Google Intraday Data
Author: hlh
Creation Date: 11/29/2010 3:12 PM
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hlh

#1
Hi,

as I just found out, Google also provides intraday data. I gues it is for 10 days back (or 15)? Found a tool to do the request. Would be nice if we could have it in WL6 as well! Any plans (or any workaround so far)?

I also believe i red something about Yahoo too? 5 days back or so.

Btw, is anyone using Google (or Yahoo) intraday data and can say anything about data quality and what sysmbols can be requested?
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Eugene

#2
I'll take a look but can't promise anything now.
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Eugene

#3
Yahoo! does provide 5 days back but my best bet is that we'll hardly be touching the existing provider code base to support that much intraday data goodness. ;)

Google can be made to return up to 3 months of 5-min historical data, or 1.5 months of 2-min data, or 2 weeks of 1-min data. (However, we're not so lucky with other bar scales such as 10- or 60-min data.) At least we're onto something.

An update to some of our data providers is planned after 6.1 is released to address some of its API changes. (Hopefully we'll be able to deliver the IQFeed provider but don't quote me on that.) If everything goes as planned I could then try adding intraday historical data download to the Google provider.
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Eugene

#4
Google intraday data is coming soon:

QQQQ 2 minute 12/09/2010 by Google Finance



QQQQ 2 minute 12/09/2010 by Google provider, WLD 6.1



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Eugene

#5
But wait, there's more: Google streaming intraday data:



(Volume delayed by 15 minutes)
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hlh

#6
Nice to hear, thank you!

Btw, as some people record live data or make historical snapshots for certain time frames on intraday data to bulid and consolidate it into one own intraday database even the 'poor' 5 days back at Yahoo might be interesting for some. Specially as even larger brokers or data providers have some very though restrictions on historical intraday data.

But as Google seems to offer more I assume their quality might be comparable to Yahoo (specially as I don't know Yahoo's intraday quality either).

P.S.: I guess QuoteTracker is not yet included (which is nice in WL4 and would be great here too).
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Eugene

#7
The updated Google provider will be compatible with WL 6.1 (only) because of a new feature of the upcoming Wealth-Lab version (early next year).
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Eugene

#8
Free intraday backfill and Streaming intraday/daily quotes now in Google provider 2011.01. Wealth-Lab 6.1 required.