Finding historical minute data on top ETFs

Discussion in 'Data Sets and Feeds' started by dyson, Jul 13, 2010.

  1. dyson


    I need to find price history data for the top/most liquid ETFs, 1-minute or better for testing a system model I built.

    I would like the top 25 to 50 ETFs (SPY, XLF, QQQQ, FAS, etc.) by volume as sorted by Morningstar.

    Thanks in advance.
  2. dyson


    I looked at the grainmarketresearch link, but their data is of limited use as it does not contain volume as in their sample. Data Format: Files are Comma Delimited ASCII format with a *.txt file extension. Field order is Date, Time, Open, High, Low, Close

    I will give the pitrading data a try. Thanks.
  3. MarkRyan


    Try they have deep history for all stocks and futures. Also you can get about 6 month of 1min from esignal. They both cover all ETFs.
  4. dyson

    dyson was one of the first data vendor's I visited, but the pricing is out of my range. Approx 50 ETF symbols over 5 years would cost $3750.