DRKM
05-12-2009, 10:16 PM
Hey,
In my spare time I am using a code that I developed back when I was in school (Cross correlation/Turbulance Analysis of the Aurora) to try and apply it to some market conditions.
Anyway I am having some trouble finding enough data, both my TD and Quest trade accounts don't have any data recording capabilities...
I am looking for intra-day data preferably 3min incriments or better. Even better would be ask/bid spreads.
I am looking for USD Index, gold futures, and currency data.
Also NYA would be good to have to.
Does anyone know where I can get some raw data?
I tried the UofC Data Base but came up with very little...
Anyone know anything? I can make it worth while if any good stuff is found....;)
In my spare time I am using a code that I developed back when I was in school (Cross correlation/Turbulance Analysis of the Aurora) to try and apply it to some market conditions.
Anyway I am having some trouble finding enough data, both my TD and Quest trade accounts don't have any data recording capabilities...
I am looking for intra-day data preferably 3min incriments or better. Even better would be ask/bid spreads.
I am looking for USD Index, gold futures, and currency data.
Also NYA would be good to have to.
Does anyone know where I can get some raw data?
I tried the UofC Data Base but came up with very little...
Anyone know anything? I can make it worth while if any good stuff is found....;)