Free Market Data Server for Back Testing

Would you be interested in such market database?

  • Yep

    Votes: 3 50.0%

  • No

    Votes: 2 33.3%

  • Dunno

    Votes: 1 16.7%
  • Total voters
    6
K

koistya

Would you be interested in having a local market data server with stock quotes and other financial data available for back testing and feeding it into various tools of technical analysis (MATLAB, AmiBroker etc.)?

It would update historical data automatically, check data integrity and keep it up to date. It would have API based access for optimized data reading and writing. Also you would be able to read data directly from its internal database. The internal storage database of your choice will be selected at install time. For now it's Microsoft SQL Server 2012, since it has column-based data representation similar to KDB+, it's an enterprise level DB and costs just $50 for the Developer edition.

It's a free open source project! Feel free to post your suggestions and feature requests:

http://github.com/kriasoft/market-data
 
At first I thought this was a server data feed but realized its a database (schema). How do you handle corporate actions? Scalability? Futures/options? Currency denomination?

It's nice but I can use yahoo YQL and query their database using sql for this stuff.
 
2rosy: Good points! I will try to handle all this + need to add an installer and some basic reference data (a list of exchanges, most common financial instruments, currencies)
 
Just forget any other alternatives for EOD data:
http://www.quandl.com simply rocks !
It's very well done.

Quandl is a collaboratively maintained index of 2 million financial and economic time-series datasets from over 250 sources. Our long term mission to make all numerical data on the internet easy to find and easy to use.
More...
 
Quote from 2rosy:

At first I thought this was a server data feed but realized its a database (schema). How do you handle corporate actions? Scalability? Futures/options? Currency denomination?
More...

All the value from data analysis...
Comes from stuff that is nontrivial to integrate.
 
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