In order to avoid garbage in, garbage out I would like to know of any data providers that provide daily & minute data with everything that we need as systems developers, without us having to manipulate the data (e.g. manually split adjust them).
In other words:
- Split-adjusted.
- Dividends-adjusted (I have to say I'm not sure if that's important or not, please enlighten me).
- With no survivorship bias.
- Integrates flawlessly with WL.
I will add a last one: affordable (I've seen some at 1000$+/month.).
In other words:
- Split-adjusted.
- Dividends-adjusted (I have to say I'm not sure if that's important or not, please enlighten me).
- With no survivorship bias.
- Integrates flawlessly with WL.
I will add a last one: affordable (I've seen some at 1000$+/month.).
Rename
IQFeed is split adjusted and integrated flawlessly with WL7. (If you find something less than flawless, we'll work on it.) The broker providers are too, but there are serious limits on intraday requests.
Re: Dividend adjustments
It's a personal preference. Wealth-Data adjusts for special dividends only, which can often times be large. If you want to adjust for regular dividends, you can do it "on the fly". However, IQFeed is not adjusted for either type.
Re: Survivorship
This one is really tough since I personally don't know of any retail data providers that offer intraday histories for delisted stocks.
Not intraday, but we're looking forward to a Norgate adapter integrated with WL7 that has all of the features above for daily data. The Norgate Provider for WL6 gives one a choice to adjust for all, special, or no dividends.
Re: Dividend adjustments
It's a personal preference. Wealth-Data adjusts for special dividends only, which can often times be large. If you want to adjust for regular dividends, you can do it "on the fly". However, IQFeed is not adjusted for either type.
Re: Survivorship
This one is really tough since I personally don't know of any retail data providers that offer intraday histories for delisted stocks.
Not intraday, but we're looking forward to a Norgate adapter integrated with WL7 that has all of the features above for daily data. The Norgate Provider for WL6 gives one a choice to adjust for all, special, or no dividends.
Your Response
Post
Edit Post
Login is required