Apr. 25 at 2:18 AM
$NEGG still holding
Server build largely done. Local host only, sorry. To many warnings. Been combing data with scrapers for 30+ days so far before filling in gaps via paid api’s.
Lots of fun stuff hiding out there that always says it’s unavailable on the http. SEC did drop me a few zips saying it’s FOIA only, but I was able to get 10 years of OCC data, FTD data, halt data, short sale circuit breaker data, largely the entire Nasdaq ftp (public but heavily rate limited), NYSE ftp (same), Finra (same), and a few others I’m still active on. Yahoo is confirmed to have some trash ass data, but when it comes time to candles, splits, FTD’s, halts, etc I will be having 3+ sources as variances in themselves are interesting.
Long story short, damn it’s good to see things automated. Still need much better float auditing so I can better make indicators and such, but current database is approaching 100M lines before any candles/pricing. FOIA card may be pulled for another decade of OCC tho.
