Stock & Market Data

What Is Stock & Market Data?

Stock market data (also known as equity market or share market data) is the collection of data about stocks or shares—essentially, claims of ownership of a business.

Market data is the collection of price and trade data of a monetary contract reported by a trading venue (a market). These monetary contracts, also called financial instruments, can be currencies, bonds, loans, options, futures, and more.

Where Does Stock Market Data Come From?

The data comes from any of the hundreds of stock markets worldwide and the thousands of providers and services. Large providers aggregate raw stock market data from the markets, both historical and in real time. Additionally, traders use specialized software and feeds to analyze market data that is relevant to their needs. These include quick-updating ticker plants and hosts.

What Types of Columns/Attributes Should I Expect When Working with This Data?

The most basic form of stock market data includes the company names, tickers, and relevant stock price/ bond price evaluation, all on a time axis (past, present and estimated future). The data usually appears as a product’s acronym followed by quote data (bid, ask, bid size, ask size), trade data (last sale, last size, volume), and the time of the last bid and trade in a frequently-updated feed.

There are many different types of markets in the world and even more related data attributes. These markets are divided in various ways:

• Asset transferred (money vs capital)
• Structure (organized vs non-organized “OTC” markets)
• Negotiation phase (primary vs secondary markets)
• Location (national vs international)
• Asset type (traditional such as stocks and bonds vs alternative like venture capital or private equity funds)
• Other, specific markets (commodities, derivatives, insurance, forex).

What Is Stock Market Data Used For?

Both organizations and individuals use this data. Companies use the data to find investors and raise money. Investors use the data to find new investment opportunities and to track their current investments.

How Should I Test the Quality of This Data?

To test the quality of this data, make sure the data feed or provider has a continuously updating feed. Delays of even a few minutes can have huge consequences, especially as trading is increasingly done via algorithms.

Data Hunters allows you to review market data providers and read the reviews of others so you can find a provider that suits your needs.

What Are the Most Important Factors I Should Vet when Selecting This Data?

The most important requirements are time sensitivity, followed by customization and market depth (the volume of quotes in a feed).

Interesting Case Studies and Blogs to Look Into

Stock Market Data And Analysis In Python
Markets data – stock market, bond, equity, commodity prices – FT.com

Tangible Examples of Impact

If you look back at the stock market over the past 350 years, you’ll find that in each Century, the Twenties have always enjoyed bull markets in equities; this rings true for the 1720s, the 1820s and the 1920s. Unfortunately, as we’ve seen with bull markets across many asset classes, these dramatic bubbles came crashing down by the end of the decade.

Are You Ready for the Bubble of the 2020s?