Hey folks!
I have been a software engineer for about 20 years and I'm looking to automate some of my trading, if nothing else for the academic challenge. (I'm also working on creating scripts to work against IB's API).
Regarding reliable data: I have written scripts to scrape stock data from various sources since every source I try to get reliable data from can't seem to deliver. (One will promise one minute data and it ends up being 2min, 3min, 2min, etc). I find this hampers even getting started a lot of times. I'm not interested in selling any data but I think democratizing it would be nice.
Problem with scraping a source (like Yahoo!) is that it takes a few minutes to get every single stock quote. You could have the script running on 3-4 machines though and each machine could then store its data in a MySQL database and then all three could replicate to a central master at 430p. Duplicates would be removed at that point.
The data would daily then be available to everyone.
Anyone have interest in this idea?
Julian
I have been a software engineer for about 20 years and I'm looking to automate some of my trading, if nothing else for the academic challenge. (I'm also working on creating scripts to work against IB's API).
Regarding reliable data: I have written scripts to scrape stock data from various sources since every source I try to get reliable data from can't seem to deliver. (One will promise one minute data and it ends up being 2min, 3min, 2min, etc). I find this hampers even getting started a lot of times. I'm not interested in selling any data but I think democratizing it would be nice.
Problem with scraping a source (like Yahoo!) is that it takes a few minutes to get every single stock quote. You could have the script running on 3-4 machines though and each machine could then store its data in a MySQL database and then all three could replicate to a central master at 430p. Duplicates would be removed at that point.
The data would daily then be available to everyone.
Anyone have interest in this idea?
Julian