Rank: Member
Groups: Registered, Registered Users Joined: 9/25/2010(UTC) Posts: 14
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I've come across a site called EODData, which claims to provide quite a lot of data for a good price, and more importantly provides the data early with subsequent hourly corrections up to three hours after market close.
I'd be really interested to know any other people's experiences with this data feed? I'm currently using Reuters Datalink, but I'm finding that the data is arriving so late that I've given up and gone to bed; and I'm not normally awake enough in the mornings to review the data then.
Any experiences would be much appreciated - how reliable is the data? How easy is it to import into MS EoD? Can it be scripted to reduce the work involved?
Any any negative experiences would be very much appreciated - looking at the price it seems almost too good to be true, so maybe it is.
Thanks.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 3/6/2010(UTC) Posts: 113 Location: London
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Hi
I use EODData (free EOD only - not intraday).
They provide Metastock format text files ready to be converted using the Downloader.
I have to wait until 2am London time so I can download the data, but then again its free so I can't complain. I think if you pay you can get it earlier.
Hope this helps.
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Rank: Member
Groups: Registered, Registered Users Joined: 9/25/2010(UTC) Posts: 14
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Thanks haddison.
I'm tempted to give this a try - for $14.99 there seems to be a lot of data, and it looks as though it updates at 5pm, 6pm and 7pm.
How have you found the data quality? I guess by 2am they've had plenty of time to correct any errors?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 3/6/2010(UTC) Posts: 113 Location: London
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The problem is, for the $14.95 package (Bronze) you only get 30 days of historical data.
The way it works is, they give you one text file per category for each day, e.g. one text file for Indices, one for Forex etc and the file shows the prices of all the securities in that category for that one day. Every day they delete the oldest day (e.g. 30 market days ago).
On their website they say that for the Bronze package, the data will be available by 8pm (which is around 1am London time).
The data quality is acceptable, but there was a day where the closing price of the DJ Industrials was incorrect (10th March 2011). Maybe they corrected it afterwards, I don't know, but I used different sources when I knew this figure was wrong.
They used to be worse before. I remember they used to have zero data for a holiday. I sent them an email telling them this, and they replied saying that their customers prefer holiday days to be filled with zero data. They don't do that anymore, which is good.
There are quite a few sources of free end of day (and even intraday) data. I can't list them here, because they are competitors of Equis/Reuters Datalink, so I don't think the mods would be too happy with that.
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Rank: Member
Groups: Registered, Registered Users Joined: 9/25/2010(UTC) Posts: 14
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Yes, the 30 day data isn't a problem for me as I'm up to date anyway. Unless I'm misreading it, their website says that all times are local market, so 6pm LSE means 6pm UK time.
I've got a spare PC which I might test this out on before jumping in with both feet. That way I can compare the data quality as well.
I don't mind paying for data, but recently my LSE data has been arriving n the middle of the night, leaving me no time to actually do anything with it.
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