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Questions tagged [market-data]

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3answers
130 views

Bid and Ask in Stock Market

Further to the discussion on "Can someone explain a stock's "bid" vs. "ask" price relative to "current" price?"Chris W. Rea answered: In a stock market, the bid and ...
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4answers
244 views

How do U.S. stock exchanges specifically account for dividends and ex-dividend dates?

At another question about ex-dividend dates and withholding taxes, an answer from Bob Baerker says: Stock exchanges reduce share price by the exact amount of the dividend on the ex-dividend date [...
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0answers
65 views

Why does stock / ETF data go FUBAR?

I hold units in the JNK junk bond ETF. On April 1st, it underwent a three-to-one reverse split so that three units were converted to one unit after the reverse split. That meant the unit price went ...
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1answer
69 views

What is the relationship between the short ratio, short interest record date, and short covering?

Assuming if company ABC settle short interest dated on September 8 (does it have to be mid or end of each month for every company to settle short interests or it is only when they have to report?), ...
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2answers
104 views

If financial data is distributed by the markets themselves, can market owners manipulate it and change the prices?

In the book of Quantitative Finance by Schmidt, on page five it states: "Some financial markets are organized in exchanges or bourses (e.g., New York Stock Exchange (NYSE)). In other, so-called over-...
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1answer
100 views

Where can one download monthly index fund prices from the deep past (40+ years) until today? [closed]

In the Four Pillars of Investing (2002), p. 119, William Bernstein suggests that a portfolio divided 50/50 into the SP500 and EAFE indexes (respectively US domestic and foreign stocks) and rebalanced ...
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3answers
726 views

How does the Bloomberg website chart calculate the “Rate of Change”?

This is a follow-up to the question: How does the bloomberg website chart calculate the MACD? When selecting a quote in the Bloomberg Market site (e.g. this quote), you are given the choice to add ...
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1answer
467 views

Is there an API for direct buy/sell access to the ASX and its real time data feed?

I am writing an algorithmic trading program, and I would like to be able to place trades directly with the ASX as opposed to going through a broker for each buy/sell order, in an effort to save on ...
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0answers
52 views

What percent of first post-IPO earnings reports are disappointing?

It seems like every time a company has its IPO, the next earnings report fails to meet expectations and the stock price plummets. Shouldn't expectations be lower considering the frequency at which ...
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2answers
1k views

What are the companies in the FTSE4Good UK 50?

I've been looking for a definitive and up-to-date (and reasonably regularly updated) source listing the companies included in the FTSE4Good UK 50 index (preferably by their LSE ticker code). This has ...
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1answer
270 views

How does the bloomberg website chart calculate the MACD?

I am looking at SeekingAlpha and Bloomberg. On SeekingAlpha, I have added the MACD indicator, and get the following chart for 1 Month data: On the Bloomberg website, I change the time length to 1-...
3
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1answer
64 views

Do online repositories of publicly traded companies' financial statements exist?

I'm currently managing my own Roth. I've made some stock purchases but I'd like to get much more in depth information and run my own top level research - even if it's not to the level of large ...
1
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1answer
105 views

Is it possible to retrieve Visa currency conversion rates in bulk? MasterCard?

I'm doing a study aimed to figure out if transactions with conversion are good or bad for me. Basic information I'd like to calculate for further analysis is spread and mid-price values. However, Visa'...
1
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0answers
890 views

Stock symbol list for German Xetra stocks on Google Finance or Yahoo Finance

I would like to have a list of the stock symbols of companies listed on Germany's Xetra exchange that can be used on Google Finance or Yahoo Finance. Where can one download this list?
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1answer
115 views

Costs around a modern crowd-sourced hedge fund

Consider the video from the front page of numer.ai. There, two statements are made 1) A hedge fund possesses a lot of expensive financial data [so numer.ai anonymizes this data before releasing it to ...
3
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1answer
764 views

Where can end-of-day data be downloaded for corporate bonds? [closed]

I would like to download historical end-of-day prices for corporate bonds. What are some websites for doing so? I do not mind paying for the data but Bloomberg is too expensive, even though it is very ...
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1answer
392 views

What is the current substitute for the Value Line Composite Index? [closed]

I am trying to use the Value Line Composite Index for a project. Much to my dismay, I just found out that it was discontinued in 2013. Have there been other substitutes developed for this since then? ...
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1answer
78 views

Starter Enterprising Investor

So I completed reading the "Security Analysis 6th Edition" in immense depth [cover to cover including all footnotes & appendix references]. *That I read intelligent investor cover to cover goes ...
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3answers
316 views

How profitable is selling your customer base? [closed]

I'm currently in the process (early process) of trying to get a product into the market. I am a college student with a heavy, background in computer hardware and software. As I began my research, I ...
3
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3answers
377 views

Is a stock's trade size history publicly available? [closed]

For example, if a stock trades 100K shares in a given day then it might have happened in 10 10K-share trades, or 1000 100-share trades, or many other possible combinations. I would like to know this ...
4
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2answers
7k views

S&P 500 - Current Constituent List

I'm getting different constituents from various places. An Excel sheet from the S&P website indicates 498 constituents in the S&P 500: Link to Excel Sheet on the S&P website, look at the "...
1
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1answer
110 views

How to deal with intraday prices conflicting with EOD highs and lows

I am trying to do some analysis for stock data, so every day I download the EOD and Intraday (Minute) data for NYSE, NASDAQ, and AMEX. Usually there are a couple hundred rows of intraday data where ...
2
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1answer
2k views

Nasdaq vs Nasdaq Trade Reporting Facility

I was sorting through some market data today and was sorting between the three largest ECN/Exchange market centers that I have access to. The top three are: Nasdaq. Nasdaq Trade Reporting Facility. ...
3
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2answers
13k views

How do I find the mappings between sedol and isin codes? [closed]

I am looking at data for Unit Trusts and OEICs in the UK. They are identified by SEDOL or ISIN codes. Given an SEDOL, how can I find the ISIN associated with the same product? And given an ISIN, ...
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2answers
2k views

Total assets and current assets

I was looking into company investment data and was doing some ratio calculation when I stumbled upon 4 Terms "Total Assets", "Current Assets", "Total Liabilities", "Current Liabilities". My instinct ...
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3answers
4k views

Is there a way I can get bid/ask price data on the NSE in real time? [closed]

I need bid/ask price live data on the National Stock Exchange of India to find out what buyers and sellers are quoting on the stock market. My trading platform only provides the best bid/ask price and ...
2
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2answers
692 views

Do algorithmic trading platforms typically have live-data access to stock data?

I was wondering if algo trading programs use live stock data. If so, where do they get that information?
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0answers
87 views

Tape data for FX pairs on google

I use google API to get intraday tape data (volume delayed by 15 min) for stocks and ETFs: http://www.google.com/finance/getprices?i=60&p=5d&f=d,o,h,l,c,v&df=cpct&q=SPY Is there a ...
4
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2answers
4k views

Getting (historical) Standard & Poor Stock Guides [closed]

Chapter 15 of The Intelligent Investor mentions S&P publishes (as of the 1970s) a monthly Stock Guide. Is this still a worthwhile resource? What's the best way to get access to this guide, ...
4
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3answers
394 views

Offer Price for my stock not shown on quote and a subsequent sale higher than my offer

I offered 30,000 shares of stock for sale at .54 when the ask was quoted at 10,000 shares for sale at .62. My offer never became the ask that day. Therefore, the broker was telling the public that ...
5
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2answers
1k views

Where can I find a good online fundamental data provider for Hong Kong stocks? [closed]

I am thinking of investing in the Hong Kong stock market. One problem I am facing is finding a good online fundamental data provider that provides a database of financial statements for Hong Kong ...
1
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1answer
238 views

TOCOM oil in USD [closed]

Where can TOCOM oil be found to be quoted in USD/bbl? I'd rather not go through the conversion process (at least until goog can mix units like volume and currency) to get the USD/bbl version of ...
2
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3answers
1k views

How do car market price companies get their data?

When i was in a car auction i talked with a guy next to me and he was writing down all the information of the auction. He told me he worked for a close by dealership and those numbers were used to ...
2
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1answer
233 views

Are there any market data providers that provide a query language? [closed]

Like SQL, for example, but it doesn't have to be the same syntax. For example, I might want to query "which stocks on the NYSE had the greatest 1-hour price changes today?"
2
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1answer
4k views

Free source of corporate bond data?

Are there any free sources of corporate bond data? More specifically, I would like information about new/upcoming issues (but if something like this exists for secondary markets I would be interested ...
3
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2answers
442 views

What rules govern when a new option series is issued?

As I'm typing this, the CBOE quotes and data page lists GOOG and FB options with expirations of September, October, November and December of 2012. But AMZN and GS only get September and October of ...
3
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2answers
278 views

Protocols and exchange formats for financial data

Wikipedia says: Many banks in the US let customers use personal financial management software to automatically download their bank statements in OFX format. Also, from http://fixprotocol.org/...
7
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1answer
282 views

Who owns historical valuations about equity such as stocks and index funds?

Data, Data, Data. Who owns it? Price is determined by demand and supply in a market but even if you crash or sky-rocket the price of some equity you don't really own that historical data but who does ...
4
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1answer
540 views

How to find trailing 5-year stock returns for 1980s?

I am trying to find the top gaining stocks in the 1980s based on the trailing 5-year return. For example, I want to know the top performing stock for 1975-1980, 1976-1981, 1977-1982, etc. I don't ...
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2answers
136 views

What does volume mean on a weekly chart

For a weekly chart, I know that: open price means the opening price on Monday previous price means the previous price on Monday last price means the last price on Friday high price means the highest ...
3
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4answers
3k views

forward foreign exchange rates [closed]

Is there anywhere online I can lookup forward rates for foreign exchange? Preferably this would include historic rates too.