Discussion in 'Data Sets and Feeds' started by Chuck Krug, Aug 11, 2010.
Anyone know where to get free or low cost historical data +- 10 years for US stocks?
I currently use IQFeed (~$60/mo), but used Reuters (~$30/mo) in the past. Reuters is EOD only and is mainly stock driven. Both have huge EOD histories, but IQFeed offers about 4 years of 1min intraday histories of stocks/futures/forex, plus 30days of tick data. Both services have APIs, so you can integrate them into your app without too much effort.
Despite their claims to the contrary, neither service cleans their data as much as one would like - with IQFeed you'll get the occasional outlier late print that messes up your 1min bars. But other that, I've been pretty happy with it.
If you want longer histories, TickData has complete tick histories for almost anything for $100/year/symbol or $650/symbol for the entire tick history.
If you just want 1min intraday histories, PiiTrading is a good cheaper alternative. They have 1min bar histories going back to 2002 which they sell in bundles of 1000+ symbols for ~$160.
If you just want free EOD stock histories, there's always yahoo. I have a good friend who has traded full time for over 10 years using nothing but free yahoo EOD data and it seems to work just fine for him.
thanks a lot.
My pleasure - hope its of some use.
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