Opensource marketdata reference data for retail market
Opensource marketdata reference data for retail market
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Homunculus Reticulli · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: Homunculus Reticulli
Original post: https://quant.stackexchange.com/questions/17607
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
I'm not sure if this is the correct place to post this - but here goes:
I have been working on a project for the last few years, during which I have come up with a set of components with the following affordances:
A simplified (easy to remember) instrument naming 'symbology'
A framework for mapping various data providers feed into the framework - meaning that the same simplified naming can be used to fetch instrument data across various feed providers
A simple schema for storing instrument data
The end user will be responsible for sourcing the actual market data, what I am aiming to provide, is an infrastructure (libraries, databases etc), to store the reference data relating to the marketdata.
The idea of this is twofold:
i. To provide a framework for retail clients who want to build their own marketdata repositories
ii. To tap into crowdsourcing, to help maintain database(s) that contains the latest company reports, company news releases, SEC filings etc, that everyone can benefit from.
I want to know:
Is there any interest in such a project?
Are there any features that are a must, for the proposed system to be useful to as many people as possible?
It goes without saying, that the proposed system will only cover exchange traded products (but this restriction has to be relaxed to include Forex markets in the asset classes covered).
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Quantopik · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: Quantopik
Original post: https://quant.stackexchange.com/a/17609
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
I think this project could be interesting!
This is because, although already exist market data sources (see QUANDL) for free or cheap, I think it would be nice build your own database.
Moreover, I find the fact you want to build an updated dataset about companies news, report & releases extremely interesting, since a serious source about historical financial crisis, for instance, or bank fails too is lacking.
I think that a must could be what does not exist again, as what cited above!
So, IMHO, this project could be a great idea!
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Quoted from Forex.com.bd-Editorial External question — Quantitative Finance Stack Exchange Author: Homunculus Reticulli Source score (net votes, not local likes): 6 Original post: https://quant.stackexchange.com/questions/17607 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'm not sure if this is the correct place to post this - but here goes: I have been working on a project for the last few years, during which I have come up with a set of components with the following affordances: A simplified (easy to remember) instrument naming 'symbology' A framework for mapping various data providers feed into the framework - meaning that the same simplified naming can be used to fetch instrument data across various feed providers A simple schema for storing instrument data The end user will be responsible for sourcing the actual market data, what I am aiming to provide, is an infrastructure (libraries, databases etc), to store the reference data relating to the marketdata. The idea of this is twofold: i. To provide a framework for retail clients who want to build their own marketdata repositories ii. To tap into crowdsourcing, to help maintain database(s) that contains the latest company reports, company news releases, SEC filings etc, that everyone can benefit from. I want to know: Is there any interest in such a project? Are there any features that are a must, for the proposed system to be useful to as many people as possible? It goes without saying, that the proposed system will only cover exchange traded products (but this restriction has to be relaxed to include Forex markets in the asset classes covered).
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