Recent content by jubdk

Thanks Spencer, I think I'll try it out. They have a 1 month free trial. I hope that the time & sales data is also available at least a year back. Jub

Hi Stew, Take a look at http://toolkit.taltrade.com . Loads of info about the API, and you can even download it, too. You need to register, but you can do this without being a subscriber and have the password mailed to you right away. Then there is the knowledge base at their help center...

What's the quality of Quote.com's time & sales historical data? Do the data feeds have high enough band width to pull down lots of intraday data? And how far back does the high-frequency data go? I'm considering a subscription and maybe using QCollector to fetch the data but would like to hear...

Thanks for the info on the eSignal API. I've heard similar stories so I'll probably stay away from that for now unless they make significant progress ( http://www.elitetrader.com/vb/showthread.php?threadid=37564 ). I also downloaded eSignal's documentation, and I must say it looks less robust...

Seems like the QCharts service from Quote offers over 2 years of Time & Sales history. Hmm... People don't seem to happy with their feeds though, but I don't need realtime for now so it could be okay. Might be worth a try. It's $95/month for the feed. Their SDK (QDP) is $175/month + onetime fee...

Yes, kx systems looks really sweet but the pricing keeps me away for now. At the moment I'm wrapping compressed data in an SQL database. Good guess. Yep, I'm implementing a proprietary statistical model. Jub

I just found the answer to how many days worth of time and sales data are available: Realtick has 7 days worth of historical T & S. ( see http://www.realtick.com/v2_getpage.asp?subnav=true&page=supp_help_ques&qid=QA1617&word=time+and+sale ) Would still love to hear about experiences with...

Yes :-) I have considered what to do with the data. This is really the interesting part which I cannot wait to finish implementing (but I really do need the data). Btw.: Peeked at tickplus. Looks like a good alternative, except that the time period for the US Stocks that they do have is not...

I looked at Tickdata but considered it to be too expensive. I would like a year's worth of data for maybe up to 1000 stocks, which would cost me around $10K from Tickdata, about the same as buying a 12 disk set of NYSE TAQ DVD's which (among others) contain all NYSE, Amex, Nasdaq stocks.

I need historical American stock Time & Sales / tick data dating back at least a year. Anybody knows how far back in time Realtick's time & sales data goes? eSignal is 10 calender days, IQFeed is 8. NYSE offers they TAQ DVD's, but they're 800$ per month which is a bit too much for me at this...