Nasdaq Data Link (Quandl)

I always forget to rollover contracts so I wrote a simple python script that looks at the front month/following month to see which contract has the most volume and emails me when this shift happens. The CHRIS futures database in Quandl is free so you just have to get your own API key. import Quandl from datetime import datetime from datetime import timedelta today = datetime.now() yesterday = datetime.now() - timedelta(hours=72) authtoken=<your api key here> contracts = ...

I have tested this new approach by starting to build the version 2 of the platform, without a MySQL database. When needed, full history of data is read from SC files or downloaded from Quandl on-the-fly. It is almost immediate... and it works just great! So much time spent on MySQL... :pcguru: :stickyman: At least, I learnt many things. I will later post more information about this new approach. Development will be much quicker. Progress also :becky: Nicolas

In addition to: - Quandl - Sierra Chart feeds, I have decided to add a third source of data for my (daily) MySQL database: Kinetic EOD offered freely by NinjaTrader. It requires to be able to read .ntd files produced by NinjaTrader. Due to the great work performed by other nexusfi.com (formerly BMT) members in order to find the specifications of such files, I have been able to write code to read .ntd files, both in R and in Java. Now, my platform can automatically perform the initial...

I have CQG and DTN iq feed. You can search their websites to see which service fits your needs. i would say DTN is best bang for the buck. However the best free resource is quandl, you can download a lot of free good data there.