在哪里可以找到高分辨率的财务数据
我正在编写一些用于股权的机器学习软件，并且希望找到一些即时数据或至少 3 或 5 分钟的数据。
我想要一两年的时间进行测试。
我并不关心数据来自哪个交易所，只要它来自某处的主要交易所即可。
还有哪里可以连接到延迟“实时”数据的数据流？
数据不一定是免费的，但免费更好:-)
I'm writing some Machine Learning software for equity and would like to find some tick data or at least 3 or 5 minute data.
I would like to have a year or two for testing.
I don't really care about what exchange the data is from, as long as its from a major exchange somewhere.
Also is there anywhere where one can get connect to a data stream of delayed 'live' data?
The data does not have to be free, but free is better :-)
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http://finance.yahoo.com
您可以以 csv 格式下载任何公司的股票市场数据。
例如，如果您想下载 microsoft 的数据，则 csv 位于 -
http://download.finance.yahoo.com/d /quotes.csv?s=MSFT&f=sl1d1t1c1ohgv&e=.csv
同样，您可以下载任何公司的数据，只需将上述网址中的 MSFT 替换为您需要的股票报价即可。
我不知道有什么地方可以免费获得实时数据流；）
http://finance.yahoo.com
you can download the stock market data for any company in csv format.
for example, if you want to download the data for microsoft, the csv is located at -
http://download.finance.yahoo.com/d/quotes.csv?s=MSFT&f=sl1d1t1c1ohgv&e=.csv
Similarly, you can download the data for any company, just replace MSFT in the above URL with the stock quote you need.
I don't know any place you can get a stream of live data for FREE ;)
AutomatedTrader 是一个很好的来源。它们提供 Level1（交易和册顶），并且还具有 NASDAQ ITCH、NYSE OpenBook、ArcaBook、BATS 和 DirectEdge 的历史记录。
如需实时数据，请尝试 IQFeed。 IQFeed 还提供多年的 1 分钟栏。它也非常便宜。
A good source is AutomatedTrader. The provide Level1 (trade and top of book) and also have histories for NASDAQ ITCH, NYSE OpenBook, ArcaBook, BATS, and DirectEdge.
For live data try IQFeed. IQFeed also has years of 1 minute bars available. It is also very inexpensive.
我在谷歌上搜索了这个链接，它提供了一些股票的每日价格。
从您的问题来看，您似乎对高频交易感兴趣。
为此，我建议您与您的量化分析师或专家交谈并提供一些培训意见。这些应包括止损情况和您需要特定响应的其他情况。
接下来，您应该使用 Black-Scholes 模型（具有一定波动性的价格的布朗运动）中的相同假设生成一些序列。然后，您应该在数据中包含股息。
因此，在开始使用“真实”数据之前，您应该使用您能想到的所有条件生成大量人工训练数据。
通过首先进行所有廉价测试，只有在成功通过后，您才为真实数据付费（这并不便宜......），这将为您节省金钱。
I've googled this link which provides daily prices for a few equities.
By the looks of your question it seems you are interested in high-frequency trading.
For this I suggest you speak with your quant or expert and generate some training inputs. These should include stop-loss situations and other conditions where you want a specific response.
Next, you should generate some sequences using the same assumptions from the Black-Scholes model (brownian motion of the prices with a certain volatility). Then, you should include dividends in the data.
So, before you even start using "real" data you should generate a lot of artificial training data using all the conditions you can think of.
This will save you money by doing all the cheap tests first and only after they pass successfully do you pay for the real data (which is not that cheap...)
如果您想在次日数据粒度上进行认真的工作，您将需要“付费”服务。一些基于网络的优秀服务包括：
专业服务包括：
最好取决于具体情况 - 但任何具有 API 访问权限的东西都很棒 - 这就是为什么我如果您不是专业人士，会推荐 DTN。伯格/路透社，如果你是的话。
If you want to do serious work at the sub-daily data granularity, you will require a "paid" service. Some good web based ones include:
Professional services include:
The best depends on circumstances - but anything with API access is brilliant - that's why I would recommend DTN if you're non-pro. Berg / Reuters if you are.
检查此链接。
它将实时数据传输到任何桌面和移动网络浏览器和应用程序。完全支持 HTML、HTML5、Ajax、Flex、Silverlight、iOS、Android、BlackBerry、Windows Phone、Java 和 .NET 技术，并具有双向数据推送功能。
Check this link.
It streams real-time data to any desktop and mobile web browsers and apps. HTML, HTML5, Ajax, Flex, Silverlight, iOS, Android, BlackBerry, Windows Phone, Java, and .NET technologies are fully supported, with bidirectional data push.