I am sure this has been discussed here before, but I can figure out the right search terms that will bring it up. What can folks recommend for a historical data source with an API that allows you to write your own software to scan and backtest? I am mostly looking for NYSE/Nasdaq stock data, although the availability of futures data would be interesting as well. I know AIQ can be used to do this, although I have not tried their free, unsupported SDK yet. Are there any other choices you might recommend over AIQ? Thanks in advance for the help. Kevin