I just finished an analysis project and have historical datasets (going back 15 years) for S&P500 constituent stocks in 1min and 5min intervals. I was thinking to put it online for download but not sure if this would be of interest (unsure how commonly available the data is...). Just let me know and I'll put the files online if there's interest...
Please do so and share the link, that would be so helpful. I am sure lots of people would really benefit from it.
I put this up at firstratedata.com I struggled to get the 1 min data into shape so it is only up for a few stocks and indices. Otherwise, it is 5min or 1-hour bars. I will try get more datasets up later in the month when I have spare time. Just ping me at the email in the footer if there's any issues/requests
John, If you have uploaded the data on firstratedata.com, do we have to buy the data from there? IS it available anywhere else without cost.