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  1. how to get a listing of NYSE&NASDAQ?

    This is a far more complex question than initially appears. It could be: a) Companies that INITIALLY listed on NYSE&NASDAQ in 2013. Does this...
    Post by: jharmon, Apr 20, 2014 in forum: Data Sets and Feeds

  2. Interactive Brokers - incorrect market data feed

    Are you trading noise or trends?
    Post by: jharmon, Apr 6, 2014 in forum: Data Sets and Feeds

  3. Incorrect data in TWS

    Get a complete time & sales report on the stock and compare - that's the only way to really find what has happened. As I reported earlier I...
    Post by: jharmon, Apr 2, 2014 in forum: Trading Software

  4. Incorrect data in TWS

    Originally announced in July 2013 and finally implemented on December 9 2013 the Consolidated Tape System now reports odd lot trades as part of...
    Post by: jharmon, Mar 30, 2014 in forum: Trading Software

  5. Do Most retail Trading Software experience a lot of glitches post an upgrade?

    If you are dependent upon a particular platform, ask to be part of their alpha/beta testers. That way you get to test YOUR systems against...
    Post by: jharmon, Feb 16, 2014 in forum: Trading Software

  6. Yahoo Finance

    The old adage TANSTAAFL applies. Some interesting reading here about where that phrase comes from:...
    Post by: jharmon, Feb 13, 2014 in forum: Data Sets and Feeds

  7. Yahoo Finance

    Time for pay for a service. If you really trade or have any intention of trading you should avoid "free" sources because you will end up spending...
    Post by: jharmon, Feb 12, 2014 in forum: Data Sets and Feeds

  8. Yahoo Finance

    You get what you pay for. Pay peanuts (nothing) and you get monkeys.
    Post by: jharmon, Feb 3, 2014 in forum: Data Sets and Feeds

  9. DJ U.S. Indexes (weight's)

    http://www.djindexes.com/dataservices/?go=end-of-day
    Post by: jharmon, Jan 27, 2014 in forum: Data Sets and Feeds

  10. DJ U.S. Indexes (weight's)

    Dow Jones charge signficant money for index weights so you are unlikely to get them without subscribing to a premium vendor. A possible proxy...
    Post by: jharmon, Jan 23, 2014 in forum: Data Sets and Feeds

  11. Open prices for SP500 stocks

    You should be aware that there are multiple open prices... One is the "tape open" which is the first price after 9:30:00. Then there is the...
    Post by: jharmon, Oct 20, 2013 in forum: Data Sets and Feeds

  12. Seeking Free Hourly Historical Data

    Nice bit of survivorship bias in that universe.
    Post by: jharmon, Jun 21, 2013 in forum: Data Sets and Feeds

  13. world stock index, which one?

    One problem with a world stock index is that they are denominated in USD, so you are actually charting a "world and currency index" which is fine,...
    Post by: jharmon, Apr 29, 2013 in forum: Data Sets and Feeds

  14. Problem with yahoo history data

    You should never adjust on anything but dates before the exdate. The declare, record and payment date make _no_ difference to your price data.
    Post by: jharmon, Apr 18, 2013 in forum: Data Sets and Feeds

  15. What broker and datafeed do you use?

    Corporate actions handling is typically the difference. Typically, the cheaper the feed, the worse the corporate action coverage. Look for...
    Post by: jharmon, Jan 13, 2013 in forum: Automated Trading

  16. Alternatives for SEC Filing alerts? (vs 10kwizard = morningstar)

    If it's worthwhile in your trading system to get such alerts, $400 a year is chicken feed
    Post by: jharmon, Dec 17, 2012 in forum: Data Sets and Feeds

  17. Free Market Data Server for Back Testing

    How do you propose to pay for market data licenses?
    Post by: jharmon, Dec 17, 2012 in forum: App Development

  18. A Five Minute Example of HFT Shenanigans

    Do not undderstand Bid-Ask was 26.21/26.29 (EDGX) You place 26.29 (unknown exchange or routing) You get zero fill Perhaps your order was...
    Post by: jharmon, Dec 12, 2012 in forum: Stocks

  19. Historical Fundamental Data

    So are you going to try and figure out all of the above issues yourself? It's easy for a handful of stocks... but crazy difficult for a...
    Post by: jharmon, Dec 4, 2012 in forum: Data Sets and Feeds

  20. Historical Fundamental Data

    Trying to use historical fundamental data is like opening a can of worms. Here's a few concerns on historical fundamentals: 1. Make sure...
    Post by: jharmon, Dec 2, 2012 in forum: Data Sets and Feeds
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