I'm a computer programmer. Instead of relying on the various stock screeners out there I have created my own. To do that I need data and for that I signed up for membership at http://www.eoddata.com/. At the end of every day I can download a list of all of the stocks for an exchange and what their open, high, low, close, and volume numbers are. I'm currenly downloading the Canadian exchanges TSX & TSXV, and the American exchanges NYSE & NASDAQ, and importing the numbers into my program. Then the program calculates true ranges and moving averages.
I also bought historical data from them. I've used that to test various theories about what works best when stock trading.
It's a great service, though I have noticed the occasional gap in their data. For example, there was 3 days in June when SRV.UN didn't show up in their data files. That's a little annoying, but I can get around it by fudging the numbers for days that are missed.
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