Where can I get/buy stock market data?
steveplace: I'm assuming you want to backtest the data for some automated trading system.You can have a system that works very well with Yahoo data but not in the real world due to two reasons:-data integrity-survivorship biasSo to get good data you need to pay. It's imperative you have good data.A couple sites:
Futures Data (free): http://www.tradingblox.com/tradingblox/free-historical-data....Futures Data (paid): http://www.pinnacledata.com/Stock Data (paid, highly recommended): http://www.premiumdata.net/Stock Data (paid): http://www.csidata.com/You can get forex data from oanda, fxcm, metatrader, ninjatrader.You can also backtest on tradestation.Also, tick data and OHLC data can affect your style-- if you're swing trading you need OHLC but if you're doing more short term, you need tick data.