StockFetcher Forums · General Discussion · Looking for data<< >>Post Follow-up
jclaffee
81 posts
msg #37898
Ignore jclaffee
9/9/2005 4:41:50 PM

I'm looking for a database which will provide me with the time of day that individual US equities (listed and NASDAQ NM and US-traded ADRs) made their intraday highs and lows over (approximately) the past year. For example, at what time of day did DELL make its high for the day on Friday, 11-12-04 and at what time of day did it make its low? I have about 400 such data points. I'd be grateful for any suggestions. I do not need tick data or 1, 5, 10. . .minute data -- just those two times of day.

TIA

Jim


TheRumpledOne
6,358 posts
msg #37928
Ignore TheRumpledOne
9/13/2005 12:49:27 PM

www.tradestation.com will allow you to do that.

I believe www.esignal.com will too.

HTH


yepher
353 posts
msg #37930
Ignore yepher
9/13/2005 3:24:16 PM

jclaffee,

RumpledOne is correct you can get intra-day data from the sources he mentioned. I believe most "online" sources only provide intra-day for a short time in the past.

Technically if you are really looking for large amounts of intra-day data then you should explore data sources on CD. Here is one such source "http://www.price-data.com/". This data is suitable for TradeStation, Metastock, Ecel, etc. I recently downloaded all EOD data for Common Stock and it took about 4 hours to complete. Downloading for intra-day I can image would take a lot longer.

If you are looking for recent intra-day data then there are several free sources. http://finance.yahoo.com for one. I have not looked for a while but I believe it will go back a week or two.

Here is another source of data that freely give out code that can read their data format. http://www.csidata.com/ua

One last place you might look is directly from exchange. I can imagine they have the cleanest data.

My $.02







jclaffee
81 posts
msg #37942
Ignore jclaffee
9/14/2005 1:35:35 AM

Hi, RumpledOne and yepher!

Thanks for the information. My basic trade is overnight: open a position in the final minute of the trading day and exit it in the early going the following day. . .I believe there's something for me to learn from these times of day about when to close a position.

Jim


yepher
353 posts
msg #37958
Ignore yepher
9/14/2005 12:59:33 PM

jclaffee,

This method reminds me of a technique I researched some time ago. It was coined “The Charline Method” by the WizeTrade affectionados.

It is often hotly discussed in this group (at least it was a year or two ago) http://groups.yahoo.com/group/wizetradeusers2/files/ I would advise you tune into the “chat” section if you want to here from actual users of the method.

Yahoo, and many others make it really easy to find these stocks that are jumping at the end of the day.

Of course my usual disclaimer about WT. You can find the "exact" same indicators on this forum if you believe WT is a suitable way to trade.


-- Yepher

Here it is as described by “Charline” herself:

Note: this is completely unedited text from charline describing her
method


Subject: Re: The way I trade over-night

Aug, 19, 2002

Dear Larry and Kit,

Thank you so much for the compliment of wanting to know how I trade
overnight. This message was posted a few months back, and much to my
surprise many wanted to know more about the over-night strategy.
After I posted my method many others added ideas to the original
idea, which is good, because we all want to learn from each other. I
feel certain that all the thoughts others have put forth on my idea
have added much to the original. I had not seen the revised version
until the other night and then I did not take the time to read all of
it. It looked as if it had grown to about 11 pages.

I like to keep things short, simple, and easy. This was toolong to
hold my attention.

The original idea was short and simple and was accidentally stumbled
upon.

One afternoon I was watching Wizetrade, and I had not traded
all day. The week and the month were green and the day was bright
red. Suddenly, the day turned green. Most of the blocks to the left
of the day box were already green. Just for fun I paper-traded the
stock and held it over-night. I held it about 40 minutes into the
next day's trading and then sold. Itworked great and I made about
$.60 per share. Because thefirst day had been successful, I tried it
again, and again it worked; then I used real money and that worked
also.

This was when I decided to put this tradding method on the
message board. Some things one needs to watch when trying this method
is:

(1) be sure you have good volume,
(2) the angle is most important (it should be at least
1:00),
(3) a fresh cross,
(4) and the separation should be
spreading (in other words there will only be small separation when
you first find the trade, but it should be spreading as you watch it
toward the end of the day).

I'm sure you have found out through experience that no
method will work all the time. This method works best if there is a
little rally when the market opens the next day. As I'm sure you
have seen during the last month, sometimes everything goes down from
the opening. On that down day, it is best to take a small loss and get out.

If the market is going up, do not hold the stock longer than
an hour. Be happy with your profit and get out.

I hope you find this method helpful. Remember: keep it simple. One
can't remember everything he has learned when rushing to get a
trade in, so no matter what method you use, "Keep it simple!"

If you come to Wizefest, I hope we get to meet.

Happy trading,

Charline





jclaffee
81 posts
msg #37963
Ignore jclaffee
9/14/2005 4:50:27 PM

yepher,

Thanks for the follow-up on my remarks. I was interested to read "Charline's method" but her set-up does not seem to resemble my own. The foundation of my own work is this: in a trending market, every new high (or low) will be tested and/or exceeded. I DO trade sideways or range-bound markets but not as vigorously as I trade a trending market. I use Wilder's Directional as my definition of the nature of a market. The Wizetrade jargon is unfamiliar to me and I'm sure that it makes reference to proprietary indicators of its developers. After reading your post, I did join the group and will lurk that site some. Too, I saw the eight-month-old thread on this site where there was reference made to Wizetrade.

Thanks again!

Jim


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