I need 90 days worth of 5 minute data (ongoing basis) to backtest a new system I am working on. US AND Canada would really fill the bill, but I can get by now with just the US data. I have been searching the net ... but I just find el cheapos that don't really have the full depth or the bigboy subscriptions with much more product (and price) than I need. All suggestions on historic intraday data suppliers that work work well in the real world would be greatly appreciated!!!
What kind of data do you need? Stocks, futures? How often do you need the data updated? Every session, once a week, once a month? You may want to check out the following data: historical market data Its 1 min but you can change it to 5 minute in your backtest software. If you need the data updated every session, try eSignal or QCharts
Good point Tom...tnx for the reply.... Looking for stocks...weekly at a minimum ....by the session would be great. Currencies would be my next pick. Pi Trading data looks good at first glance...I expect the 800 stocks they carry are probably exactly the price/volume runners I am looking for ... but I would really like to have access to all North American stocks for future scanning/eval. I will pull down their sample file and give it a drive in my system. I appreciate the post...
I do not know if Qcharts supports canadian stocks. Esignal does. A nice addon for downloading quotes from either QCharts or Esignal is: QCollector
Qcharts and Esig were a bit pricey when compared against DTNIQ. $85+ compared to $50/month to AMI Broker users (exch fees are separate for both). DTN has the TSX included in that price. The $420/year saved would pay for the computer tower replacement every 4 yr. I ran DTN on demo a couple years back and it had excellent support and trouble free operation after I got up on it. Symbol library was tops. Not being able to run it behind the Corp firewall was the only neg. I really feel more comfortable knowing I can get at the data if need be. I really only need this for end of day access anyway. If I want to see where I stand, I can pop IB TWS open. I have been thinking of trying Timbuktu or one of the other Remote Access Systems to get at it in the rare instances that I have the need.