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Questions tagged [market-data]

Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.

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Where can I find statistical data about legal lawsuits against commercial and investment banks?

I am searching international statistical data about legal lawsuits against banks over allegations on on money laundering, tax fraud, suspicious transaction, financial markets prices manipulation, ...
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1answer
133 views

Is there a website with text-only (quick downloads) of stock data (symbol, price, etc.)? [duplicate]

Is there a website that provides a .csv file of every U.S. stock or a text-only web page of U.S. stocks (e.g., symbol, last trading price, price-to-earnings ratio etc.)? If there is no free one, what ...
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86 views

Julia: Passing arguments to quandl function through the map() function

I am new to julia, and I am trying to use "map()" to apply the function "quandl" on an array of (n x 1) stock tickers. (http://quandljl.readthedocs.io/en/latest/get_data.html) However, I wish to pass ...
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1answer
69 views

List of US Indices [duplicate]

I need to do symbology translations between two financial systems. One part of this is to identify a symbol that is an index in one system so that I can prepend a character to it when I send it to the ...
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0answers
38 views

Source for Normalized File of ETF Holdings [duplicate]

Does anyone know of a source for a data feed containing ETF Holdings for most ETF firms such as Ishares, Proshares, State Street? I know Bloomberg has this info, but I'm looking for a vendor that can ...
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1answer
772 views

Way to download current stock information (for free)? [duplicate]

Possible Duplicate: What data sources are available online? Is there a free way to download the current prices (and possibly other data) for stocks for various companies? Context: This is for a ...
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1answer
141 views

(Self studying) Finding data on Bloomberg

I apologize for asking this very simple question, but I was reading through this chart for the first time, and I would like to know where on Bloomberg can I find data like these, since I have to price ...
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1answer
66 views

Live data for: Bond Yield and Dollar Index

Im looking for live data feed of Bond Yield and DXY. I like to use it in R. Thanks!
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1k views

Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property

What constitutes "stealing" when it comes to publicly posted financial data? I think there are three instances of this that we can individually vet: a.) you physically broke into a location or ...
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1answer
111 views

ITCH feed, price executed at different to original order?

I am parsing an ITCH feed (Nasdaq) and I received an Add message (A) for 100@105.2 on the Ask. Later I receive an Order Executed message (E), indicating 5 lots of the above order had been filled. No ...
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1answer
426 views

Where to get historical IV rank & IV percentile data?

I thought my broker (Interactive Brokers) was offering this but looks like what they actually supply is IV / with historical realized volatility. I also checked Quandl but as this is not data for ...
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1answer
39 views

Filtering “anomalous” time and sales prints

I'm building an algorithm which uses a live market data feed to updates its P&L and other metrics. I've been noticing that sometimes in the time and sales there are anomalous prints - prices many ...
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1answer
103 views

Financial statement and stock market data [duplicate]

How is it possible to have access to Datastream, Bloomberg, Wrds database? Is there another free database with long historical data? In fact, I need long time series data belonging to NYSE and NASADAQ ...
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2answers
81 views

Locked/crossed prices in US equities

I'm trying to build a consolidated LOB from several direct feeds. However, there are many instances in which for a given stock, the bid price in one venue equals or crosses the ask price in a ...
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1answer
140 views

Why does the market follow a Fibonacci retracement? [closed]

the question is in the title and why is it that the market follows a cycle? By cycle, I mean that the market is going up since 8 years and that we think that, most likely, the market is gonna go ...
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1answer
203 views

FIX engine for very low latency

We are building a new system where latency is key. Either commercial or opensource, our goal is to have an easy to implement fix engine where low latency is key.
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1answer
106 views

Can any tell me how the VIX spike in Feb 2018, might have been caused my manipulation of $SPX options or VX Futures? [closed]

Looking for ways to back track evidence of manipulation in the trading or SPX options, ES Futures, or VX Futures to cause the spike that destroyed the vol ETFs (XIV, and SVXY), and caused small ...
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1answer
84 views

Extract data from Wall Street - Programming [duplicate]

I want to extract data from the wall street. I am a programmer in Django/Python, and I need the best source for price date, fundamental data. I wanted to extract it directly from google finance, but ...