I am attempting to trade a system that involves buying near the open. To search for trade candidates I need to scan through opening prices for roughly 3000 stocks. I dont need a realtime feed, but I do need the ability to download opening prices for 3000 stocks very near the open.
I've been able to get opening prices from Yahoo about 45 minutes after the market opens. What I am ideally looking for is something to give me opening prices by 9:31 and to be entering orders by 9:32. I have an Interactive Brokers account and an OpenTick account. Either of these will provide a realtime feed for selected stocks, but I don't know how to quickly get opening prices data for thousands of stocks. Any suggestions appreciated. I am willing to pay a reasonable monthly fee if necessary.
