Serving the Quantitative Finance Community

 
User avatar
Onuk

Cheap/free market data feed

June 28th, 2002, 9:35 am

Does anyone know of a good source of market data on the web, covering US (and maybe European) stock & option markets and either (preferably) free or cheap? I am helping to make some kind of game/art/fun using financial data as the driving source so it won't be a commercial use and therefore the cheaper the source the better; at work I only know Bloomberg and Reuters which are far from free. The quality is not highly important and neither is timeliness (1 or 2 hours behind now is fine), however regularity is desirable (every 2 minutes a price).Any suggestions?
 
User avatar
Nanook
Posts: 0
Joined: February 21st, 2002, 7:14 am

Cheap/free market data feed

June 28th, 2002, 2:14 pm

How about web scraping the data from financial sites?nAnooK
 
User avatar
Onuk

Cheap/free market data feed

June 28th, 2002, 2:16 pm

Yup, that's what I want to do. I just wondered if anyone knew of a good choice for the victim - I would like tone which has good data, good coverage, and then simple page structure if possible.
 
User avatar
semi

Cheap/free market data feed

June 28th, 2002, 4:06 pm

You can get finance.yahoo.com to return market data in a comma delimited form by tricking the format specifier in their query string .eg. for the Dow http://finance.yahoo.com/d/quotes.moo?s ... e=.moowill look like thisThey're pretty reliable and offer broad coverage - the quotes are delayed 15 min. NASDAQ, 20 min otherwise.
 
User avatar
PinballWizard
Posts: 4
Joined: March 13th, 2002, 4:36 pm

Cheap/free market data feed

June 28th, 2002, 8:14 pm

Onuk,If you have access to Excel 2002, the Web Query feature has been greatly enhanced, allowing you to accurately specify which data table you want to 'scrape'.
 
User avatar
Onuk

Cheap/free market data feed

July 1st, 2002, 7:45 am

Semi << Thanks Semi.PinballWizard << Alas no Windows XP Office yet, Linux at home and still NT4/Office97 at work.