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12

That was the devaluation of the French franc on 8 August, 1969 (by 12.5% in terms of par value), decided by President Pompidou and his finance minister Giscard d'Estaing. In those days exchange rates were quasi-fixed but subject to periodic realignments (the so-called Bretton Woods system of exchange rates, which was replaced by today's floating rate system ...


5

Markit Pricing Data is a prime source for cds data (not free).


4

You are not clear if you want the S&P500 index (SPY), OPRA Options or the Futures. Having spent a lot of time exploring vendors, here is a summary to help you (in alphabetical order): AlgoSeek.com : Intraday data back to 2007 for US Equities, Futures and Options. So you can get S&P 500 data. Intraday they have tick, 1 sec, 1 min and 5 min OHLC ...


3

I dont know of any provider that fulfills your whole requirements, but perhaps I can give you some useful information. General thoughts: Some vendors (e.g. MSCI) can have statements in their license agreements that prohibit an entity from storing historical data older than e.g. 3 years. This could be one obstacle in finding a supplier who has full 10 year ...


2

Many funds, that manage ETFs provide this on their webpages. E.g. SDPR (SPY, XL* family) has is in "NAV history" xls file on https://www.spdrs.com/product/fund.seam?ticker=SPY


2

You have to be careful when saying "I would have done this". It's too easy in backtesting to make this mistake. From your description of the data, you have no way of knowing it was in a downtrend, until the downtrend was over or ,at least already in full swing. Nathan S's answer and radpin's comments are exactly what you have to do. I didn't answer just ...


2

It all depends to me on whether your system can categorize a price series as "upward trending." I want objective, programmed rules. If my system includes a market condition filter then not only can I ignore cases that would not pass it, but I must ignore them to measure the system. If I invent the rule to optimize performance that ran cold in some tested ...


2

I'm not sure if you are looking for the components only or if you want more data, like the weights in the index. Unfortunately, unlike most other data on the web, it's hard to get any good financial data for free. The only easy way is to pay for accessing it through a financial data provider such as Bloomberg (with MEMB function when you select an index). ...


2

My understanding is that there are multiple S&P500 total return indexes. Each has a different base year, 1936, 1970, 1988 and year to date. If you can't find the ticker for the different indexes on bloomberg or by asking support, you could try s&p themselves. I was also able to find 1970 to present here(not sure on quality), ...


2

Historical intraday data for S&P500 going back to the 1980's is available from Tickdata.com . It is not free.


2

You can try premiumdata.net. Among several sources I used this provides most clean data. They account for splits and dividends. Delisted securities are present in the data. This is not free but the price is modest for this quality for my point of view. They provide EOD data for US, Australian and Singapore stock exchanges.


2

If you have a friend studying at almost any university you can get access to WRDS. Inside WRDS just go to Compustat which has all the info you need for dates since 1950.


2

If you plot the price series against volume or open interest, you'll see there was no trading at all in the contract during the early part of the series. This is common for futures – the exchange lists quite a few of them, but only nearby expiries are actually traded. The other contracts still have daily settlement prices, but cannot be relied upon.


2

Compustat supports unlimited data export keeps the history of disbanded entities provides restatements since 1950 + point-in-time data since 1986 coverage since 1950 list of variables (data guide) Compustat is a S&P subsidiary. It goes as a plugin for CapitalIQ (also S&P), WRDS, CRSP, and other platforms. Pricing starts from \$3k. A platform ...


2

For what concerns Forex data which is, however financial data after all, I often use http://www.histdata.com/. Their data is delivered in .CSV format. For timeframes, I quote the website: We can only deliver you time ordered Tick and M1 (1 minute) data. The data that we have available is organized by forex-pair/year/month. They also provide data for ...


2

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 = ...


2

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


1

Native support is very limited. TradeStation's WebAPI pretty much works with any language because it is wrapped in HTTP calls using RESTful. If a platform has an API that supports std C/C++ interfaces, you can write a wrapper to extend the API to python. Search for "Calling C from Python". It is more work to code, but otherwise your choices are very ...


1

Let me guess, you fell for one of the fake Quantquote reviews and decided to purchase their buggy data? The reason for the missing quotes is Quantquote data is more of a snap-shot of market activity. It will not record every quote the way TickData or CQG does. ActiveTick is not as expansive as TickData but is more comprehensive than Quantquote. Maybe this ...


1

You won't get an exact answer for this I'm sure, all one can say is welcome to the world of finance and bad data. All jokes aside there could be a number of reasons (one vendor missed a message, network lag, not getting quotes from a certain exchange exc).


1

There are two mainly (good) free sources available online: wolphramalpha.com Quandl They report the mainly market and fundamental data, so you will not find any particular fundamental accounting ratio. In the case you need particular ratio or data, you should get some better financial data provider, as, for instance, Bloomberg or Thompson Reuters.


1

If you are using Bloomberg then you can pull prices adjusted for corporate actions such as splits, dividends, and other capital adjustments, assuming this meets your needs (i.e. momentum based quant strategies). If you know which global equity indices to track then you can pull the historical constituents to minimise survivorship bias. In Bloomberg, MSCI ...


1

Thomson Reuters Tick History. Reasons you might want to use it: 1) It has just about everything you could possibly imagine, going back a long way, and more. 2) The API is (mostly) straightforward to use, so you can download tons of stuff without mucking around in Excel or spreadsheets of any kind. 3) The data can arrive pre-cleaned. Of course, it is ...


1

If you are looking for historical data there are a few websites I can think of that provide it. www.eodata.com provides 30 days of historical EOD data for free in various text formats. Additionally, you can purchase up to 90 months of historical intraday data as well. An added benefit is that they cover US Options, Mutual Funds, Currencies, and ...


1

Every exchange in North America sells their historical data. NYSE and Nasdaq are the one's I'm most familiar with. They will sell you the data on a one off instance, ie no monthly fees, just a single flat rate.


1

This data isn't free obviously, but Euronext (the index provider) might be inclined to give you this information if it's for academic purposes. It's advertised on their website here: https://www.euronext.com/fr/market-data/products/end-day-index-data


1

As you said yourself, Yahoo finance provides the historical stock data. The only thing left is to know the historical composition of the CAC40. This information can be extracted from the french wikipedia site about the CAC40, or from the source @jean-paul-sartre mentioned. In my answer I will concentrate on how to scrap the information. Some time ago I ...


1

If paying for it is not an issue you should get CRSP dataset which is available on Wharton Research Data Services. I think the only thing you can't do is search by ISIN. However, you do can get all stocks of an index in a single file. Also you can search by ticker, permno, permco, secid, etc.


1

You can find dataset you need on QUANDL (although some data service is for paying, it is a good data source and not expensive); there are a lot of fundamentals data, surely all you need and you download them in CSV format too. I also know that they provide different frequencies and so even the quarterly frequency. The only problem is that you have to ...


1

Good old Wikipedia: Here is a list of largest one day gains on the Dow Jones. I also think they have a list for the S&P 500 largest one day gains



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