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This would be excellent - I would love to find a similar thing. I lately
have been exporting (manually - ugh) my data in pieces from TradeStation (to
use in SmartQuant). Painful.....
I would also appreciate any posts regarding a good data source as described
below.
-Chris
From: "cwest" <cwest@xxxxxxxxxxxx>
To: "Omegalist" <omega-list@xxxxxxxxxx>
Subject: a new data source
Date: Tue, 9 Dec 2003 08:36:30 -0700
Like many of you from time-to-time I suffer from the shortcomings of
data vendors. So much so, that some of my projects (in development) will
never work as well as they could unless they have unimpeded access to
correct historical data-both EOD and tick. Therefore it's become
necessary to add yet another project to my list and create a data source
that can be enhanced according to its users' wishes as much as
practical.
I'd appreciate any suggestions about data vendors that offer an API (or
ftp) to their data. I've called a few, but they're so focused on a
retail/one PC kind of thing, and questions that are even just a little
tech in nature seem to sail over their heads. I shouldn't be surprised I
guess.
Hope to hear some suggestions.
Thanks in advance
Colin West
By the way, I'd make the data source that I intend to create freely
available to anyone who wishes help with this project. Others might have
to pay :-)
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