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Just for some info, maybe useful for someone. I detected spikes in EODData 20yr NASDAQ data (3005 symbols) and found 647 spikes. Yahoo has many of them detected/removed, so obviously they share the same source of data, at least for something. And EODData IS NOT doing even simplest automated spike detection. My algorithm is about 20 lines of C# code, very ...


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+1 for "feeling like the data is out there to be parsed for free". lol If data is just for toys, do: http://www.dxfeed.com/historical-tick-data/ They offer (free) tick data for May 6 2010 (flash crash). Scrape google. This question: Free intra-day equity data source


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You can try to scrape it from google finance for some US stocks in "real time", however there may be seconds of delay. Generally you need to pay exchanges an access fee for raw real time data, and they guard these feeds quite jealously.


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You need Reuters RFA or SFC API access, they both give access to historical data, that you are able to lookup with a ticker symbol. See: https://customers.reuters.com/developer/apis_tech.aspx


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Without knowing more about the data, the security was probably halted. Is the pricing staled day over day? More info would be good.


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You can get individual company revenue and industry classification on Quantopian. You could then calculate the correlations. The data comes from Morningstar as described here: https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting (disclosure: I'm the ceo of quantopian).


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Sageworks has the data you'll need and will allow you run these correlations within their software.


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Here's the SPX & DAX data in CSV format (you can open in Excel): http://real-chart.finance.yahoo.com/table.csv?s=%5EGDAXI&d=11&e=1&f=2014&g=d&a=10&b=26&c=1990&ignore=.csv http://real-chart.finance.yahoo.com/table.csv?s=%5EGSPC&d=11&e=1&f=2014&g=d&a=0&b=3&c=1950&ignore=.csv and ...


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None of the previous answers have mentioned the fact that Bloomberg supports an API with support for all the main languages (C, C++, Java, Python, Perl -- and even Node and Haskell support on GitHub), on all the relevant operating systems: Windows, Linux, OS X, Solaris. This includes support for tick data which is stored in a rolling window (ie from ...


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The answer to your question probably depends on the type of the security you want to query the data from, their vendor (not Bloomberg, the original vendor) and your license with Bloomberg. I don't remember having no access to intraday data, but I remember having limited history for sure (more data implied more fees as far as I can remember). But in ...



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