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Trust me, they don't want your business.

Data feeds are a lot more than scraping a web page and getting a result. Data vendors spend a lot of effort in making their systems reliable. Rolling your own mechanism with a stack of single points of failure means your reliability is going to suffer. How would your trading system handle...

They spent a lot of money on booze, birds and fast cars. The rest they just squandered.

So how would you use it?

FYI, No feed < $500/month will handle cancelled/busted trades. They just ignore them.

Learn how to program. It is hard. Buy a data feed suitable for your environment.

What did S&P say?

SPY was listed in 1993 - you can't get trading data on something prior to it listing.

Have you tried S&P?

Did you contact Hyperserver? Do you contact Yahoo?

ActiveTick report ALL trades reported to the tape. However, they don't provide any indication of trades that were later cancelled (eg think flash crash).

Most online backtesting tools are hopeless and do not account for survivorship bias (i.e. incorporating delisted stocks, or criteria that is dynamic in nature)

Never trade illiquid futures.

CME have cornered the market. Others have tried (e.g. Eurex - Open Interest totals about 4000 across all deliveries) but nobody trades them. The CME FX futures are fine - why not trade them?

Missing splits, missing dividends, double up splits, doubled up dividends, missing days of data, volume doesn't reflect all trades for a day, some optional corporate actions (eg. choose a cash dividend or a share dividend) both are included and adjusted in the price data, foreign currency...

I'm not pissed off! I'm just laughing at people who think Yahoo is a great source of data.

Monthly fee will be 5 peanuts

Bwahaha - next they'll be complaining about free Internet from a local cafe not suitable for HFT.

Demand a refund

wat?