high(er) frequency data

Discussion in 'Data Sets and Feeds' started by sle, Jul 9, 2012.

  1. sle


    I am looking for a source of historical intraday data for futures and stocks, something like 1 min or 5 min bars. Preferably it would be some sort of a service that would provide me with the inital data sets and a daily updates (I do not need it to be updated in real time).

    So, here are the questions:

    (a) who are the reliable providers? I did google (obviously), but there are a lot of services with a wide range of prices and I want to hear what people use.

    (b) what purchasing model should I follow to keep it cost-effective? Should I purchase a full set or should I preferr to purchase a la carte per symbol/time period? If i do go with the partial purchase model, do these firms provide partial updates?