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Take a look also at HistData.Com, they have both 1 minute data (which I use) as well as Tick Data. It is free or very inexpensive depending on the method of downloading you choose.


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In this situation I'd do some form of linear interpolation. A numerically simple example: assume EURUSD at 11:00 is 1.5000 and at 11:01 it is 1.5060, therefore each second EURUSD increases by 0.0001. Presumeably with your tick-by-tick data you have a timestamp, so say at 11:00:30 asset X is 100 EUR and at 11:00:30 EURUSD can assumed to be 1.5030 ( 1.5 + 30 ...


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American companies financials is generally straight from the securities authority responsible for free, it is easy to create your own api for USA stuff free and easily available, the share price data is also freely available from the exchanges direct, Nasdaq , NYSE etc.Not so Australia, the ASX has a strangle hold on all data and charges like a wounded bull ...


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You could use a Python library such as PandasDatareader for downloading the data. The main issue here is that you need the list of tickers for the stocks you want to download, and writing 9000 tickers by hand is not the best. You could exploit the fact that wikipedia offers you the list of tickers in the main indices. Here is the code for creating a list of ...


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I'd try Pandas DataReader library in Python (which has to be installed separately from Pandas): this library allows direct data feed from Google, Yahoo Finance or Morningstar fo equity data: Installation: pip install pandas_datareader Code: (I typed this just now, it's a very short code: in your case, you don't need time series, but a cross-section, so you ...


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