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Most of the information is not publicly available, nor are the data free of charge. One of the better sources is Kenny Tang's book, Tang, K., Ed. (2010). Weather Risk Management: A guide for corporations, hedge funds and investors, Risk Books. ISBN-13: 9781904339687


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Stock / ETF at 5-minute intervals can be downloaded from Yahoo Finance. See the code below: from urllib import urlretrieve import numpy as np, pandas as pd, sys import datetime as dt, requests import datetime, re, StringIO symbol = sys.argv[1] url='http://chartapi.finance.yahoo.com/instrument/1.0/%s/chartdata;type=quote;range=3d/csv' % symbol response = ...


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If you really just want the charts, you can get this on the TD Ameritrade platform. You do need a funded account, so it is not exactly "free" but there aren't any fees associated with it. In their desktop client, you can select "On Demand" mode. This gives you the ability to rewind to earlier points in history for sim trading purposes. Just rewind back ...



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