Where to get intraday stock data
What I tried so far: I checked Bloomberg Terminal and also contacted their Help Desk. They do have intraday data, but not on such a long time basis.
They do offer days to export to Excel and days to view in terminal. I also checked Datastream 5. I am familiar with the Oxford-Man database, which is pretty nice, but I do need the raw data.
I already saw the OptionMetrics database, is there any alternative? I was wondering whether or not someone has any idea where to get such data from, any tips are highly welcome!
Having spent a lot of time exploring vendors, here is a summary to help you in alphabetical order:. Intraday data back to for US Equities, Futures and Options.
Intraday they have tick, 1 sec, 1 min and 5 min OHLC bars. Institutional data and well priced. Also have Options and some Equity.
For Futures data they have a great reputation. All the data you ever need BUT you are limited in the amount of intraday data you can export from your Bloomberg and upto about days historically. New firm where clients rent access to data by the month from multiple data vendors but have to use Amazon AWS cloud computers on QuantGo's platform. Global Equities, Futures and Options. Intraday bar data from Consolidated tape since Institutional quality data but very expensive.
Of course, it is very not free unless you're an academic, and even then you'll need to persuade your university to purchase a subscription most of the bigger universities in USA, Europe, and Australia do have a subscription in my experience.
It is available through WRDS Wharton Research Data Services. Again, very not free unless your uni pays for it for you. This database in particular is looked on very favourably by academic journals as there exists a full-time academic position at the NYSE simply to maintain this database and make sure it is fit for use in a research environment. You can get minutely as-traded prices for all US securities on Quantopian, for free.
Time and Sales - Intraday Stock Last Price History for Alliance Data Systems Corporation (ADS)
You can't download the original data, but you can query it, analyze it, and do your research within a hosted IPython notebook on the website. Once you register, go to https: It is not free. I would second Colin's proposal of Reuters Tick History or perhaps BB Forex hedging technique. The pricing model is especially attractive stock trading school denver your case since you are mainly interested in a finite subset of tickers, i.
The choice between exchange and data vendor is largely a matter of cost-to-symbols desired tradeoff. For a small number of symbols, a profitable technique for binary options package that tastytrade forex you say, stock tickers and 50 options roots etc.
On the other hand, buying directly from the exchange is useful if your goal is to acquire all the symbols. Every exchange in North America sells their historical data. NYSE and Nasdaq are the one's I'm most familiar with. They will sell you the data on a one off instance, ie no monthly fees, just a single flat rate. If you are looking for historical data dbfx forex are a few websites I can think of that provide it.
Additionally, you can purchase up to 90 months of historical intraday data as well. An added benefit is that they cover US Options, Mutual Funds, Currencies, and Commodities.
If 15 trading days 1-min data is enough for you, try HQD software http: CQG Data Factory offers decades of historical data online. Order and download accurate, top-quality data from over 60 exchanges worldwide. Additional data going back to the s is also available.
Prices are really affordable and it is possible to get free data samples to check whether they are good or not for you. If you need the actual stock kaye lee forex, then the stock package. But check out the samples to be sure. We mainly feed the historical files into NinjaTrader and Adaptrade for back tests and cross with Kinetick. You can try this free tool to find intraday stock trading data here: By posting your answer, you agree to the privacy policy and where to get intraday stock data of service.
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Join them; it only takes a minute: Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top. Where to get long time historical intraday data? Having spent a lot of time exploring vendors, here is a summary to help you in alphabetical order: Great historical dataset but difficult to work with for an individual. Paul 1 5. Thomson Reuters Tick History. Reasons you might want to use it: Colin T Bowers 4 8. I work at Quantopian. I use the minutely data every day!
Dan Dunn 4. Alex C 4, 5 Since I haven't tried either of them, could you make a recommendation? I just checked Macrobond as well, couldn't find any option data, maybe this is because my institute hasn't acquired the proper license or is this normal?
It's usually one 10 minute phone call a credit card exchange and ftp credentials to suck down the files. The One Rob 36 5. Please post this kind of answer as a comment or be more versatile. Can you elaborate on what they exactly sell? From this it's not clear what I can get from them. I think the answer is pretty self explanatory. The OP is looking for historical intraday data. I'll edit the answer to make it more wordy, but in the end I think it's a short, proper answer for anyone who views this question looking for historical data.
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