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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....;)

avishal26
05-13-2009, 12:42 AM
I don't know much about stock market stuff.. but google finance updates its information every minute no?
Don't know about recording capabilities tho... hope this helps

revelations
05-13-2009, 12:48 PM
Not 100% sure but that data is probably available on a Questrade professional account (~20$ a month) which uses L2 access and lists the spreads.