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Most professionals I've known use Capital IQ, which is expensive.

It's surprisingly tough to get broad, machine-readable market data for free but there are some cheaper options. Check this thread: https://www.reddit.com/r/SecurityAnalysis/comments/2ci5du/ca...

Or you could always scrape Yahoo Finance :)



Yeah but you don't want to spend most of your time writing and maintaining scraping code :-)


Yep, therein lies the classic problem: if you want something of value, you can either spend your time or spend your money.




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