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As a real world example, downloading data from my various data providers, SSD reduced a day's update from around 5 minutes to about a minute (metastock format data). My scanning speed has also increased significantly too. Cheapest speed increase you can make for trading systems.

Perhaps we decided that it did not represent a trading opportunity and didn't want to waste our time.

Is it proof that a high post count is not positively correlated to insightful observations about the market?

My monitor just exploded. Resize your image.

Some more sources are discussed here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=212720

If anyone has ANY evidence to show that any IB on a recognized exchange-traded market has "hunted stops" then they should show it now. By evidence I mean: _Full_ details of stop (including when stop was placed, and exact time stop was activated/executed) Tape transactions +- 30 seconds of...

Maybe if you told us the symbols?

Two I've tried are CSI Data www.csidata.com and Premium Data www.premiumdata.net Of the two, Premium Data is the standout since it doesn't have symbol number limitations and its database is more complete than CSI's (eg. CSI commonly misses our the "when issued" period of trading for spinoffs...

You're actually talking about a custom programming effort (forget Excel for this task). It's not particularly complex though and a decent program could do it in a few hours. You could decide on the programming language that you could understand and then use a web site like...

I disagree with the last sentence. All you need is an edge that few others have spotted or arbitraged. eg. Rather than just look at all dividends, maybe you look at a subset of stocks paying dividends, consistent historical dividends, trending stock, trending market, in a large cap...

Think it's an edge? Backtest it!

demand refund?

Are you legally allowed to sell the data? What is the source?

Trade FX Futures. At least your broker isn't trying to fleece you.

Evidence of all of the above required please. State: Data Feed Used, subscription undertaken, timestamp, data point (OHLCV) and same for comparison source.

I assume you are after daily OHLCVOI data for futures and futures options? What charting/analysis software do you use? Which markets/exchanges do you trade?

One of the issues that you will have is that US equities trade on multiple exchanges... so the you really need all order books on a synchronized timestamp to analyze things properly. Many of the exchanges now sell this for a pretty penny. However, you are talking a huge ship load of data...

Index providers do not adjust for normal cash dividends. They do adjust for special dividends though. The same goes for Bloomberg and I believe Reuters too. A better method for backtesting in general would be to: a) adjust as per Bloomberg and Reuters; and b) also tally up dividends as...

Actualy the current constituents are easy to find: http://www.russell.com/Indexes/membership/default.asp With regards to code changes/delistings - they aren't a problem. I have some historical symbol change information that should identify most stocks.

Hi everyone, I am seeking data on Russell Index Constituents prior to 1990 for research on stock market crashes and corrections. Unfortunately Russell no longer provide it on their site. If anyone has any saved PDF or other documents providing such constituents I would love to hear from...