EODData: IntraDay Data Project

After many frustrating months trying to come to grips with the huge volume of information that comes flying out of the major exchanges, we finally cracked it. In the end we had to purchase considerably more hardware than was originally planned but everything is now working perfectly. The new feed servers have been running smoothly for a couple of months now and we are happily collecting ticks for AMEX, NASDAQ, NYSE, OTCBB, NYMEX, NYBOT, CME, COMEX, CBOT, and WCE. From the ticks we are also creating our 1,5,10,15 and 60min bars.

FREE TRIAL EXPECTED TO COMMENCE 1 MAY 2007 - STAY TUNED...

Background

We have been asked by a number of our members whether it is possible to get intraday data delivered at end of day. By delivering the data at end of day we can avoid any license fees charged by exchanges and keep the cost for intraday data down. Due to the limitations imposed by most charting packages and the volume of data that needs to be stored, we have set our initial goal on 15-minute snapshot data (15 minute open, high, low, close, volume figures). Once the service is established, we will then endeavour to increase the frequency that snapshots are taken and move to 10, 5 and 1 minute intervals. Initially the service will include the following exchanges: AMEX, NASDAQ, NYSE, OTCBB, NYMEX, NYBOT, CME, COMEX, CBOT, and WCE. As more members subscribe we plan to add other exchanges such as INDEX, FOREX and LSE as soon as possible.

OBJECTIVE: To provide intraday 15 minute snapshot data to our members for US Stocks and Futures at end of day.

TARGET: 250 members are needed paying US$19.95 per month to make such a service viable.

Number of members who have expressed interest in the service:
2128

Visitors are invited to register their interest in subscribing to this service so that we can confirm whether or not such a service would in fact be viable. By registering, you are not committing to subscribe in any way.

If you are interested in subscribing to the intraday service please fill in the form below:

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Frequently Asked Questions

What is 15 minute snapshot intraday data?
Every 15 minutes we record the open, high, low, close, and volume for the previous 15 minute period.

Why deliver it at the end of day - why not provide it during the day?
Any company that provides intraday data before market close must pay license fees to the exchange that the data came from. For US Stocks and Futures we would need a lot more subscribers to pay for the additional license fees.

Why 15 minute snapshots?
Three reasons: Firstly, an end of day NASDAQ file is currently 137k. With 15 minute snapshots the size goes up to 4384k. We are keen to provide 10, 5 and 1 minute data but first we need to know whether our servers and our subscribers can handle 6576k, 13152k and 65760k files. Secondly, most leading charting packages use MetaStock/Computrac format for storing their data. This format has a limitation of 65000 rows of data per symbol. With 15 minute bars you can fit roughly 9 years of history, whereas 1 minute bars you can only have 6 months history. Thirdly, it takes considerable computing horsepower to create 15 minute bars for an entire exchange.