Any GOOD historical intraday providers?

Discussion in 'Educational Resources' started by blueberrycake, Feb 15, 2003.

  1. In my quest for clean intraday historical data, I've now bought data from both Price-Data and TickData. Price-Data turned out to be anything but clean, with erratic late ticks scattered throughout the data.

    TickData seems reasonably clean, but each contract tested was just full of gaps. And by gaps I mean entire days with no recorded data, even when CSI indicates signicant volume traded on that particular day.

    Does anyone know of a provider that has intraday data that is both clean and not full of holes?

  2. kenokabe

    kenokabe Guest

    I also bought data from the both vendor.
    I am pretty satisfied with TickData for the data and customer service. They are very honest and gave me a quick response, which I believe essential being a proper buisiness firm.
    On the contrary, is Horrable. I do not recommend anyone. The site may seem very decent, but the reality of the company is not at all.

    I wanted make a custom order. Very inconviniently, they ask customers to send FAX although other data can be requested by webform. Since I live in Japan, I had to make an international call because 1-800 number doesn't work from abroad. However, very stupidly, no normal local number or international number is posted on the site. I mailed them, and got a unfriendly email for the number. Then, I made a call, or calls. The FAX automation is really crap, and I wasted 3 international calls. I emailed them again, and they seemed to fix it. After a few interaction, they or he ignore my order although I sent FAX with credit card information.

    Unfortunately, I had to use them becuase some data I want is provided only by them for strange reason. I asked my friend in the US for being a proxy of me, but the trouble continued.

    Over a week passed with no reply though his credit card had been charged and posted the day after the order fax. It finally took a very stern fax to generate any contact from the company.
    They made an execuse that a person is on vacation, so it took so long.

    Finally, after the huge delay and massive trial, I got the data, and checked it. It appears they sent a wrong symbol, and it may be reasonable to them becuase the site post wrong combination of the description of the data and ticker-symbol. Also, I included S&P futures data in the custom order.

    If you take a quick look at this Custom Orders page, they say 'We include the following time frames for each contract/symbol provided..'.
    Here, 'contract' is for futures data.
    Then, they say after the huge delay, ' You included the mini S&P 500 futures in your order. We don't do futures on custom orders.'

    It is not that they did not say the customer cannot incude futures, but they did say the customer Can incude futures.

    We had to ask them straight things out, but there have been no reply.
  3. NinjaTrader_Dierk

    NinjaTrader_Dierk ET Sponsor

    I need 1-minute intraday data for NASDAQ stocks. Can anyone make statements about the quality of NASDAQ stock data ?

    Did anyone compare NASDAQ stock data with that of ?

    Any comment are appreciated

  4. Wouldn't it work to subscribe to something like Qcharts that has 6 years of historical intraday data? You could just try the first free month to see if it works for you, thats what I'm going to do tomorrow.
  5. NinjaTrader_Dierk

    NinjaTrader_Dierk ET Sponsor

    Have you heard any comments about quality of their historical intraday data ? I couldn't find comments on this issue at
  6. is a real crap.

    I once tried to buy maket breadth data from oversea, and had many unpleasent issues. Data is not clean, and the way to correspond to thier customer is the worst ever I had experienced.
    The webside looks decent enough, but the real operation back there is horrable.

    On the other hand, Tick data is very decent. They really care data quality and a neat software is attached, which I found pretty useful. The customer service is flexible and friendly, more importantly honest unlike
  7. I am interested in emini data from Tickdata. Does intraday data from them contain volume info?
  8. wn_leader


    For intraday data try these guys with QCharts -
  9. NinjaTrader_Dierk

    NinjaTrader_Dierk ET Sponsor

    Nope, they are working on it (info from july 2003). Might be outdated. You could contact Scott Mayster on this issue.
  10. #10     Oct 6, 2003