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by jackkanaska
January 31st, 2008, 11:02 pm
Forum: Programming and Software Forum
Topic: where to get historical intra-day OHLC bar data for North American Futures
Replies: 0
Views: 59461

where to get historical intra-day OHLC bar data for North American Futures

<t>Hi,I am in need of 5 years worth of (1-minute) intra-day OHLC bar data for all North American futures.I have accounts to both CQG and Interactive Brokers but even with API support you are limited to about 1 year worth of historical bar data.I know that CQG sells historical bar data, but it is $10...
by jackkanaska
January 22nd, 2008, 5:08 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82313

Bloomberg API advice -- best SDK for getting historical data??

<t>The types of data fields I am interested in are stuff like PE ratio, EPS, EPS estimates, dividends, cash flow, etc. In total I will have about 25 fields or so, and around 1000 stocks. And I'll be using monthly periocity, sometimes quarterly.In preliminary testing using the Excel historical data d...
by jackkanaska
January 22nd, 2008, 4:31 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82313

Bloomberg API advice -- best SDK for getting historical data??

<t>Thanks for the comments.Yes, I found a VB example and have used that as a base to write my program. I'm never really used VB before (I'm a C/Java guy) but I'm finding it relatively easy to use so far.About the data limit -- do you know the limit? And is there any way to know that you've reached t...
by jackkanaska
January 22nd, 2008, 4:18 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82313

Bloomberg API advice -- best SDK for getting historical data??

<r>The request was for getting data for a variety of fields, both technical and fundamental, so obviously not the type of data yahoo finance can provide.By the way, why write a simple script when you get use a great pre-made tool for downloading yahoo data. <URL url="http://www.download.com/Yahoo-Go...
by jackkanaska
January 16th, 2008, 5:49 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82313

Bloomberg API advice -- best SDK for getting historical data??

Well there must be official limits by which they consider "too much" .... And as long as we are not redistributing it I don't see how they can limit our consumption.
by jackkanaska
January 9th, 2008, 7:52 pm
Forum: Programming and Software Forum
Topic: recommended real-time data feed
Replies: 6
Views: 62437

recommended real-time data feed

<t>The data product I want right now is real-time trade & quote ticks for equities from US and Canadian exchanges.In the future I'd like to be able to expand derivitive markets and global exchanges.For timestamps, precision is important but not as much since more discreet analysis is being perfo...
by jackkanaska
January 8th, 2008, 10:58 pm
Forum: Programming and Software Forum
Topic: recommended real-time data feed
Replies: 6
Views: 62437

recommended real-time data feed

<t>Thank you for the suggestion.I contacted them, and the limit of simultaneous symbols is 1800. I guess I forgot to mention a fifth requirement:5) Need to be able to support 5,000 - 10,000 or more symbols simultaneously. Is this even possible with a 3rd party provider, or will I have to get a direc...
by jackkanaska
January 6th, 2008, 7:06 pm
Forum: Programming and Software Forum
Topic: recommended real-time data feed
Replies: 6
Views: 62437

recommended real-time data feed

<t>Hi,Any suggestions on the best real-time data feed, given my requirements below?1) Monthly costs of around $1000 (give or take $500)2) High-bandwidth, meaning it can deliver real-time ticks (at least the NBBO) for all securities in an exchange like the NYSE or NASDAQ. Level 2 not necessary.3) Con...
by jackkanaska
November 30th, 2007, 6:21 pm
Forum: Programming and Software Forum
Topic: Anyone using Bloomberg C Client API?
Replies: 11
Views: 75120

Anyone using Bloomberg C Client API?

<t>Hi,Ok, so I've had a look at example 5 .... doesn't look too bad.One question though -- how can I specify the date range and periocity for a historical request? For example, say I want the PE Ratio and EPS for a list of stock from 1990 - 2006, using monthly periocity. I have looked in the bbfield...
by jackkanaska
November 29th, 2007, 4:52 pm
Forum: Programming and Software Forum
Topic: Anyone using Bloomberg C Client API?
Replies: 11
Views: 75120

Anyone using Bloomberg C Client API?

Thanks carfield. I actually have the BB API installed and I remember seeing example 5. I just didn't know that one was an example of downloading historical data. I will let you know how it goes.Thanks!Jack
by jackkanaska
November 26th, 2007, 7:48 pm
Forum: Programming and Software Forum
Topic: Anyone using Bloomberg C Client API?
Replies: 11
Views: 75120

Anyone using Bloomberg C Client API?

<t>Hi,Sorry to bring this thread back out but I was hoping you could share a bit of your code for making requests for historical data and decoding properly. I am new to BB and I'm having problems finding good documentation. Basically I want to do the same as your example, get a number of historical ...
by jackkanaska
November 23rd, 2007, 6:04 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82313

Bloomberg API advice -- best SDK for getting historical data??

<t>Hi,I am new to Bloomberg....I am trying to get out historical data for a large list of securities (1000 - 2000) and save the data to a file for further analysis. The data we are looking to get includes a variety of fields (both technical and fundamental), with periodicity 1 month (maybe quarterly...