Norgate Data, based in Australia, was founded in 1992. Norgate provides end-of-day price data for stock markets in Australia, Canada and USA, worldwide futures price data, cash commodifty and foreign currency data. Such data can be charted through Technical Analysis charting packages such as MetaStock and AmiBroker, and accessed in programming languages such as Python.
Norgate's data services are utilised by retail-level non-professional traders and investors, Government entities such as the Brazil Government,United States Subsidies on Upload Cotton - Opening Statement of Brazil to the World Trade Organisation, Brazil Ministério das Relações Exteriores, February 2007 large corporate entities such as Deutsche Börse,CX Commodity Indices, Deutsche Börse, 2006 analysts and University researchers.Do Wall Street Fundamentals work in the ASX 200?, Vanstone & Agrawal, Bond University, 2006Customer Order FLow and Exchange Rate Movement - Is There Really Information Content?, Marsh & Rourke, Faculty of Finance, Cass Business School, City University, London, 2004Order Flow and Central Bank Intervention - An Empirical Analysis of Recent Bank of Japan Actions in the Foreign Exchange Market, Ian W Marsh, Faculty of Finance, Cass Business School, City University, London, 2006Combining Technical Analysis and Neural Networks in the Australian Stockmarket, Vanstone & Finnie, Bond University, 2006Applied Financial Risk Management for the Shipping Industry Using IMAREX Derivatives, Runar A. Skjetnem, Norwegian School of Economics and Business Administration, 2006The Buy-Write Strategy, Index Investment and the Efficient Market Hypothesis, O'Connell & O'Grady, presented to European Financial Management Association Annual Meeting, 2007
References
Corporate site
norgatedata.com