

Ask HN: Where can I get/buy stock market data? - Slashed

Basically, to get started I need only U.S. stock market data. It'd better to have real-time streaming, but 15m delayed feed is alright as well. Thanks.
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steveplace
I'm assuming you want to backtest the data for some automated trading system.

You can have a system that works very well with Yahoo data but not in the real
world due to two reasons:

-data integrity

-survivorship bias

So to get good data you need to pay. It's imperative you have good data.

A couple sites: Futures Data (free):
[http://www.tradingblox.com/tradingblox/free-historical-
data....](http://www.tradingblox.com/tradingblox/free-historical-data.htm)

Futures Data (paid): <http://www.pinnacledata.com/>

Stock Data (paid, highly recommended): <http://www.premiumdata.net/>

Stock Data (paid): <http://www.csidata.com/>

You can get forex data from oanda, fxcm, metatrader, ninjatrader.

You can also backtest on tradestation.

Also, tick data and OHLC data can affect your style-- if you're swing trading
you need OHLC but if you're doing more short term, you need tick data.

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rstonge
I use DTN's NxCore for US Level I real-time data (last sale + bid/ask
updates). The feed is excellent, but costs $500 per month. Here is the link:
<http://www.dtnmarketaccess.com/>

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steveitis
If you want real time streaming, you can sign up for tdameritrade, and then
request API access.

It's free, and decent quality.

The interface is RESTful, but the data is a funky binary format that's hard to
parse without the documentation they make you sign an NDA to get.

[http://www.tdameritrade.com/tradingtools/partnertools/api_de...](http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html)

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SingAlong
Google has a Finance API here <http://code.google.com/apis/finance/>

also if you choose Yahoo <http://code.google.com/p/yahoo-finance-stock-data/>

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clistctrl
wow when did google get that finance api?

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Slashed
I want to thank everyone who helped me to get all the information I need on
this. Though I found the solution which fits me most(xignite.com 59USD/month
for real-time quotes), I wouldn't be able to do it without you. Thank you.

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chaosmachine
A friend of mine had some success scraping Yahoo Finance.

<http://finance.yahoo.com/q/hp?s=GOOG>

There's a CSV download option.

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clistctrl
I've done this too, but to be honest its not worth much. If you need minute by
minute data then you probably need it to be real time (this is 12 minutes
behind) however for most technical strategies you can use end of day data. For
this I find google's data to be the most accurate, and easiest to scrape. here
is an example url:

The base is <http://www.google.com/finance/historical?q=> then the symbol such
as goog then you need to specify a start date by adding the query string
"startdate" to the url along with the query string "enddate" and finally you
will always want to dump it as a csv: "output=csv"

a note about the dates, It should be formatted in such a way that it is
[Month][Day][%2C+][Year] where Month is the first 3 letters of the month.

all together it would look like this:
[http://www.google.com/finance/historicalq=goog&startdate...](http://www.google.com/finance/historicalq=goog&startdate=Dec+13%2C+2007&enddate=Dec+7%2C+2009&output=csv)

I should note that has been some changes since the last time I've ran the code
to scrape the data, but i don't think things have changed dramatically.

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bioweek
Also is there anywhere to get free historical options prices?

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steveplace
It's not going to be free. There's exchange data prices, etc.

