# Norgate Data

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**Norgate Data**, based in [Australia](/source/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](/source/Technical_Analysis) charting packages such as [MetaStock](/source/MetaStock) and AmiBroker, and accessed in programming languages such as [Python](/source/Python_(programming_language)).

Norgate's data services are utilised by retail-level non-professional traders and investors, Government entities such as the Brazil Government,[1] large corporate entities such as [Deutsche Börse](/source/Deutsche_B%C3%B6rse),[2] analysts[3][4] and University researchers.[5][6][7][8][9][10][11]

## References

1. [United States Subsidies on Upload Cotton - Opening Statement of Brazil to the World Trade Organisation](http://www.mre.gov.br/portugues/ministerio/sitios_secretaria/cgc/Arq7.pdf), Brazil Ministério das Relações Exteriores, February 2007

1. [CX Commodity Indices](http://deutsche-boerse.com/dbag/dispatch/de/binary/gdb_content_pool/imported_files/public_files/10_downloads/50_informations_services/30_Indices_Index_Licensing/40_downloads/70_Commodity_Indices/CX_Presentation_Internet.pdf), [Deutsche Börse](/source/Deutsche_B%C3%B6rse), 2006

1. Hill CMT, Arthur (2018-12-30). "Finding Consistent Trends with Strong Momentum - Rsi for Trend-Following and Momentum Strategies". [SSRN 3412429](https://ssrn.com/abstract=3412429)

1. ["Market Timing Charts"](https://www.bollingerbands.com/market-timing-charts). *Bollinger Bands*. Retrieved 2019-10-29.

1. [Do Wall Street Fundamentals work in the ASX 200?](http://epublications.bond.edu.au/infotech_pubs/20/), Vanstone & Agrawal, [Bond University](/source/Bond_University), 2006

1. [Customer Order FLow and Exchange Rate Movement - Is There Really Information Content?](http://faculty.haas.berkeley.edu/lyons/CustomerOrderFlow1.pdf), Marsh & Rourke, Faculty of Finance, [Cass Business School](/source/Cass_Business_School), [City University, London](/source/City_University,_London), 2004

1. [Order Flow and Central Bank Intervention - An Empirical Analysis of Recent Bank of Japan Actions in the Foreign Exchange Market](http://www.ulb.ac.be/soco/dulbea/Workshop230606/Ian%20Marsh.pdf), Ian W Marsh, Faculty of Finance, [Cass Business School](/source/Cass_Business_School), [City University, London](/source/City_University,_London), 2006

1. [Combining Technical Analysis and Neural Networks in the Australian Stockmarket](http://epublications.bond.edu.au/infotech_pubs/16/), Vanstone & Finnie, [Bond University](/source/Bond_University), 2006

1. [Applied Financial Risk Management for the Shipping Industry Using IMAREX Derivatives](http://bora.nhh.no/bitstream/2330/66/1/Skjetne.Thesis.Master.pdf), Runar A. Skjetnem, [Norwegian School of Economics and Business Administration](/source/Norwegian_School_of_Economics_and_Business_Administration), 2006

1. [The Buy-Write Strategy, Index Investment and the Efficient Market Hypothesis](http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2007-Vienna/Papers/0224.doc), O'Connell & O'Grady, presented to European Financial Management Association Annual Meeting, 2007

1. Lee, Jinho; Kang, Jaewoo; Gherghina, Stefan Cristian (10 April 2020). "Effectively training neural networks for stock index prediction: Predicting the S&P 500 index without using its index data". *PLOS ONE*. **15** (4). [Bibcode:2020PLoSO..1530635L](https://ui.adsabs.harvard.edu/abs/2020PLoSO..1530635L). [doi:10.1371/journal.pone.0230635](https://doi.org/10.1371/journal.pone.0230635). [PMC 7147736](https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7147736). [PMID 32275721](https://pubmed.ncbi.nlm.nih.gov/32275721)

## Corporate site

[norgatedata.com](https://norgatedata.com/)

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Adapted from the Wikipedia article [Norgate Data](https://en.wikipedia.org/wiki/Norgate_Data) by Wikipedia contributors ([contributor history](https://en.wikipedia.org/wiki/Norgate_Data?action=history)). Available under [Creative Commons Attribution-ShareAlike 4.0 International](https://creativecommons.org/licenses/by-sa/4.0/). Changes may have been made.