You can find inexpensive tick-by-tick data with bid/ask values at the time of the transaction on Kibot.com web site. Free historical tick data...
You can get daily historical data for delisted securities going back to 1950 from Premium Data. For intraday data, I recommend Kibot.
You can start collecting intraday data for free by pulling real-time data from Yahoo site. You can use MLDownloader software:...
TD Ameritrade has also recently started offering commission free online ETF trades. They currently have the largest list of ETFs from a variety of...
There are some other options. You can get one minute data for the 50 most liquid ETFs for $250 from kibot.com. Their data contains pre/after...
Or perhaps: http://finance.yahoo.com/q/hp?s=^TYX Comma separated text file with data from 1977 is also available from here.
There are some other inexpensive data providers like: 1. Kibot: http://www.kibot.com/ 2. Price-Data: http://www.grainmarketresearch.com/...
You can also try with disktrading.is99.com Be aware that their Forex data is aggregated using ASK prices. The most common way to generate bars...
IQFeed has less than 3 years of stock and futures data and forex data goes back to 2005. If you are only interested in stocks, there are other...
There is a way to collect intraday data for free. There are programs that can do that by pulling real-time data from Yahoo site. I strongly...
I haven't found any free stocks intraday data. For forex, you can go to: http://www.dukascopy.com/plugins/fxMarketWatch/ You can find free...
Please clarify do you want to get data adjusted for splits and dividends or data with no modifications?
Shortskirt, I think I can answer your question since we explored every possible way to get historical data from almost all data providers....
You should try with http://www.kibot.com/. You can get both daily and intraday data for a very low price.
I completely understand Kever's frustration. We also had a hard time finding inexpensive historical data for our quantitative analysis. There...
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