Finding Intraday Data for OTC Markets

Summary

The document asks where to obtain tick-level data for OTCQX and OTCQB securities, noting that the researcher has found end-of-day data but needs intraday observations. It also asks about collecting data independently and the practical issues involved, such as storage and programming.

The answer points to EDGAR Online data products and developer APIs as possible sources, based on the respondent's understanding that OTC Markets receives data from EDGAR. It also asks whether tick-level means intraday stock data and what sampling frequency is needed. The exchange provides no verification of the proposed data relationship, examples of available feeds, or collection guidance, so the suggested source and its coverage should be checked independently.

Key ideas

• The question concerns tick-level or other intraday data for OTCQX and OTCQB securities.
• The answer suggests exploring EDGAR Online's market data products and APIs.
• The answer asks the researcher to specify the desired intraday sampling frequency.
• The document does not establish that the suggested source provides the required OTC trading data.

Tags

# OTC Market Data


# OTC Market Data












I am currently doing research on the OTC Markets (OTCQB, OTCQX). As far as I know, the only data available is end of day. The research will require tick level data. This leads me to two questions:

- Are there any resources for tick level data for the OTC markets?

If not, I was considering collecting the data myself. I am not a developer so forgive my ignorance,

- What are some possible methods of performing this collection?

Any elaboration on concerns regarding storage, programming, ect. would be greatly appreciated.

## Answer by Mustard Tiger (score 5, accepted)

https://quant.stackexchange.com/a/26042

From what I know OTC http://www.otcmarkets.com/ has their data provided to them by EDGAR, which provides solutions such as API's which can be used to acces things like historical market data. the following website should deliberate on this further http://www.edgar-online.com/DataContentSolutions.aspx

The following gives more specific API information for Developers http://developer.edgar-online.com/home

Just to confirm when you say tick level data do you essentially meaning intraday stock data? and if so what is the interval (frequency) at which you want this data?

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