[R-SIG-Finance] Database : High frequency data

Brian G. Peterson brian at braverock.com
Fri Apr 25 19:26:04 CEST 2008

chockri adnen wrote:
> Hello,
> Thanks for all answer but the problem :
> when I 'm reading the most article about the impact of macroeconomic news on
> exchange rate volatility, I note the data are from Olsen Financial
> Technologies Foreign. But the problem the price of data is expensive for me
> ( i'm from Tunisia). So i'm searching who have this database.
> Thanks for your help and understanding


I believe in one of your earlier posts that you said that you were an 
academic.  I believe that your best next step might be to contact Olsen 
and the other data providers mentioned here directly and ask them about 
their policy for sharing data with academics for research purposes. 
Many organizations have academic waivers for their licensing fees, and 
may be willing to provide you the information that you seek free of 
charge for your research.


   - Brian

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