European sectors EOD data


#1

Hello

I am evaluating Amibroker and Amiquote and need an EOD data feed that provides with historical + EOD data of european sectors (and stocks as well).

The tickers I am looking for european subsectors data are similar to these ones

U0A , Q92, BMDP, SXPARO, T3720P, SXFP, etc.

With Amiquote I could not get more than 1 day of data from Yahoo. I also tried Yloader without success.

Is there a free solution to get this data into Amibroker?

If not what could be a cost effective solution to get this EOD + historical data for Amibroker?

Thanks


#2

Hello.

Getting comprehensive, consistent and reliable data on the European market is a pain in the a…, at least if you are looking for free data.
The market is very fragmented and several exchanges are controlling each one a subset of the market (Euronext for France, Netherlands, Belgium and Portugal, FTSE for UK, Italy, DAX for Germany, etc).
From the sources available with Amiquote, Yahoo is the most comprehensive for EOD but it has a lot of bad data, even for large caps in recent years. Sector indices are very badly covered but you can get some proxies using ETFs which are largely available.
Google is nice for intraday data but backfill is limited to 50 days for 5mn data.
Concerning European sectors, it is not impossible to collect countries sectors if you are patient but I have failed to get pan-European sectors. The tickets you require are mostly distributed by Stoxx company but their site does not detail their commercial policy (the only information about it is “contact us”).
I have no experience with commercial data flows like IB or esignal.

Hope it helps.


#3

Hello @Bricosan,
Did you get good data for Europe?
Has anyone got them?

Thanks