Yahoo tick data

avid666

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Hi,

I'm new here and don't know too much about data.

I am developing an application which takes tick data from Yahoo, but I notice that even though the exchange has closed, ticks are still coming in and the bid/ask price has changed. Why would this be?

Note: i'm not using the Yahoo data for anything serious, i'm just using it as a convienent source for testing.

Thanks,
David
 
I assume you are sampling the yahoo feed every so often as yahoo historical data is EOD only.

But the reason for the extended ticks: 1) Yahoo data is not real time but delayed 2) Most stocks take a few minutes to settle.
 
You can get delayed intraday data from Yahoo if you pull their real-time data page periodically. The reason why there are trades after the close is that the market is still active and in a, so called, after-market session. Regular market hours are from 9:30 a.m. to 4:00 p.m. After-market hours are from 4:00 p.m. to 8:00 p.m.

Is it possible to get the delayed intra day data from yahoo to be used in an application that I developed?
 
Yahoo provides free end-of-day (DAILY) historical data. Tick or intraday data is not available unless you want to use snapshots of the real-time quotes; not historical but free.
 
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