Data provider for Swedish and European stocks?
Author: Silvius
Creation Date: 2/14/2017 10:02 AM
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Silvius

#1
Hi

I recently downloaded the trial version of Wealth-Lab and liked it alot.

I am however a bit uncertain as how to get a good intraday real-time and historical data provider (feed).

I trade mainly Swedish (OMXS30 Stockholm) and other nordic stock but would also like data on other European stock markets.

I know Google Finance provide the stocks i need, but they only have historical intraday data from the last 2 months (if I understood correctly) wich isn't gonna cut it.


Thanks in advance


Regards

Jon
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Eugene

#2
Hi Jon,

Thanks for the words of appreciation. Unfortunately, getting intraday data for European stocks is not a simple task. Consider this age-old discussion, for example: Intraday-Datafeed für European Customers? Once we started evaluating Reuters ... / Metastock ... data which looked promising and might provide access to a broad range of data but sadly, this project did not get off the ground for some reason. Neither do the existing providers like IQFeed and Quandl (EU stock data browser) seem to offer any Nordic data.

QUOTE:
I know Google Finance provide the stocks i need, but they only have historical intraday data from the last 2 months

It does provide the data for U.S. stocks but as I tried it on some OMXS30 stocks there was no intraday data.

So as it seems that your only bet might be to find a 3rd party vendor that offers the historical data in one of the supported ways i.e. ASCII (CSV) or as a relational database for professional users (Database provider).
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Silvius

#3
Ok thats too bad, it would have been very interesting to run som test on intraday strats as well.

I am open to using it solely for researching swingtrading strats and mby plotting my daily analysis.

Is there a good source for more "general" data on European stock? Say for instance long term EOD historical, real-time daily 1-min with maybe only a couple months of historical intraday?

When I've looked around it seems that is the most common package for market data.

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Eugene

#4
If you point me at a data vendor that suits you I could look if it's compatible - or if WL could be made so.
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abegy

#5
Hi Eugene,

Why not to reconsider an extension for Reuters ... / Metastock ... data ?
If you are interesting, I can give you through the ticket center all information for that.
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Eugene

#6
Jon,

Actually, there should be a data provider for intraday European stocks - if you have an Interactive Brokers account and as long as your market data subscription covers EU stocks. I've forgotten about it since it's developed by a 3rd party:
http://ib-automated-trading.com/.

Hi Alexandre,

One day we may be able to reconsider this project, in the longer term perspective. I recall we had a ticket and a forum conversation. But for now please review already available alternatives using Interactive Brokers intraday data. They have been developed by 3rd parties:

A recent full-fledged solution for getting static/streaming data and trading with IB using WL Developer 6 (not Pro):
http://ib-automated-trading.com/

IBCollector - it's quite old so I'm not sure if it's still supported or functional, though:
http://ibcollector.com/Default.aspx
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Olekso-Monsterlo

#7
Hi Silvius,

I'm looking for the same data providers as you. I'm not interested in intraday or real-time data.
Will be good to find even regular historical data for Nasdaq OMX market.
I've tried Yahoo Finance but for OMXS30 but they missed two companies https://finance.yahoo.com/quote/%5EOMX/components?p=%5EOMX

Please share here any findings you have!

Thanks in advance!
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Eugene

#8
Oleksii, which data sources and web sites are you using to get the OMX data?
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Olekso-Monsterlo

#9
QUOTE:
Oleksii, which data sources and web sites are you using to get the OMX data?

I was succeeded to use Yahoo! Finance as a data provider in Wealth Lab to get data on OMXS30 stocks.
It seems good for now because I just play with some indicators and reading a book.

But I'd like define workflow to have historical data + new intraday data. I'm not sure if I need current day intraday data, but if I will use ASCII data archive I'll need to update it regular. (as you mentioned in another thread)

Also I think I can use http://www.nasdaqomxnordic.com or other Swedish sites to download data manually.
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Eugene

#10
Nasdaqomxnordic.com is a good candidate as I determined yesterday. What other Swedish data sites do you have in mind?
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Olekso-Monsterlo

#11
QUOTE:
Nasdaqomxnordic.com is a good candidate as I determined yesterday. What other Swedish data sites do you have in mind?


Ok, regarding other sites - I thought about https://avanza.se and https://www.nordea.se.
Both of them are brokers and you can see intraday data on a web page. Their support service noticed me that I can download it too but I didn't try it yet...
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Eugene

#12
Thanks. I've looked into it and I don't like both these sites. Avanza.se seems to switch to Weekly scale when attempting to capture as much EOD data as possible. Nordea.se may be difficult to grab for other reasons. Nasdaqomxnordic.com looks promising.
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Eugene

#13
ETA for Nasdaqomxnordic.com provider is end of March.

Silvius, Olekso-Monsterlo, abegy:

Besides OMXS30 or OMXN40, which other Nordic indexes are you interested the most? Feel free to suggest your candidates to include in Classification Groups of the upcoming provider from this page:

http://www.nasdaqomxnordic.com/indexes
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Eugene

#14