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Popol
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Hi, I'm setting up a trading system with the delayed yahoo stream. I also want to record the stream in a database. As far as i understand, yahoo's volume stream component is a monotonic increasing function of the actual volume; so the real volume per unit of time is the derivative. The problem is that sometimes this derivative(the volume) ends up negative. To top things up, my connection does sometime have the hiccup and i miss too many time ticks. So in the end, even if there are codes to fill up the holes, yahoo's stream appears worthless for the database. Now questions. what are the other free streams and what is the url where i can fetch the intraday historical data for the current day only(i don't want the previous days)? Popol