I am working with daily data from Yahoo, and it seems like it doesn't have info on spread (difference between bid and ask prices). I would like to use this information as a filter to not select stocks with high value of spread. Anybody has any suggestion on how this can be done? I know I can get this info from a real time data source, but as I mentioned, I am using Yahoo daily data. However, I am open to trying any other data source that is free and provides the spread information. Thanks.
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Posted by: pinaki_m77@yahoo.com
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