LSE EOD data

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PBaekdal

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Hi

I'm interested to know who people aroud here use for accurate, timely, reliable EOD LSE data they can depend on for scans/explorations based on mechanical trading system to generate trading signals for next day orders.

Accuracy: I understand that the closing price means different things depending on the trading platform that the stock is traded on. My systems assume closing price is the last traded price not the volume weighted average price (VWAP) of the day or some other such derived rather than actual closing trade price.

Timely: The sooner I can get my hands on data the sooner I can scan the market, generate signals and enter my next day trades.

Reliable: I really want a provider that regenerates historical data based on corporate actions (mergers, splits, de-mergers, symbol changes, etc) ASAP preferably same day.



Can people let me know if they have found a provider that actually fits this criteria. Have found a lot of pretenders out there that just resell data without maintaining it (free providers and others do this). I need accuracy.

I'm really interested to hear from experienced traders who understand what I mean rather than just replies about using free data.

In exchange if you are interested I can provide info about successfully trading ASX CFDs with very accurate,timely and reliable data.

Thanks in advance,
Pete.
 
Can't help on LSE, but I have a question. Where do you get your ASX data ?
 
dcraig1 said:
Can't help on LSE, but I have a question. Where do you get your ASX data ?
Click to expand...

DataHQ. I'm not employed by them or affiliated with them in any way.

I can not fault them and would recommend them to anyone. Look them up for more info.
 
PBaekdal said:
DataHQ. I'm not employed by them or affiliated with them in any way.

I can not fault them and would recommend them to anyone. Look them up for more info.
Click to expand...

No go. I don't want any database maintenace software etc etc. I just want some sort of open protocol such as ftp, http or even a proprietary properly specified protocol so that I can maintain my own database (which uses MySQL and is probably faster, is client server, and almost certainly more robust than any of these type of offerings).
 
dcraig1 said:
Been there. Done that. To be perfectly honest, I would be happy with Yahoo EOD data if it wasn't a day late.
Click to expand...

I get the feeling by the tone of your post that you weren't happy with Justdata. If so, can I ask why? Just interested....

Also, isn't the problem with "free" data (such as that available from Yahoo), that it is not "adjusted" for splits, etc. In addition, from my own experiences I have found it to contain a number of inaccuracies especially with the LSE.
 
I Don't trade LSE or use EOD data, but I believe - Updata Investment Software can provide a service which suits your requirements for about 50GBP per month. For mechanical systems, their Highlighter and MarketHawk services are excellent and might be just what your after (both are included in the 50GBP quote).
 
MrGecko said:
I Don't trade LSE or use EOD data, but I believe - Updata Investment Software can provide a service which suits your requirements for about 50GBP per month. For mechanical systems, their Highlighter and MarketHawk services are excellent and might be just what your after (both are included in the 50GBP quote).
Click to expand...

Mr. Gecko,

thanks for your suggestion but in this case these guys don't sell EOD LSE data. They flog a product called Technical Analyst (I think it supersedes their previous offerings) which is bundled with (real time) data. I use MetaStock and AmiBroker and simply want LSE EOD data (without the closing price issue) so I can test my systems that work well on the ASX to see if they'll work well on the LSE.

Cheers anyway,
Pete.
 
PBaekdal said:
Mr. Gecko,

thanks for your suggestion but in this case these guys don't sell EOD LSE data. They flog a product called Technical Analyst (I think it supersedes their previous offerings) which is bundled with (real time) data. I use MetaStock and AmiBroker and simply want LSE EOD data (without the closing price issue) so I can test my systems that work well on the ASX to see if they'll work well on the LSE.

Cheers anyway,
Pete.
Click to expand...

Hi Pete,

I am in the same boat as you. I use Amibroker and want good LSE data too.

did you find a good data service yet?

Cheers,
Moxy
 
PBaekdal said:
Mr. Gecko,

thanks for your suggestion but in this case these guys don't sell EOD LSE data. They flog a product called Technical Analyst (I think it supersedes their previous offerings) which is bundled with (real time) data. I use MetaStock and AmiBroker and simply want LSE EOD data (without the closing price issue) so I can test my systems that work well on the ASX to see if they'll work well on the LSE.

Cheers anyway,
Pete.
Click to expand...

Pete,

As already stated I use JustData which feeds both my Metastock & Amibroker charting packages. They seem reliable and apparently offer delisted stocks.
 
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