Recent content by MarkTr

Any feedback on the best time to sample the bid/ask? Some vendors seem to do that immediately (ie seconds) prior to the close, whereas others are 15/30 mins prior to close...

You might try tickdata.com , i think they only have a few years of quote data but longer history for trade data. From memory, their pricing model is per ticker per year so might not be too pricey if it is just a single ticker.

These guys usually have multiple accounts and publish winning accounts

Strange to see it was a Russian group hacking a China co...

Secondaries in private companies are very common now. Vc backed cos are staying private for much longer so employees need to be able to sell, its actually also an exit route for early stage VCs.

It is actually quite hard to explain this. - low commodity prices in a heavily commodity skewed economy. - high interest rates - China tensions still the property market is robust...

Only increase timeframe is reliable to reduce noise.

barchart has a lot of latency > 30 mins

Funding terms I have seen are complete rubbish, no way to make a long-term business using funding. Only two types worth anything - leverage via the broker, or join a fund and use their capital to invest (you typically get 5-12% of profits)

I used to have a bloomberg and asked them why is so limited for historical data. I complained about this and was told the high volume of support requests for old data was a big issue for them as well as its just a niche market generally. You might try kibot.com Algoseek.com firstratedata.com...

I've used them quite a bit. The financials are pretty good (especially for the price) and a longer history than most vendors just using the SEC published XBRL files which only start 2010. Intrinio is a bit better for financials but a lot more expensive. The splits/dividends are not great...

Agreed. 2024 BTC ETF is coming, just an issue is whether the SEC approves a single ETF first and then approves others later, or approves multiple ETFs simultaneously. Multiple ETF approvals as the same time definitely fairer to the ETF providers, but for BTC traders better to have all liquidity...

I would caution against doing this in SQL. It is pretty feature-poor in language/text transformations which are necessary for comparing text. Better to do use as ORM as as SQLAlchemy to bring the data into code, then use the code to test the fields - you will likely need to do some text...