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7

What you are looking for is generally called "machine-readable news". Here are the ones I know about off hand: Dow Jones Elementized News Feed Thompson Reuters News Feed Direct Bloomberg Event-Driven Trading Feed NASDAQ OMX Event-Driven Analytics Good luck getting reliable latency figures from any of those vendors though.


6

Concur with Thomas for most part, though I would recommend you to sign up for a trial with Dow Jones Newswire. I like the API and app that Newsware ( http://www.newsware.com/) makes available. It is not suitable for hft but I use it in order to stay informed and look up often used mnemonics. I think they have a pretty capable API and I remember they offer ...


5

Since you mentioned economic number releases you may be interested in AlphaFlash. For trading economic releases they have a fiber that runs into the NY4 data center an supposedly shaves a couple of milliseconds off.


4

It would be relatively trivial to implement a web scraper for any website you were interested in gathering news from - see Beautiful Soup for Python. This would allow you to gather and analyse news data from multiple sources in a way that may be more robust than relying on a single service. For example, you could screen scrape a certain website for the news ...


3

News is not free, and hence you won't find a company offering machine readable news services for free. My best suggestion is to ask a machine readable news company for a day's worth of historical data. Even that might not work, however, as they won't waste their time if they don't think you're going to buy their service.


2

If you are an academic interested in this field I would suggest contacting Sirca. Thomson Reuters is active with academics through their partnership with Sirca in Australia (www.sirca.org.au). Sirca has other machine readable text products available.


1

How about: Barnhart, Scott W. "The effects of macroeconomic announcements on commodity prices." American Journal of Agricultural Economics 71.2 (1989): 389-403. This article analyzes the immediate reaction of a representative sample of commodity prices and two T-bill yields to the unanticipated components of thirteen macroeconomic announcements. ...



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