1-minute Stock Data Vendors

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

  1. 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.
  2. 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

    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:


    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.
  3. 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
  4. 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.