historical data for back testing equities

Discussion in 'Data Sets and Feeds' started by Sakaba, Jan 30, 2009.

  1. Sakaba


    Can someone please tell me how to get historical intraday data for equities at no or low cost? Any help would be much appreciated.

    Thank you.
  2. if you can find somebody with an opentick.com account, they should be able to get you some... it's free, but they haven't accepted new accounts in a while.

    your can record your own using tradelink http://tradelink.googlecode.com

    if you need a few specific stocks, you can buy them from tickdata.com for around 10-30 dollars per stock year.

    you can download the last 10 days of ickdata from eSignal for any stock, but this no longer includes bid/ask data.

    hope that helps.
  3. Sakaba


    thank you very much tradelink
  4. ej420


    Is there a data-feed provider that supplies historical data for equities at a 1-minute (or lower) resolution for the past SEVERAL years. IB only gives you 1 year. Having options data would be an even bigger plus. Any thoughts?
  5. well tradestation will give you 1min bars further back than a year.

    if you need ticks further back... tickdata.com is best bet.
  6. Data is half of the story. Visit Wealth-Lab. It's the only development platform that can actually enable you to be succesful with strategy trading. TS will curve fit. As to other platforms that claim to be backtest capable, don't bother. They won't help you in the end.
  7. ej420


    I already use ib and do my strategy development using my own software,so all I am really lookin for is a data feed provider that offers historical data for 2-3-4 years at a 1 minute or finer resolution.
    so, thanks for letting me know about tradestation but I wonder what other options are out there.
  8. You can take a look at IQFeed (http://www.iqfeed.net), I think they have historical minute data going a couple of years back.