[xivzgrev]

Anyone know where he got all the raw data to feed his algo? Clearly he used a lot of data and the two main sources of free info i know of are google finance and yahoo finance. At least with google finance i run into issues with their api if you execute too many calls simultaneously, a bunch end up not returning any data

[TDL]

Not sure where he got his data, but you might want to try https://www.quandl.com/

They have a free, community, curated data set of ~3200 stocks.

[xivzgrev]

Wow i have not heard of that site before - thanks!

[jihoon796]

Agreed with Quandl being a good source for financial data. Their APIs are also quite well-maintained. Within Quandl, I've found Zack's to be a good resource.

I work with both Quandl and Zack's pretty frequently, let me know if you're interested in buying large amounts of data from Zack's, and I can perhaps get you a discount from the listed prices on the Quandl website.

[miscellaneous]

If I was interested in such a discount, how would I contact you? (Also, how much is a "large amount"?)

[bladecatcher]

In my experience, Yahoo finance data is not reliable. In one case, I noticed that the stock price is incorrectly adjusted for dividends for all shares trading on a particular exchange. Free correct data is hard to obtain.

[chvid]

You can get data from Interactive Brokers; I assume most of the other brokers that provide an API will give you data too.

[SixSigma]

You can get constant updates from IG via scraping. Market prices are fractal I.e. Self similar at any scale