Replies to post #178915 on Fannie Mae-No Politics (FNMA)

[obiterdictum]

Tick Data - It was duplicate post and it was deleted. See the usable one here: http://investorshub.advfn.com/boards/read_msg.aspx?message_id=97854197

Free tick data is available from the NetFonds Norwegian web site.

http://www.netfonds.no/index.php

Click the British flag in the upper right and the page will present an English version.

Enter the ticker symbol into the box in front of the flag and ticker page will appear.

Look to the left column menu and click "export data" and a new page will appear.

Select "trades" from the list, click txt or csv and the data will appear.

Price data can be downloaded in different formats.

History: txt sdv csv
Order depth today: txt sdv csv
Trades today: txt sdv csv
Depth in 24/02-2014: txt sdv csv
Trades 24/02-2014: txt sdv csv

Historical Archive
You can obtain historical tick data for more than 20 days previous.
Use the lower "Trades" selection with the previous days date and then change the date in the URL Locator.

Example - YYYYMMDD
http://www.netfonds.no/quotes/tradedump.php?date=20140224&paper=FNMA.O&csv_format=txt

Change date to the the 18th day of February like so in the URL Locator:

http://www.netfonds.no/quotes/tradedump.php?date=20140218&paper=FNMA.O&csv_format=txt

To manipulate the data (sort, add, count, frequencies, chart, etc), save the page as a txt file (.txt) and import into Excel.

Data Quality
There is some drop out of trades here and there as is commonly found among non-premium tick data. Otherwise it is ok to use for analysis.