Does anyone have any recommendations for a data provider that also provides historical bid-ask (quote) data?
Something like https://polygon.io/. They provide an API with historical quote data (in their Advanced package), as far as I can tell.
Does anyone have any experience with this, or know of some alternatives? If so, please let me know.
Thanks.
Something like https://polygon.io/. They provide an API with historical quote data (in their Advanced package), as far as I can tell.
Does anyone have any experience with this, or know of some alternatives? If so, please let me know.
Thanks.
Rename
Wealth-Lab supports neither historical bid/ask data providers nor backtesting this.
Also, we've decided to reject Polygon feed as overpriced and limited:
https://www.wealth-lab.com/Discussion/Polygon-Data-Feed-8311
Also, we've decided to reject Polygon feed as overpriced and limited:
https://www.wealth-lab.com/Discussion/Polygon-Data-Feed-8311
Historical Bid/Ask COULD work in a WL8 Provider by leveraging the Named Series feature.
...and even like this: https://www.wealth-lab.com/Discussion/Bid-Ask-backtest-6450
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