it looks to me that the exchanges are desperate for few extra bucks just got this email from IQ- ----- In addition to exchange fee increases imposed by several futures exchanges effective January 1, 2014, DTN has been informed of changes effecting the entitlement and fee structure for certain indexes as well. CBOE Indexes | Effective January 1, 2014 CBOE Indexes Real time will go to $6 per user per month CBOE Indexes Delayed will be $1 per user per month CBOE will be charging a separate fee for access to Delayed CBOE Indexes. Previously access to these delayed indexes were included in the base DTN IQFeed service. Effective January 1, 2014 you will need to add the "Delayed CBOE Indexes" service to your DTN IQFeed subscription in order to continue receiving this data. The monthly fee for the "Delayed CBOE Indexes" service is $1 per month. If you don't add this exchange entitlement to your account, your DTN IQFeed service will no longer have access to this dataset. The list of Indexes on the CBOE can be found in our symbols guide. Please visit our website www.iqfeed.net and click on "Symbol Guide" One of the more popular indexes affected is the S&P 500 Index. Please note prior to Jan 1, 2014 you must opt in for either "Realtime CBOE Indexes" or "Delayed CBOE Indexes" or your DTN IQFeed service will no longer have access to this dataset. Please visit www.iqfeed.net and click on "Manage Account" to opt in. NASDAQ Indexes | Effective January 1 2014 NASDAQ Indexes will be $5 per user per month---- boy oh boy..nothing is free anymore. even delayed data..
Thanks for the update Bob111. I now have a tool ready to merge the intraday-data into EOD, and will make a comparisement against EOD data from yahoo and others to see how it looks. Merry Christmas
sure. if you are talking about comparison yahoo with the data i send to you-let me know about your findings. keep in mind stuff like dividends,etc.
The only free real time data you will get is BATs data, which isn't reliable for intraday traders. Go to tdameritrade.com and open an account. Go through the process and select the deposit at another time option. Then you can use your account to login to ThinkOrSwim with free real-time data. That's the only workaround I have. The cheapest I know would be TradingView which is $20/month for real time data. And they have a good community. As for data feeds, I have no clue how you'd get free intraday data.
+1.most exchanges, ecns require subscription per customer per account. You won't get full data for free. Period
If you are scalping/day trading and possibility of entering and exiting on a one minute bar, this data is worthless, better to make bars of sixty seconds duration and use tick data. You don't know which was filled first.