I am currently working on an open source Golang module (marketdata) that will convert time series data in CSV format to larger time frames and link the data sets for easy backtesting of multiple time frames together. I can easily get daily historical daily data. Could anyone help we out by providing me with historical 1 minute stock data (SPY would be ideal)? Here is the repository I am currently working on: https://github.com/drumCode27/marketdata It is a work in progress but should be "done" in a few weeks. Thanks! fan27
I found cheap options for data via the search....but what I need is just one file so I can finish writing software which will likely be valuable to others and will be freely available.
It's not as easy to come by as people say, especially if you care anything for quality. I'm always wondered why someone hasn't bought some high quality data and put it up on a torrent. As far as I know, stock data can't be copyrighted.
I'm sure many wouldn't mind doing it if there was any sharing involved. But if you're just uploading data for others for free, what's the point?
How much data do you want? Here attached is the past year of SPY one minute bars. Data includes a half hour of pre and an hour of post.
Kevin...THANK YOU!! That is all I need!! I will make a post when my module is done. My ultimate goal is to rewrite the guts of my current back-testing system in Go and will make it freely available via my GitHub repository. Thanks again man!! fan27
Data is aggregated from a number of free web api's. I use the aggregated one minute bars to calculate internal values for daily and half-daily bars to feed to my trading models. I have been collecting these aggregated 1 min bars for about a year and a half. I collect the data end-of-day, not in real time.
Sorry if my questions sounds elementary but how do u write software or purchase it for back testing,,,,,, ive been trading for 10 years and my trading style have completely transformed to fully systematic which i used to do back testing manually on excel, now that the position size has gotten big for me i need to access multiple market and the data i need back tested is beyond human capabilities,,, what iam trying to get at is where do i start when searching? i tried black testing software, back testing methods and all i got online was bunch of sales people that didnt understand what iam really after and data providers ... any input??? Thank you