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Comment by xivzgrev | Hacker News Reader

Anyone know where he got all the raw data to feed his algo? Clearly he used a lot of data and the two main sources of free info i know of are google finance and yahoo finance. At least with google finance i run into issues with their api if you execute too many calls simultaneously, a bunch end up not returning any data

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Not sure where he got his data, but you might want to try https://www.quandl.com/

They have a free, community, curated data set of ~3200 stocks.

Wow i have not heard of that site before - thanks!

Agreed with Quandl being a good source for financial data. Their APIs are also quite well-maintained. Within Quandl, I've found Zack's to be a good resource.

I work with both Quandl and Zack's pretty frequently, let me know if you're interested in buying large amounts of data from Zack's, and I can perhaps get you a discount from the listed prices on the Quandl website.

If I was interested in such a discount, how would I contact you? (Also, how much is a "large amount"?)

In my experience, Yahoo finance data is not reliable. In one case, I noticed that the stock price is incorrectly adjusted for dividends for all shares trading on a particular exchange. Free correct data is hard to obtain.

You can get data from Interactive Brokers; I assume most of the other brokers that provide an API will give you data too.

You can get constant updates from IG via scraping. Market prices are fractal I.e. Self similar at any scale

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