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It is possible that they are getting "news", but what I feel these firms are doing is connecting to EMSX offered by Bloomberg which is an electronic trading platform. Which is why they would probably invest in sending microwave shots of data back to NJ. The data is : which broker offers which security at what rate. Earlier access to data implies that they ...


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First, if you are using python for this, I would recommend that you take a look at pandas in general and the pandas data reader package If data reliability is a concern, I recommend that you self-verify by randomly selecting dates and assets, pulling data from multiple sources (like say yahoo, google, and Quandl) and checking them against each other and ...


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One assumption is that both (or more) instruments are liquid enough to offer a market (both sides). You can use the bid/ask/mid (your choice) or "conflate" (implemented by the big boys on their data feeds). i.e. 1 second conflation: if no trade, send out last trade price (or assume so in your application).


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Netfonds offers free tick level data. They only offer a few days worth, but you can store it as you go. http://www.blackarbs.com/blog/3/22/2015/how-to-get-free-intraday-stock-data-from-netfonds ''' Netfonds import 5 days of intraday data ''' import numpy as np import pandas as p from pandas.tseries.offsets import * import datetime as dt import matplotlib....


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Better than Markit, you can have a look at https://www.datagrapple.com/ (subscription is free). About 1000 CDS are covered. Daily end-of-day prices (mid of a best bid/offer order book) from Jan 2006 and continues on an ongoing basis. There are the charts you want starting 2006. I think you may also be able to subscribe to an intra-day livefeed if you want.



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