I am in the very first stages of implementing a tool to compare 2 market data feed sources in order to prove the quality of new developed sources to my boss ( meaning there are no regressions, no missed updates, or wrong ), and to prove latencies improvement. So the tool I need must be able to check updates differences as well as to tel...
I have to propose a topic for a software engineering project. I really would like this project to help me to get a job in financial/banking domain. I’m interested in three areas: Access Control Mechanisms, Data Security or Investment Banking/Trading. I’m also open to other ideas. I will have about 6 months to complete the project. At th...
I am looking for a financial library for Python that will enable me to do a discounted cash flow analysis. I have looked around and found the QuantLib, which is overkill for what I want to do. I just need a small library that I can use to input a series of cash flows and have it output a net present value and internal rate of return. ...
i'm using the yahoo finance api for stock and stock option data. this used to work: http://quote.yahoo.com/d/quotes.csv?s=VCR.X&f=l1c1n that's once of the options for Visa. this doesn't work anymore, and when i go to yahoo finance their option symbols are all differnt now, looking like this: VEH100220P00055000 that's an option ...
How do I import historical data for a list of stocks from a specific date? Mostly OTCBB stock. ...
What's the best way to parse a FIX message ? (FIX message as in the 'financial' FIX Protocol) ...
Hi everyone, This is a scenario to one of the system I'm currently developing: I have a platform where users can register and place their product online, provide a price and buyers can add a product to the shopping cart. On checkout, the buyer enters their credit card information on a secure (https) protocol. My que...
(I asked this question earlier today, but I did a poor job of explaining myself. Let me try again) I have a client who is an industrial maintenance company. They sell service agreements that are prepaid 20 hour blocks of a technician's time. Some of their larger customers might burn through that agreement in two weeks while customers w...
I am creating a database schema to be used for technical analysis like top-volume gainers, top-price gainers etc.I have checked answers to questions here, like the design question. Having taken the hint from boe100 's answer there I have a schema modeled pretty much on it, thusly: Symbol - char 6 //primary Date - dat...
Is there a good starter document on quantlib (http://quantlib.org)? The examples are not well documented, and the help does not give that much insight. ...
I am looking for a resource to download fixed income data online, much like there is access to stock data from yahoo. At the very least I'd like the treasury bonds. I use python, but any help would be appreciated. ...
I need a (free or cheap) source for end-of-day stock/mutual funds/index values. Major world indexes & European stocks are my primary interest. I keep seeing that Yahoo/Google/Microsoft offer this data, yet I can't find a HOWTO doc (or similar) on getting the data. Reuters is an option - ~$300/month puts it out of my range. Sample of w...
I am trying to query a table in PostgreSQL 8.4.2 server for to get open-high-low-close data. The table and my first query are below. Question: Is there a way to get the same results without using subqueries as in the example query below? Perhaps using FIRST_VALUE() or LAST_VALUE() window methods? -- FIRST ATTEMPT AT OHLC SELECT con...
Script pulls data from mysql: $DBI::result = $db->prepare(qq{ SELECT close FROM $table WHERE day <= '$DATE' ORDER BY day DESC LIMIT $EMA }); $DBI::result->execute(); while($row = $DBI::result->fetchrow) { print "$row\n"; }; with the following example results: 1.560 1.560 1.550... But I need to work out ...
I am interested in analyzing balance sheets and income statements using R. I have seen that there are R packages that pull information from Yahoo and Google Finance, but all the examples I have seen concern historical stock price information. Is there a way I can pull historical information from balance sheets and income statements using...
I need an formula for determining a debt payoff plan where the following are known: number of payments, amount per payment, and principal and need to figure out what the interest rate would be from that. I am re-factoring existing code and the current method uses the following (compounded = 12;interest rate starts at .1) : while (count...
I've seen in quickfix doxygen documentation that it generates an utc timestamp as soon as it has received a FIX message from a socket file. Have a look in ThreadedSocketConnection::processStream(), it calls then m_pSession->next( msg, UtcTimeStamp() ); I would like to get that timestamp, because I need it to screen network and QuickF...
Given a set of datavery similar to the Motley Fool CAPS system, where individual users enter BUY and SELL recommendations on various equities. What I would like to do is show each recommendation and I guess some how rate (1-5) as to whether it was good predictor<5> (ie corellation coeffient = 1) of the future stock price (or eps or what...
Do any open source APIs or libraries exist for personal finance applications? I'm thinking checking accounts, savings accounts, credit card accounts - Quicken-like models, basically. I found this: http://pf-api.sourceforge.net/javadoc/index.html, but the project appears inactive and incomplete. ...
Hi, I am looking for some stock symbol look-up API. I could able to query yahoo finance with a symbol & could able to retrieve the stock price & other details. I am looking for some auto-complete stock look-up API like if i query fo "Go*" ... how can i get all stock symbols starting with GO* = Goog etc ... is there any APi for wildc...