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Data feed for intraday market scanner every 60 seconds
- Thread starter thecoder
- Start date
Yep. Deriscope is a cool product. I am mostly using it for its option pricing capabilities, but its 20$ license gives you indeed lifetime ownership of the addin, which is not SAAS, but rather a locally installed Excel dll. No connection to any spooky outside server!
Currently Deriscope grabs true real time feeds and historical time series from 6 different providers. A google search will give you several youtube videos and other articles that demonstrate how it works.
Currently Deriscope grabs true real time feeds and historical time series from 6 different providers. A google search will give you several youtube videos and other articles that demonstrate how it works.
Zbzb is right. But deriscope is 20 usd flat!
Cant beat this.
And founder Ioannis (unrelated) is cool and a trainned quant.
www.Deriscope.com requires you pay for data as well listed on their website.
Where as you get the whole US stock market in one minute bars into www.marketxls.com for $320 a year (website says $360 but support offered a discount code. Just ask.) They have a year of 1 minute history but OP probably doesn’t need this.
I suppose an excel macro can then export the data to a CSV file every minute that can be read by the scanner code.
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https://www.worldtradingdata.com/pricing
API data $32 a month 25,000 intraday requests of 200 symbols.
API data $32 a month 25,000 intraday requests of 200 symbols.
Sorry Zbzb, I should have explained further
Yes, Deriscope is limited in the sense that it is relying on Yahoo and IEX for the free stuff. So restricted to 7-days for 1 minute intraday data.
But a on-off $20. That's it. No one can beat that.
Alphavantage is subscription-based, but I found that Yahoo Finance is good enough personally.
Yes, Deriscope is limited in the sense that it is relying on Yahoo and IEX for the free stuff. So restricted to 7-days for 1 minute intraday data.
But a on-off $20. That's it. No one can beat that.
Alphavantage is subscription-based, but I found that Yahoo Finance is good enough personally.
Sorry Zbzb, I should have explained further
Yes, Deriscope is limited in the sense that it is relying on Yahoo and IEX for the free stuff. So restricted to 7-days for 1 minute intraday data.
But a on-off $20. That's it. No one can beat that.
Alphavantage is subscription-based, but I found that Yahoo Finance is good enough personally.
I think www.worldtradingdata.com would be best for the OP as no need to use excel as it is an API. It says 500 real time quotes per request on the main page.
I asked Ioannis for his thoughts and received the following email in verbatim if it helps :
"Hi Tony,
I tried to post an answer in the forum, but it hasn't shown up yet due to "awaiting moderator approval".
Having read your helpful responses, I would like to let you know that Deriscope currently supports feeds from 6 different providers. The link at https://blog.deriscope.com/index.php/en/introduction-deriscope-5-excel-live-feeds has a table that shows the pros and cons of each provider.
I may also say, that the often held view that IEX data are not to be trusted, is - for most practical purposes - ridiculous. IEX is a recognized and active exchange. Of course there may be liquidity issues for certain stocks - compared to NYSE or Nasdaq - but the prices cannot deviate too much as there would be arbitrage opportunities otherwise. Such claims against IEX are promoted by live feed vendors who detest the fact that IEX provides its feeds free of charge. As simple as that. You may want to communicate these thoughts in the forum, if you wish. Be careful with posting links though, as they may be considered as spam by the forum moderators.
Take care"
"Hi Tony,
I tried to post an answer in the forum, but it hasn't shown up yet due to "awaiting moderator approval".
Having read your helpful responses, I would like to let you know that Deriscope currently supports feeds from 6 different providers. The link at https://blog.deriscope.com/index.php/en/introduction-deriscope-5-excel-live-feeds has a table that shows the pros and cons of each provider.
I may also say, that the often held view that IEX data are not to be trusted, is - for most practical purposes - ridiculous. IEX is a recognized and active exchange. Of course there may be liquidity issues for certain stocks - compared to NYSE or Nasdaq - but the prices cannot deviate too much as there would be arbitrage opportunities otherwise. Such claims against IEX are promoted by live feed vendors who detest the fact that IEX provides its feeds free of charge. As simple as that. You may want to communicate these thoughts in the forum, if you wish. Be careful with posting links though, as they may be considered as spam by the forum moderators.
Take care"
https://iextrading.com/trading/market-data/#specifications
Doesn't say how many quotes you can get in one request.
Doesn't say how many quotes you can get in one request.
I think www.worldtradingdata.com would be best for the OP as no need to use excel as it is an API. It says 500 real time quotes per request on the main page.
They have advanced plans up to 500 stocks per request and 100,000 requests intraday, 1m total requests per day for $128 a month.
https://www.worldtradingdata.com/pricing/advanced
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