Re:Ask HN: Any high frequency trading hackers
by ajays on Sunday November 28, 2010 @03:38AM
(#1947015)
Where do you get the data? I've found that access to (inexpensive) sources of data to be a problem. For backtesting, I'd love to get historical data; even a sample would do.
A long time ago, Island used to make their data available. Then they were bought out by NASDAQ, and no more data :-(
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Re:Ask HN: Any high frequency trading hackers
by a904guy on Sunday November 28, 2010 @09:45AM
(#1947414)
I've been collecting data from various places, originally while I was building the framework I simply downloaded yahoo daily data to test against.
Now I've been downloading and recording tick changes from my broker, Optionshouse.com.