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nocloud

Registered: Apr 2011
Posts: 68

02-17-12 06:28 AM

Does anybody know any good vendors for intraday stock/etf data? I am looking for minute resolution bars to do some backtesting. I am looking for a vendor that has a good combination of price and quality.

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nocloud

Registered: Apr 2011
Posts: 68

02-17-12 09:51 PM

I should clarify that I am looking for historical intraday stock data, and not a live feed.

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nitrene

Registered: Jan 2008
Posts: 58

02-17-12 11:52 PM

The best is suppose to be tickdata.com but it is pretty expensive. If you limit your time scope and the number of symbols needed it isn't too bad. The quality is probably the best.

$30/symbol/yr

https://store.tickdata.com/prices?p...T_MARKET.US_TED

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dyson

Registered: Jul 2010
Posts: 29

02-22-12 06:47 PM

Quote from nocloud:

Does anybody know any good vendors for intraday stock/etf data? I am looking for minute resolution bars to do some backtesting. I am looking for a vendor that has a good combination of price and quality.

I had a similiar search last year. See the ET Thread: http://www.elitetrader.com/vb/showt...threadid=203120

I was mainly concerned with 1-min ETF data. I settled on the stocks edition from pitrading, http://pitrading.com/stocks, that was recommended.

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tradingboy

Registered: Jan 2002
Posts: 73

10-07-12 05:18 PM

HQD http://www.ashkon.com/downloader.html can download up to 15-days worth of intraday quotes (10min) including ETFs from free (no subscription) servers, e.g. Google and Yahoo

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comintel

Registered: Jun 2008
Posts: 1077

10-07-12 10:34 PM

TradeStation if you have the funds to open an account there.

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