Free\Cheap data suppliers

Use this forum to discuss data providers like CSI, charting, or other non testing software.
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freeman
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Free\Cheap data suppliers

Post by freeman »

Has anybody had thing to do with www.FreeData.DataSharks.com before?
There data is cheap but from well known source,Yahoo,who get there data from CSI.

I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which makes it handy for small acc start ups.

any feed back appreciated.
freeman
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Re: Free\Cheap data suppliers

Post by freeman »

freeman wrote:Has anybody had thing to do with www.FreeData.DataSharks.com before?
There data is cheap but from well known source,Yahoo,who get there data from CSI.

I also found free EOD from www.proRealTime.com or u can pay for live feed,i note they do supply a spreadbetting firm with there live feeds,which makes it handy for small acc start ups.

any feed back appreciated.
The link above FreeData.DataSharks is garbage.
Please try this 1 www.DataSharks.biz worth a look.
Regards
AFJ Garner
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Post by AFJ Garner »

Freeman
I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you.

You need to make sure your free data comes with appropriate software to construct the necessary contracts.
freeman
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Post by freeman »

AFJ Garner wrote:Freeman
I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you.

You need to make sure your free data comes with appropriate software to construct the necessary contracts.
I had no knowldge of this,i have just found some good reading by Bob Pelletir at Unfair Advantage,thanks for pointing us in the right direction.
freeman
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Post by freeman »

freeman wrote:
AFJ Garner wrote:Freeman
I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you.

You need to make sure your free data comes with appropriate software to construct the necessary contracts.
I had no knowldge of this,i have just found some good reading by Bob Pelletir at Unfair Advantage,thanks for pointing us in the right direction.
freeman
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Post by freeman »

freeman wrote:
freeman wrote:
AFJ Garner wrote:Freeman
I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you.

You need to make sure your free data comes with appropriate software to construct the necessary contracts.
I had no knowldge of this,i have just found some good reading by Bob Pelletir at Unfair Advantage,thanks for pointing us in the right direction.

My pardon AGF,not sure y double message,
i have fully advanced in concatenation contracts,the unending study of a an ever changing subject,(sound familiar),another step,,i have also read the threads related to this subject,cheers,freeman.
jw
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ML Downloader

Post by jw »

I tried the eval of MLDownloader, and it seemed to do what I wanted. It provides access to end-of-day data via Yahoo.

I'm currently using eSignal and QCollector, and my own perl scripts to download the dividend data, as I seem to be laboring under the misaprehension that I need intraday data.
painless
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Post by painless »

Anybody have experience with CRB futures data? I have CSI at the moment and I am not impressed. Apart from all the errors I have a horrible suspicion they are using the settlement price as the close on futures contracts. Can anyone shed any light on this?
AFJ Garner
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Post by AFJ Garner »

I'm very interested in the same question and have e-mailed them with a few questions re how flexible their software is: does it back adjust for gaps with continuous contracts, can you choose which months to include, what is the flexibility on roll criteria. In my case its for backup - I'm satisfied with CSI.

Also their indices are very useful indeed for backtesting ETF proxies - and you can download those for free.
painless
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Post by painless »

Yes I don't get it at all. I don't use the close field as part of my strategy, fortunately.
CSI has an option that allows you to modify the high/low of the day so that the close falls within it. I suspect that you would just be ruining your data to accomodate the settlement price, not the close. As far as I know the settlement is just an arbitary number and may not reflect any traded price at all.

Yes fund managers and bean counters might need it but for testing but for trading strategies I would suggest it is completely the wrong thing to use.
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Post by painless »

CRB reply "Blair, we use the settlement price. For our data center downloads, we update these twice a day. Once at 5:30 PM CST, and again at 7:30 PM CST to account for any settlements that come in late."

Reuters reply "Thank you for your interest in data from Reuters DataLink. Yes, the close is the closing price."

I queried Reuters again to ask if the settlement field is available.
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