Do you have historical market/pricing ticket data that you would like to donate to the Open Source Trader project (OST)??

Please: upload your files! Once we gather some data, we'll do our best to help create an excellent web-service (RESTFul API) based repository of free market tick data. If we can afford the services, I'll host it in a cloud-platform (but that's still to-be-decided)

No we are not going to resell your data!!! The only income the site has right now is revenue from CPC advertising, and we'll use this to fund the bandwidth and server space required to redistribute data for free later.


Upload here: http://www.opensourcetrader.com/api/free-tick-data/

P.S. Keep checking for updates, free market data of any size-able breadth or depth that is none-paid and redistributable for our project (visa via the now defunct 'opentick') has been hard to come by, so I'm soliciting for donations of data dumps!!

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    $\begingroup$ 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. $\endgroup$ – chrisaycock May 25 '11 at 4:08
  • $\begingroup$ @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... $\endgroup$ – jordan.baucke May 25 '11 at 5:03
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    $\begingroup$ 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. $\endgroup$ – Louis Marascio Sep 8 '11 at 17:32
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    $\begingroup$ 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??? $\endgroup$ – Tal Fishman Sep 18 '11 at 21:13
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    $\begingroup$ @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...) $\endgroup$ – jordan.baucke Sep 18 '11 at 21:21

While noble, unfortunately, this type of effort is not very practical. Mostly because market data is a major source of revenue for the market centers and is never simply given away, at least not in intraday form. A few things to consider:

  1. Becoming a market data distributor is both costly and entails entering into agreements with each market center. If we simply consider US equities, that means completing contracts with a minimum of: NASDAQ, NYSE, BATS, and Direct Edge. This isn't a fun process. Simply purchasing data directly from these places, with no intent to re-distribute, entails tens to hundreds of pages of contract documents.

  2. If you do become a distributor you will be required to maintain accurate records of your end users. Not only that, but most venues require you to maintain records of your end users uses of the data. For example, one end user using the data on two separate devices would be responsible for paying twice for their market data usage. You have to collect device fees from these users, build a report, send that report to the market center, and then cut a check to the market center for your end users uses. This isn't a fun process.

Web sites such as Yahoo and Google pay handsomely for their right to redistribute data. Intraday data made available via API likely only represents a specific market center. For example, Yahoo, unsurprisingly, gets their intraday quotes from BATS. BATS is the easiest to work with in regards to market data (and most things, actually).

If I were to contribute my market data to this effort I would be in violation of the many agreements I've signed as an end user of data. All of those agreements require me to indicate whether I intend to redistribute etc. Receiving data from folks that have no right to redistribute is a quick way to run into trouble, IMO.

  • $\begingroup$ thanks for your thoughtful response. I have actually spoken with an individual whom is in the process of becoming a 'data distributor', and your sentiment on the subject is similar to his: It ain't easy and it ain't cheap $\endgroup$ – jordan.baucke Sep 19 '11 at 20:24

Dukascopy publish free historical csv tick data but have a convoluted flash widget to access it.

This website has a series of tutorial on developing a php script to download and extract all the compressed files. http://4xtutor.com/category/autotrade/market-data/

I have written my own python scripts which I will upload if anyone wants it

There are samples of NASDAQ ITCH data which can be used for checking parser implementations against the latest protocol here: ftp://emi.nasdaq.com/ITCH/

  • $\begingroup$ Dukascopy allows tick data downloading, and as much of it as you want, via their trading platform (even with a demo account). $\endgroup$ – Joseph Dunn Mar 20 '12 at 15:49
  • $\begingroup$ Corrected my typo :). Yes their trading platform also does it but it limits the amount you can get at a time and becomes very tedious when it takes days to download the whole set for all currencies. Also I'd rather use a full featured connection library which allows me to reconnect and do multiple connections to ensure reliable downloading! $\endgroup$ – Jonathan Evans Mar 20 '12 at 19:30
  • $\begingroup$ From Dukascopy's website: "Please note: CSV data automatic download (robots, agents, etc) is not allowed. Your IP address will be blocked automatically at once and forever in case of failure to comply with these requirements." Alos, "It is prohibited to publicly display any part of the Data or disseminate it to any third parties." $\endgroup$ – user508 Apr 8 '12 at 17:49
  • $\begingroup$ @user508 just use a proxy... $\endgroup$ – quannabe Apr 27 '13 at 1:05
  • $\begingroup$ @JonathanEvans I would be interested in those Python scripts please. Perhaps we could "chat" about it. $\endgroup$ – ManInMoon Nov 28 '13 at 13:57

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