Hi Bing -- If the data need not be accurate, why bother collecting it -- just set up a random number generator to make it up. (Grin)
Even though you need only snapshot data, I recommend that you use data supplied by a data vendor (as compared with a broker). I use DTNIQ and like it. eSignal is well regarded also. Both have interfaces to AmiBroker that will bring the data in automatically. You can run the AmiBroker program to collect and post the data with a "real-time refresh interval" or a "run every" time set to 30 minutes. Thanks, Howard On Thu, Aug 26, 2010 at 5:34 AM, bingk66 <[email protected]> wrote: > > > Hi all, > > I am looking for a intra day data supplier for US stocks. Basically my > requirements are as follows. > > 1) I am looking for snapshot data for these stocks at regular intervals > (say 30mins). In between those intervals, I am not interested in any sort of > pricing whatsoever. > 2) The pricing obtained at those intervals need not be very accurate. > 3) The key requirement for me is that at those predefined intervals, I > would like to collect the snapshot pricing for a large number of stocks. The > code will read from a csv file which contains a large number of tickers and > will loop through each ticker collecting its snapshot price. It is possible > that the csv file can contain up to 200 tickers, so the data supplier will > need to be able to provide timely request for snaphot data for these large > number of tickers in a short space of time. > > I understand that esignal is very good, and could probably do the job. > However, I understand that esignal will backfill the data, which is probably > a good thing, but it is not something that I require, as I am really only > looking for snapshot data at specified times and nothing else. Any > suggestions ?? > > >
