1-minute Stock Data Vendors

Discussion in 'Data Sets and Feeds' started by hayman, Apr 21, 2009.

  1. hayman

    hayman

    Hi guys,

    I'm dusting off my old Wealth-Lab backtesting software environment, and I am in need of 1-5 years of good stock data.

    Are there any Free resources for this out there ? (Probably not, but I thought I'd ask....).

    Alternatively, what vendors provide accurate and inexpensive data to meet this requirement ? I know I can I go with a Tradestation account for about $ 100/month, but I'm really looking for raw data that I can process using a WL environment, that I am already familiar with.

    Thanks in advance to anyone who can help me out with some advice here.
     
    #1     Apr 21, 2009
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  2. hayman

    hayman

    In the spirit of answering my own question, and sharing my findings with others, I thought I'd let everyone know that I discovered that TDAmeritrade has an API that permits access of up to 2 years of historical 1-minute (or higher bar) data.

    In order to gain access to it, you must:

    1) Have a valid TDAmeritrade account with a username/password;

    2) You must request information about the API via Email
    (api@tdameritrade.com);

    3) You will receive an Email response back requesting that you
    sign an NDA, and state your reason for wanting the API;

    4) Once you send that stuff in, and get approved, you will need
    to register for a forum account at:

    http://apiforums.tdameritrade.com

    5) Now here's the best part - go to the above forums and go
    to the Sample Applications Thread, and download the
    "DelphiSample.Zip" file. Included in that is a test application,
    TESTDLL.EXE, which is a ready-made application that will
    allow you to retrieve the aforementioned data.

    6) All of this is FREE !

    I thought that this would be worth passing on, and please note, that I am not endorsing the vendor with this post. I have both a retirement and trading account with them, so it worked out for me just fine.
     
    #2     Apr 23, 2009
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  3. Bob111

    Bob111

    true about TD. i've been using it for year or so..very happy with it. Jerry Medved(creator of Quotetracker) is in charge there..
    b) is not a best part..best part is when i opened account-they(TD) give me a credit for $2000. then i tried to make ACH, it didn't work,but by that time there is already 1 penny on interest on my account :p
    now i have TD account with 1 penny on it, no additional funds are needed to use an API and pick the data
     
    #3     Apr 23, 2009
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  4. hayman

    hayman

    LOL ! Good try on the ACH withdrawal.....

    BTW, Jerry is an awesome guy.....he always provides timely and superlative support. I also use QT, with an IB market feed, and love it.
     
    #4     Apr 23, 2009
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