There is no reason for 5. Using kinetick seems to me a no brainer. If for whatever reason you don't want to use that the quantmod package in R can scrape yahoo for free too.
If that isn't good enough you might want to consider rethinking the problem in general.
Hi and thank you to GridKing for taking the time to extend ideas and links.
It was incorrect of me to define so tightly. My requirement is initially to obtain a supply of data for conducting trading over a three to five day trading period better described as Swing Trading.
I have checked IQFeed now but I am disappointed that there is no direct access to the server and that the only feed is through a Microsoft Windows platform. I am using Linux and will generally use perl scripts to access data feeds.
eoddata looked to be promising but the fees of $750 (typical) per month place it in the same league as a number of others that I am considering. I guess I had hoped for a lower cost for end-of-day data and these fees are comparable to intraday feeds.
In the absence of reasonable eod data, I may have to revise ideas up a notch and consider intraday trading from day one. I am using a US-based online brokerage. Since I cannot be sure of latency for transmission and execution I am not yet sure of the risk/profitability ratio for such a decision let alone the computational requirements to generate acceptably fast trading signals.
You didn't specify if you are looking for equities, futures or options? Or even more exotic things?
If you're going to be spending $700 a month, you might want to check out CQG IC... Top notch data and order routing, arguably the option for an established retail trader. If you just want a data feed, NxCore (Nanex) is another good option. It is the "professional" edition of IQFeed.
Or if you want to take the step up to the institutional level, the options increases significantly... But expect to pay through the nose...
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