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This has been driving me nuts as well! Thanks for providing the spreadsheet. Looking at MSN Money there is a discrepancy of over 11B in market cap between viewing GOOG and GOOGL shares! GOOGL has a market cap associated with 537B and GOOG has a market cap of 526B. I don't understand how one site can list two different market caps based on the class of ...


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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 ...


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


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You are not clear if you mean Level 2 data as in top-of-book for each exchange showing the Bid/Ask from exchange or each exchange's direct feed with full depth. The exchange full depth direct feeds have become very expensive in last few years as exchanges increase revenue from them, for example NYSE OpenBook is now approx 6,000 per month and Nasdaq Itch is ...


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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 ...


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Whereas when you marketmake on a last-look basis: - You, the marketmaker, are sending indicative prices to the ECN - The ECN sends orders to you and is at risk (since you have the option to reject, hopefully rarely) When you marketmake on a no-last-look (NLL) basis: - the ECN is sending indicative prices - You, the marketmaker, send orders to the ECN and ...



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