Historical ETF Data

Discussion in 'Data Sets and Feeds' started by Ian999, Jun 2, 2010.

  1. Ian999



    I am a senior in high school developing a program with a couple of friends and what we need is tick by tick data historically of some etfs. I am willing to pay some money, but I have searched for a couple days and found no pratical way of finding the data. I am looking for FAZ, FAS, SDS, SSO down to the second (at least), tick by tick data for the past month or so in an excel or text file. If anyone could help me get this data it would be amazing. Thanks.

    - Ian
  2. R0bert


    Tick data for FAZ contain ~170k+ records per trading day. Are you sure you want them all?
  3. Does tickdata.com have a student discount? Could be worth checking into.

    And I agree with R0bert. Tick data is more complex to work with than intraday. The brain thinks tick is smaller than intraday so it must be better, but this is usually not the true for most strategies.
  4. inktomii


  5. Ian999


    @Robert : Yep I am sure.

    @zgtrader: The method I am using needs data at least down to the second for it to work well.

    @inktomii: I downloaded that program. I don't really understand how it works. I need to pay a min of 50 dollars a month?
  6. inktomii


    Its free but you still need access to a data source. On the site they have a list of the supported platforms/data sources.

    To try it out Tradelink go on the Sterling Trader web site and get a demo platform. You'll get access to some data that you'll be able to record.

    It can also be used with Esignal if you don't mind paying.