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by SavageBeast
2336 days ago
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Re: Sources of data - Maybe worth mentioning that Interactive Brokers will sell you real time data for about $10/mo (CBOT Futures in my case, your market may vary) if you have a funded account ($5k minimum). This is for non-professional use naturally. Also they have a pretty nice API that allows you to literally take any action what so ever. |
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If you can do with delayed data, I wrote a post on my data extraction using IB. This works pretty neatly both with R and Python for my analysis.
link: https://l.mypad.in/DRNDGd