Timeline for Do you have historical tick data you want to donate?
Current License: CC BY-SA 3.0
21 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 22, 2012 at 5:07 | comment | added | pyCthon | this "question" should be closed i agree with @TalFishman | |
| Mar 19, 2012 at 23:22 | answer | added | Jonathan Evans | timeline score: 3 | |
| Sep 19, 2011 at 20:23 | vote | accept | jordan.baucke | ||
| Sep 19, 2011 at 16:15 | answer | added | Louis Marascio | timeline score: 6 | |
| Sep 18, 2011 at 21:55 | comment | added | jordan.baucke | @TalFishman no I appreciate it...he absolutely should! I've learned a lot from everyone whom contacted me on and off the board. | |
| Sep 18, 2011 at 21:34 | comment | added | Tal Fishman | Thanks for your input, in that case perhaps @LouisMarascio should summarize his comments into an answer and you can mark it as answered. | |
| Sep 18, 2011 at 21:21 | comment | added | jordan.baucke | @Tal the people whom have donated data are more than welcome to 'answer' and anyone whom has commented is more than welcome to answer, if their answer is as insightful as some of the comments I would be more than happy to mark their answer as 'correct', it has already generated some good conversation and votes so I don't see why it should be closed (and verbally it is in the form of a question...) | |
| Sep 18, 2011 at 21:13 | comment | added | Tal Fishman | How is this question still open? It is clearly "not a real question" as it is rhetorical. Is there an actual "answer" that could be chosen as "correct"? Moderators??? | |
| Sep 10, 2011 at 0:19 | comment | added | Louis Marascio | They pay handsomely for the data and the right to let people download/view it. Also, daily data is not considered that valuable. It's the intraday stuff that the exchanges consider to be worth its weight in gold. Where intraday data is available, like on Yahoo, no history is made available. Yahoo licenses their intraday data from BATS, so even though you're getting the "real-time" quote, its only what's displayed on BATS Z. | |
| Sep 9, 2011 at 22:05 | comment | added | jordan.baucke | @Louis that makes sense -- probably the reason such services don't exist, or are few and far between. So the products like Google And Yahoo Finance - able to distribute their data to anyone because of it's relative simplicity? | |
| Sep 9, 2011 at 19:59 | comment | added | Louis Marascio | And unless you're willing to track all users of your data no venue that I know will sign you on as a distributor. Market data is big money for exchanges and they are very strict about license compliance. | |
| Sep 9, 2011 at 19:58 | comment | added | Louis Marascio | Both. To be clear, markets license market data for redistribution and direct use. Being licensed for direct use, which traders like myself are means we have no rights to re-distribute that data beyond our organization and must pay per use within our firm. Being a distributor carries with it additional cost that is collected from the resulting end user and often times requires that the data be modified in significant way. If I were to upload to you ITCH data from NASDAQ, I would be in serious violation of their licensing terms. | |
| Sep 9, 2011 at 19:41 | comment | added | jordan.baucke | @Louis - licensing terms from the 'vendors' or the 'markets' themselves? It's such an abstract concept. Also typical data (cleaned) doesn't have any sort of vendor/market-center meta-data. That would all be cleaned by the database sweeps - so theoretically unless it's illegal to state the price of a security that exists in the market - if I didn't buy that 'quote' from them? Is there any established case-law about this? | |
| Sep 8, 2011 at 17:32 | comment | added | Louis Marascio | While a noble endeavour this question isn't really relevant for this site, IMO. Such a request/call to action really should exist here as an open question, especially given that any contribution of said data would likely be in violation of the licensing terms. | |
| Aug 20, 2011 at 4:11 | comment | added | jordan.baucke | I have received some data and I'm very excited to get started creating an API ~ I'm also looking forward to any further donations that might be out there - I am setting up FTP access for those users whom want to upload data as I realize most of the data is sizable | |
| Jun 10, 2011 at 3:02 | comment | added | jordan.baucke | I've found that CME Group has a good set of data-products that one can become a distributor of for about $12k a year: http://www.cmegroup.com/market-data/distributor/ A light reading of their licensing agreement seems to indicate to me that this is what I need to access large amounts of data in a meaningful way, does anyone have any other recommended services? | |
| Jun 1, 2011 at 21:15 | comment | added | jordan.baucke | I'm willing to buy historical data/live-data as long as it can be licensed to be redistributed. If you have data to sell that can be licensed in this way please drop me a line. | |
| May 25, 2011 at 14:54 | history | tweeted | twitter.com/#!/StackQuant/status/73401452810342400 | ||
| May 25, 2011 at 5:03 | comment | added | jordan.baucke | @chrisaycock thanks for the notice! I absolutely agree, hence the call for 'donations' - if someone requests that I remove data per their 'copywrite' or some such, I'll absolutely be happy to do it. If someone has 'recorded' information one of their programs, and has the authority to redistribute it without license, that's what I'm looking for - or if someone wants to sell the data for redistribution at a reasonable price for a non-established currently non-for-profit project... | |
| May 25, 2011 at 4:08 | comment | added | chrisaycock | Careful! Would-be donors must have permission to upload the tick data. A lot of that stuff is very much copy-righted and the owners (often the data vendor) will be really upset if that stuff is posted on the interwebs. | |
| May 25, 2011 at 4:05 | history | asked | jordan.baucke | CC BY-SA 3.0 |