(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)
I've been getting a bit of traffic from people searching for opentick (the defunct company), so I've started a list of similar (but non-free) data providers.I'm not affiliated with any of these vendors, and the list is in no particular order. I'll update this post as more information becomes available.
IQFeed
- features, fees, API**
- starts at $60/month*
- OS: Windows
- Same API as DTN.IQ
eSignal
- features, fees, API**
- starts at $125/month*
- OS: Windows
eoddata
- features, fees, API
- some data are free, as low as 1-minute intraday data for $19.95/month
- OS: Windows
Marketfeed
- features, fees, API**
- starts at $20/month*, access via API starts at $400/year
- OS: Windows
Notes:
* plus exchange fees
** API access may cost extra
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Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
