI, the transform in oil rates, bullion price levels, christian louboutin outlet tons of useful show results is currently being executed now integrating information into share amount adjustments, etcetera.
This strategy would have the double advantage of scaled-down information sets (possibly only closing share costs) in addition to a bigger opportunity to reach at a one-of-a-kind perception.
Investigate it this fashion – virtually every grad university student in Econometrics has accomplished at GARCH modeling in some unspecified time in the future in their tutorial occupation, and with significant frequency information no much less – this way you’d be seeking in hopefully a completely new or no less than a lesser explored direction.
I’ve labored a whole lot equities being an asset course at an I-Bank (more latest in mounted salary credit derivatives today), and however instruct Forecasting Financial Marketplaces on the Masters amount, so I might have the opportunity to provide you with a more valuable reply if I do know more about your qualifications.
http://www.azxt.net/forum.php?mod=viewthread&tid=175529
http://clay.ertelecom.ru/node/2015378
http://www.lsshw.net/forum.php?mod=viewthread&tid=82491