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Database : High frequency data

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	Database : High frequency data by chockri adnen :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Hello, I'm searching a database covering the entire calendar years 2002-2004 about exchange rate returns for dollar versus euro frequency 5 minute or 10 minute or 20 minute and the macroeconomic announcements (US, Euro area). Please if anyone have an idea to help me. Thanks, Best Regards, Adnen CHOCKRI [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by Whit Armstrong-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message CQG has very good data. https://www.cqgdatafactory.com/ and LIM or BBG is probably your best bet for economic releases. http://lim.com/ -Whit On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> wrote: > Hello, > > I'm searching a database covering the entire calendar years 2002-2004 about > exchange rate returns for dollar versus euro frequency 5 minute or 10 minute > or 20 minute and the macroeconomic announcements (US, Euro area). > > Please if anyone have an idea to help me. > > > Thanks, > > > Best Regards, > > > Adnen CHOCKRI > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by Josh Ulrich-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message I've had good experience with Olson Financial Technologies foreign exchange data. http://www.olsendata.com/ Best, Josh -- http://quantemplation.blogspot.com On Fri, Apr 25, 2008 at 8:34 AM, Whit Armstrong <armstrong.whit@...> wrote: > CQG has very good data. > https://www.cqgdatafactory.com/ > > and LIM or BBG is probably your best bet for economic releases. > http://lim.com/ > > -Whit > > > On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> wrote: > > Hello, > > > > I'm searching a database covering the entire calendar years 2002-2004 about > > exchange rate returns for dollar versus euro frequency 5 minute or 10 minute > > or 20 minute and the macroeconomic announcements (US, Euro area). > > > > Please if anyone have an idea to help me. > > > > > > Thanks, > > > > > > Best Regards, > > > > > > Adnen CHOCKRI > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > R-SIG-Finance@... mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. > > -- If you want to post, subscribe first. > > > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by chockri adnen :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Hello, when I 'm reading the most article about the impact of macroeconomic news on exchange rate volatility, I note the data are from Olsen Financial Technologies Foreign. But the problem the price of data is expensive for me ( i'm from Tunisia). So i'm searching who have this database. Thanks for your help and understanding Very Best Regards, Adnen CHOCKRI On Fri, Apr 25, 2008 at 3:42 PM, Josh Ulrich <josh.m.ulrich@...> wrote: > I've had good experience with Olson Financial Technologies foreign > exchange data. > http://www.olsendata.com/ > > Best, > Josh > > -- > http://quantemplation.blogspot.com > > > On Fri, Apr 25, 2008 at 8:34 AM, Whit Armstrong > <armstrong.whit@...> wrote: > > CQG has very good data. > > https://www.cqgdatafactory.com/ > > > > and LIM or BBG is probably your best bet for economic releases. > > http://lim.com/ > > > > -Whit > > > > > > On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> > wrote: > > > Hello, > > > > > > I'm searching a database covering the entire calendar years > 2002-2004 about > > > exchange rate returns for dollar versus euro frequency 5 minute or 10 > minute > > > or 20 minute and the macroeconomic announcements (US, Euro area). > > > > > > Please if anyone have an idea to help me. > > > > > > > > > Thanks, > > > > > > > > > Best Regards, > > > > > > > > > Adnen CHOCKRI > > > > > > [[alternative HTML version deleted]] > > > > > > _______________________________________________ > > > R-SIG-Finance@... mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > > -- Subscriber-posting only. > > > -- If you want to post, subscribe first. > > > > > > > _______________________________________________ > > R-SIG-Finance@... mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. > > -- If you want to post, subscribe first. > > > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by David Rodriguez-5 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Tradestation has intraday data on the EURUSD going back to 10/21/02. Moving up several orders of magnitude in data license fees, EBS probably has the best intraday historical data for spot forex: http://www.icap.com/market-commentary/market-information/historical/foreign-exchange.aspx. As for economic releases, I would personally use the Bloomberg professional service, but I don't know of any other good data sources. David Rodriguez On Fri, Apr 25, 2008 at 9:34 AM, Whit Armstrong <armstrong.whit@...> wrote: > CQG has very good data. > https://www.cqgdatafactory.com/ > > and LIM or BBG is probably your best bet for economic releases. > http://lim.com/ > > -Whit > > > On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> > wrote: > > Hello, > > > > I'm searching a database covering the entire calendar years 2002-2004 > about > > exchange rate returns for dollar versus euro frequency 5 minute or 10 > minute > > or 20 minute and the macroeconomic announcements (US, Euro area). > > > > Please if anyone have an idea to help me. > > > > > > Thanks, > > > > > > Best Regards, > > > > > > Adnen CHOCKRI > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > R-SIG-Finance@... mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. > > -- If you want to post, subscribe first. > > > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by Ryan Sheftel-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message For financial calendars, here is an excellent company we use http://www.financialcalendar.com/ "Whit Armstrong" <armstrong.whit@...> Sent by: r-sig-finance-bounces@... 04/25/2008 09:34 AM To "chockri adnen" <adnen.chockri@...> cc r-sig-finance@... Subject Re: [R-SIG-Finance] Database : High frequency data CQG has very good data. https://www.cqgdatafactory.com/ and LIM or BBG is probably your best bet for economic releases. http://lim.com/ -Whit On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> wrote: > Hello, > > I'm searching a database covering the entire calendar years 2002-2004 about > exchange rate returns for dollar versus euro frequency 5 minute or 10 minute > or 20 minute and the macroeconomic announcements (US, Euro area). > > Please if anyone have an idea to help me. > > > Thanks, > > > Best Regards, > > > Adnen CHOCKRI > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by chockri adnen :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Hello, Thanks for all answer but the problem : when I 'm reading the most article about the impact of macroeconomic news on exchange rate volatility, I note the data are from Olsen Financial Technologies Foreign. But the problem the price of data is expensive for me ( i'm from Tunisia). So i'm searching who have this database. Thanks for your help and understanding Very Best Regards, Adnen CHOCKRI On Fri, Apr 25, 2008 at 4:22 PM, Ryan Sheftel < ryan.sheftel@...> wrote: > For financial calendars, here is an excellent company we use > > http://www.financialcalendar.com/ > > > > > > "Whit Armstrong" <armstrong.whit@...> > Sent by: r-sig-finance-bounces@... > 04/25/2008 09:34 AM > > To > "chockri adnen" <adnen.chockri@...> > cc > r-sig-finance@... > Subject > Re: [R-SIG-Finance] Database : High frequency data > > > > > > CQG has very good data. > https://www.cqgdatafactory.com/ > > and LIM or BBG is probably your best bet for economic releases. > http://lim.com/ > > -Whit > > > On Fri, Apr 25, 2008 at 9:30 AM, chockri adnen <adnen.chockri@...> > wrote: > > Hello, > > > > I'm searching a database covering the entire calendar years 2002-2004 > about > > exchange rate returns for dollar versus euro frequency 5 minute or 10 > minute > > or 20 minute and the macroeconomic announcements (US, Euro area). > > > > Please if anyone have an idea to help me. > > > > > > Thanks, > > > > > > Best Regards, > > > > > > Adnen CHOCKRI > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > R-SIG-Finance@... mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. > > -- If you want to post, subscribe first. > > > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@... mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. > -- If you want to post, subscribe first. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
	Re: Database : High frequency data by Brian G. Peterson :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message chockri adnen wrote: > Hello, > Thanks for all answer but the problem : > when I 'm reading the most article about the impact of macroeconomic news on > exchange rate volatility, I note the data are from Olsen Financial > Technologies Foreign. But the problem the price of data is expensive for me > ( i'm from Tunisia). So i'm searching who have this database. > > > Thanks for your help and understanding Adnen, I believe in one of your earlier posts that you said that you were an academic. I believe that your best next step might be to contact Olsen and the other data providers mentioned here directly and ask them about their policy for sharing data with academics for research purposes. Many organizations have academic waivers for their licensing fees, and may be willing to provide you the information that you seek free of charge for your research. Regards, - Brian _______________________________________________ R-SIG-Finance@... mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.