Hi, Does someone know where I can find equity historical data to download ? It seems that is impossible with QuantConnect... Thanks
Depends whether you want daily/eod, minute, tick, etc. There are different providers. Be more specific.
That’s a lot of data. You can get tick resolution from IQFeed via their API for the last 6 months, or ~13 years summarized by minute (not sure if 1 second is available also).
Polygon.io is newer and seems becoming popular. And you can find many more: https://www.google.com/search?q=historical+minute+data IQFeed is an older one so it had more data fixes over time, offering decent data quality.