Historical intra stock/future data

Discussion in 'Data Sets and Feeds' started by sungtaeyoo, Dec 4, 2010.

  1. I'm a programmer and so far I could get historical daily data from Yahoo without problem. For intraday data I could get from IB. But IB has limitation to get historical data. I can get 1 min data only for 5 days at a time and there is limit to get historical data in certain time period.

    Do you know any good place to get Historical intra stock/future data? I searched at google but it didn't give me clear information. Free is better but charged is OK if it's not too expensive. I don't want to get account from another brokerage to get only intraday data.

  2. maxdama


  3. Thank you. It seems to be what I'm looking for. Before ordering that, I have some question. Did you purchase the same data? If so, the data is reliable?
  4. Bob111


  5. I did purchase the data, and I use it everyday.

    As to "reliable", I have never tried to calibrate the data against other sources, so I don't have an answer to your question.
  6. I used TickData. Not free, but quality clean data.
  7. rosy2


  8. Thank you for the info. About iqfeed, can I download historical data without any limit? I only need historical data once for backtest. So can I subscribe for only one month and download all data?