I've seen a bill for DataStream, and have sworn a bloody oath to hack it right down.What are the good & cheap options to replace it for historical data series ?

Surprisingly, Yahoo Finance will let you get historical data (open/close/high/low I think) for US stocks/Indices. But I guess you need more than that? Bloomberg is great if you know someone who has it... If you just needed a certain amount now rather than ongoing, PM me a list of what you want.

We already have Bloomberg, which lacks the legnth of historical series we need.It also has an astoundingly crap interface.

DCFC: We already have Bloomberg, which lacks the legnth of historical series we need.In CQG you can get stuff like the DJIA back to 1890, on a daily basis. Good enough?You can access it either natively, in their own application (which is formidable) or through Excel or COM.

So you must be looking for >50days of historical intraday tick data?Olsen might have what you need.

Excel/COM interfaces are certainly worthwhile. The particular set of users I want to help are spending a lot on DataStream.

QuoteOriginally posted by: DCFCWe already have Bloomberg, which lacks the legnth of historical series we need.It also has an astoundingly crap interface.DCI'm not sure but a long time ago a Datastream employee told me that not only were they the only company with the oldest and the largest database for stock data potentially in the world but they also are the providers of historical data (the really old bit) to all major quote terminal companies like BB. As I said I'm not too sure, this was a long time ago when I was trying to buy some data from them, so do ask/quiz other data providers.

at the previous place, we bought tick data on CD's from NYSE and NASDAQ. 200$/month from NYSE and 150$/month from NASDAQ. NASDAQ even included level II data (bids/asks that were not executed). i think i can dig up the original source, if really needed

My company provides historical fundamental and pricing data, including tick data, in a normalized database with an analytical language and interface designed for the quantitative researcher. I just joined and don't want to break any rules, so let me know if this is of interest to you and allowed, and I will send you more information.

quantan,I'm also interested in real-time tick data vendors that provide good APIs. I don't think anyone cares if you break your company's rules, so tell uswhat you've got and what it costs.N

quantan please turn your messaging on ?

I meant I just joined the forum and didn't want to break advertising/solicitation rules. After a brief run through, I see this type of discussion is welcomed -We offer a historical tick database (TAQ - Bid, Ask, Trade, Volume from 1994) with an extensive library of C, C++, and VB API's. We also offer a real-time tick data capture, cleansing, broadcasting and storage product. I turned my messaging on. If you send me your contact information, I'll send you the information today.

I checked Bloomberg and it has DJIA daily from 1900/1/1 to date. For Taiwanese stocks, they have all historical daily data since every stocks listed on the exchange. I am not sure but defintely it must have all the daily data of US stocks. The Bloomberg API or Activex is very easy to use, although it takes time to retrive data from Bloomberg network. We use Blooomberg as a major source of various data we need, real-time, historical, fundamental data of stocks, currencies, bonds, and futures/options. It sounds like I am a Bloomberg sales but I am not. I recommend Bloomberg if you have one to use it to get the data you need.

N - you can learn more about our solutions at www.qaisoftware.com (website undergiong an overhaul but should give you an idea of the solutions available)

Thanks a bunch quantan...