Best place to purchase historical stock data for backtesting??

Discussion in 'Data Sets and Feeds' started by sneakoner, Sep 4, 2011.

  1. Whats the best place to purchase historical stock data, say 60 min and 15 min going back 10 years for Nasdaq stocks?

    Are we allowed to purchase data from other members of ET?
     
  2. rmorse

    rmorse ET Sponsor

    Try contacting Livevol: http://www.livevol.com/historical_files.html
     
  3. rmorse

    rmorse ET Sponsor

    Plus tax....You don't need EVERY equity to back test. Pick and choose. This is what accurate formatted data costs.
     
  4. I want to focus on Nasdaq stocks with a volume over 300,000 and price over $10. A quick scan results in 500+ stocks. And its still $8400 for 500 equities :(
     
  5. rmorse

    rmorse ET Sponsor

    Sorry, I don't get a commission. Just trying to help. You can try contacting NASDAQ to see if they sell the data and what it would cost.
     
  6. Check out CSI Data Systems. They've been around for a long time. I don't know if they offer historical intraday. Ask. Worst they can say is no.
     

  7. +1 for Pitrading. i have bought their data in the past and am pretty happy with it. Another option is to subscribe to IQFeed; you get about 5 years worth of 1min backfills for about 100bucks. Then you can disconnect service.

    -garilo
     
  8. Pi Trading looks like its close to what I'm looking for. $160 for 8 years of 1 min data. However its only for 285 symbols.

    Thank you guys for your help.

    Anybody else have other suggestions?
     
    #10     Sep 5, 2011