Cheapest way to get intraday data?

Discussion in 'Data Sets and Feeds' started by dalegrief, Dec 19, 2005.

  1. I have been looking for a way to get back into testing some strategies. I used to use Linnsoft and had esignal as my datafeed. The problem was is that they only had like 6-9 months of historical intraday data and I wanted a couple years.

    I am thinking of purchasing a program like neoticker or amibroker or metastock and want to know what is the cheapest way to get 2-3 years of historical intraday data?

    Tradestation seems kindof expensive.

    Thanks for the help.
  2. You could check out a historical data provider like ... they sell data on CDs which is ideal for back testing
  3. What type of data are you looking for e.g. Tick, Minute, Hour, Daily?

    What do you want to analyze e.g. Stocks, Futures, Indexes, Options, Forex?


  4. QCharts and QCollector. I wasn't much impressed with either, but is probably the cheapest for US stocks. Several years of data for most stocks.

    anfutures have some emini data very cheap.
  5. Thanks for the replies, I am looking to trade stocks and would like 1 minute data but probaby could settle for 5minute data.
  6. kww


    I agree: QCharts and QCollector. I spent a lot of time looking at the options recently and that's what I ended up going with. Not the best if you have deep pockets and demand impeccable data integrity, but a cost effective solution (I think).

    You could build a decent database using the QCharts free trial (unfortunately QCollector doesn't have a trial).
    Their one minute data goes back several years at least. If you plan to download years of one minute data for thousands of stocks, keep in mind you'll need a huge hard drive and lots of time.

  7. ivanml


    try :
  8. I need future data (minute)

  9. Actually, if I've got the right product, there does seem to be a trial.
    Look for the trial link right under the screen shot.
  10. kww


    You're right, there is a trial. Didn't see that so I went ahead and bought it and am happy with it.
    #10     Dec 21, 2005