Free Market Data for VeighNa: Live Feeds, Historical Data, and Data Quality

Summary

A VeighNa community discussion distinguishes between a data interface and a provider that supplies data for use in the platform. Participants suggest CTP for free intraday data and mention TQSDK, but the exchange focuses on the practical difference between live feeds and historical records rather than evaluating providers in depth.

For historical data, one participant recommends recording and storing ticks yourself, while warning that network interruptions can cause missing ticks. They also describe CTP data around market open and close as potentially noisy, and suggest that a paid provider may save time spent cleaning and organizing records. These are forum observations, not a systematic comparison: the post gives no coverage, licensing, latency, completeness, or accuracy measurements. Researchers should assess data quality and suitability for their market and backtesting needs.

Key ideas

• The discussion separates live market feeds from historical data providers used for backtesting.
• A participant identifies CTP as a free option for intraday data.
• Recording ticks yourself can leave gaps when network interruptions occur.
• The discussion warns that feed data may include noisy records near market open and close.
• Paid historical data may reduce the effort required to clean and organize records.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.