theknifemac
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I am looking for a datafeed to source data for a pairs trading application I have developed. The application requires daily OHLC prices for European equities, but the catch is that I either want this to be adjusted for splits and dividends, or have the dividend and split data provided so I can create the adjusted series myself. It is essential that I can produce 'total return' data series.
The application is currently fed by Bloomberg which provides this information but I need to switch to another data source. I need either API access or the ability to download data to flat files which I can then process in my application.
Yahoo do provide dividend adjusted closes, but don't have dividends for all stocks in my universe and have problems with the daily closes sometimes being the last trade rather than the official closing price.
FT Interactive supply the data I need, but they are very expensive, though not quite as pricey as Bloomberg. I'm looking at Reuters / Equis DataLink, but am checking to see if they adjust for dividends.
Cheers
Mac
The application is currently fed by Bloomberg which provides this information but I need to switch to another data source. I need either API access or the ability to download data to flat files which I can then process in my application.
Yahoo do provide dividend adjusted closes, but don't have dividends for all stocks in my universe and have problems with the daily closes sometimes being the last trade rather than the official closing price.
FT Interactive supply the data I need, but they are very expensive, though not quite as pricey as Bloomberg. I'm looking at Reuters / Equis DataLink, but am checking to see if they adjust for dividends.
Cheers
Mac
