November 8, 2007

Data Resources – EOD Equity

A list of unqualified data resources with a bias towards EOD equity data (mainly for the American market). Some of the sites do provide data for other financial instruments as well.

This is an unofficial resource guide. For a complete list of AmiBroker supported data providers refer to: http://www.amibroker.com/guide/h_quotes.html

The list is dynamic and subject to change without notice. It is ordered according to when the author researched the site and it is not sorted by rank or order of merit.

CAUTION – MOST OF THE LINKS CONTAIN COMMERCIAL REFERENCES OR LINK TO COMMERCIAL SITES.

NOTE: THE AUTHOR HAS NO COMMERCIAL AFFILIATIONS OF ANY KIND AND RECEIVES NO GRATUITIES, OR BENEFITS, FROM ANY COMMERCIAL ORGANIZATION OR INDIVIDUAL INVOLVED IN COMMERCIAL ACTIVITIES. NOR IS HE PERSONALLY ENGAGED IN ANY COMMERCIAL ACTIVITIES, RELATED TO TRADING, IN ANY WAY. THE LINKS ARE PROVIDED AS A RESOURCE AND FOR EDUCATIONAL PURPOSES. THEY ARE NOT A RECOMMENDATION, ON THE PART OF THE AUTHOR, NOR DO THEY CONSTITUTE INVESTMENT ADVICE AND SHOULD NOT BE CONSTRUED AS SUCH.

6) Paritech

http://www.paritech.com.au/default-au.htm

A Melbourne (Australian) based provider of market data utilizing Paritech’s DataDirector software.

Which Markets does Data Director Support?

DataDirector allows you to register for and download from one to multiple world markets:

Australian Stock Exchange (ASX)
Sydney Futures Exchange (SFE)
New York Stock Exchange (NYSE)
National Association of Securities Dealers (NASDAQ)
American Stock Exchange (AMEX)
London Stock Exchange – Domestic
Singapore Stock Exchange (SES)
Overseas Indices, Foreign Exchange Rates and Futures

Note: the bias is towards the Australian market and the Metastock format (all of the features listed may not apply to all exchanges – international customers should contact Paritech support for information on international data).

What format is the downloaded data in ?

DataDirector has a filter that enables you to format the output files (ASCII, Comma Separated Variable (CSV), Metastock) and to handle corporate actions (these can include splits, name changes and additions) plus Sector (GIC’s) and Favourites organization.

Where is the data sourced from?

Data is sourced, where possible, directly from the relevant Stock Exchange and also Reuters, one of the world’s leading suppliers of Real Time data feeds.

What happens if I miss a days download?

DataDirector allows you to download up to two months history data if you are unable to download for a period of time. Longer periods can be downloaded by calling our technical support staff.

How can I obtain historical data for periods longer than the two months available for downloading?

Historical data CD’s are available for all the supported markets (free with subscription packages).

The History CD for the Australian Stock Exchange (ASX) is fully back adjusted to ensure the integrity of your database is perfect. All ASX splits, ASX name changes and ASX consolidations are completed. The ASX History is typically 14-16 years, plus many of the blue chip stocks and indices go back over 25 years. History is also available for ETO’s (Exchange Traded Options) and Warrants.

History CD’s for the United States (NYSE, NASDAQ, Amex), Europe (LSE) and Singapore (SSX) markets going back over all securities approximately 10 years.

http://www.paritech.com.au/AU/products/data/renewal.asp

Additional Products:

a) COT (Commitment of Traders Reports) historical databases available.

http://www.paritech.com.au/AU/products/data/cotdata.asp

b) Unlimited real time data for the Australian markets using Paritech’s Pulse software or DDE functionality – Real Time export function – export 50 time series live fields and events out of PULSE into your own application e.g. Excel and other compatible software.

http://www.paritech.com.au/support/pulse/features/dde.asp

c) EOD and historical EOD data for:

Futures Prices – financial and commodity futures from 13 international exchanges. 
Cash Prices – major international stock indices and cash metal prices.

 http://www.paritech.com.au/AU/products/data/datatools.asp

d) EOD data for Foreign Exchange – 13 spot cross-rates against the U.S. Dollar.

 http://www.paritech.com.au/AU/products/data/datatools.asp

 

5) TechnicalTrends

 http://www.technicaltrends.com/

Indian stock-market data – quality end of day and intra day data for stocks, futures & commodities traded on Indian exchanges (NSE, BSE, NCDEX and MCX). Extensive historical data is available. Intra day data (30 minute) is available for ALL stocks in the NSE.  End of day data is provided in Computrac format (now popular as Metastock format)  while intra day data is in text files easily accessed by all technical analysis software. Commodities data is provided for all contracts listed on the NCDEX & MCX.  Data is available in individual, as well as continuous contracts.

 

4) ViraTech

http://www.viratechindia.com/index.html

Indian stock-market data – complete historical data and daily updates for all stocks at BSE, NSE and CSE including complete Futures & Options data plus exhaustive Commodity, Forex and World Market data . Metastock format automatically adjusted for Splits / Bonus / Rights / Name Changes etc. as and when they occur.

Complete Historical Data would be provided for :

  • BSE (From 1984, Sensex from 1979 with volumes)
  • NSE (From its inception in 1994)
  • US Stocks (including Nasdaq 100, S&P 500, ADR / GDR’s) comprising of almost 25 years of history!
  • 40+ World Market Indices starting from 1980
  • International (starting 1970) and National Commodity data (from Inception of Exchange’s)

3) BSE-NSE2005

http://in.groups.yahoo.com/group/bse-nse2005/

A community service Indian Yahoo Group created for the purpose of sharing data files. 

Join the forum to get Free End of Day Data for Bombay Stock Exchange {BSE}, National Stock Exchange {NSE}, Futures Data for F&O Segment of National Stock Exchange and Commodities Data for NCDEX MCX. The data includes not only the OHLC but also Delivery volumes which is a value addition and which cannot be found from data elsewhere.
We provide the Data in ASCII format and as such can be directly imported into most Charting softwares such as AmiBroker, MetaStock, etc.

2) JustData

 http://www.justdata.com.au/

EOD data for Forex, Stocks, Commodities and Futures from Australia, Asia, Europe, Africa, North and South America (stock market data from over 90 World Exchanges) http://www.justdata.com.au/Products/BodhiFreeway/bg_data.htm#stocks

Stock data is biased towards the Australian market (ASX equity data includes accurate dividend adjustment, using dividend values as recorded by the ASX, GIC’s sector classification, de-listed stock and current fundamental data).

Historical data – shipped as a CD ROM – available with data subscription packages or standalone – deep histories – Equities & Indices for international markets – Equities, Indices and Warrants for London and the major Asian and American markets – Equities, Indices, Income, Warrants and Options for the Australian market – plus World Indices – plus Futures (Commodities) & Indices for America, Europe and Asia – plus the dollar cross rates (Forex) for the major currencies.

http://www.justdata.com.au/Products/BodhiHistory/index.htm

Bodhi History includes expired symbols on the ASX since 1990 and on other Exchanges since JustData started disseminating them.

The future and commodity markets contain continuous contracts and current contracts for all traded symbols.

Choose to adjust your databases for Structural Events such as Share Splits; Distribution events such as Renounceable issues; Capital Change and Dividends (the author is not certain of this applies to all markets). You can also adjust Overseas Future & Commodity data at the time of a contract swap.

Compatible with AmiBroker (select ASCII, CSV or spreadsheet formats).

1) Commodity Systems Inc

http://www.csidata.com/

EOD and historical databases for:

  1. North American and World futures (Commodities).
  2. U.S. and non-U.S. stocks and stock indices (mainly Canada and U.K).
  3. Options on World indices
  4. Futures options.
  5. Mutual Funds.
  6. Briese’s Commitment Of Traders (COT) data.
  7. Single stock futures.
  8. Plus many fundamental and econometric series such as interest rates and housing starts.
  9. Data for de-listed stocks available by subscription.
  10. Long historical databases available.
  11. Historical inter-market correlation studies.
  12. and more.

Downloadable text files for the current constituents of the supported markets.

http://www.csidata.com/csi/exchangelist/index.html

* Filed by brian_z at 10:49 am under Data Resources
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