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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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The data from hopey.netfonds is only data from the exchange. In this case all transactions you see there are NASDAQ quotations , hence the "O" after AAPL. It fails to provide transactions from other venues such as BATS etc. which is what free data providers usually use as Google finance


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Data set A does look like transactions, but I would hesitate to say that it is every transaction. You would need to investigate the data source and how transactions are defined. Data set B looks like BBO (best bid and offer). Data sets C and D are not estimations; they're aggregations to a higher periodicity. You need to investigate the data sources for ...


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FYI, @Alpha13, if you are still following this, Quantopian, a retail algo platform just added share buy-back data to their data catalog. I'm not affiliated with the company, but thought it might help you: https://www.quantopian.com/posts/sneak-peek-using-a-quantopian-research-notebook-to-analyze-share-buyback-data



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