Availability of historical intra-day quotes

Discussion in 'Trading Software' started by chs245, Mar 14, 2002.

  1. chs245


    I'm currently looking to model stock behaviour in the first 60 min of trading. I would like to export 1min intra-day data into Excel and would be interested what sources other people are using.
    I'm aware of the following but none really is optimal (either due to costs or lack of historical data beyond a specific date):

    1) http://www.nysedata.com/index.htm

    $500 per month

    2) http://host.wallstreetcity.com/wsc2...=NEW+REQUEST&template=hisquote.htm&Symbol=NEM

    Wallstreetcity has a new feature for intra day data, but goes back only a couple of days

    3) http://www.tickdata.com/

    expensive and can not easily be used to import data into Excel

    Are there any better solutions available ?

  2. tom_p


    Oliver, I cannot comment on whether TickData is expensive or not. I have, however, downloaded their demo and find it very easy to create ASCII files suitable for importing into Excel (if that's what's holding you up).
  3. Jaba122


    Maybe somebody will come up with better idea, but when I needed to get a huge amounts of intraday data I simply subscribed to QCharts for a month, it was around $70, and downloaded enough data to fill entire CD :)

    Hope this helps

  4. chs245


    Excellent idea Jaba. I will try that out ! :cool:
  5. chs245


    Is anyone aware of a site that provides access to historical intraday data (10min bars would be fine) for the last 3 years ?

    I found www.price-data.com which has the data for SP500 stocks, but I'm looking for something less expensive (their CDs cost $600)