Hello, Does anyone know if it's possible to find historical intraday data for the Dow anywhere for free or would I need to buy it? I'm looking to go back to early 2000 or so. 5-minute, 15-minute and possibly even hourly is fine. Thanks.
I have in the past, and may continue to do so in the future, used IQ Feed and QCollector to extract historical minute data. But right now I was just hoping to get or find some stuff for free since I'm just taking a cursory look at past prices. Thanks in advance.
That's a tough one. Your best bet for the Dow is the Dow futures or "YM" continuous contract. FYI Ninjatrader provides a historical database free to their customers. The 5 min resolution goes back to 1/6/2006. It is fair to guess that the data is very clean.
Thanks for the reply, man. So it wouldn't be possible to retrieve this online for free anywhere? I can always check out NT, but I was hoping to go back to the early 2000.
That much data. I doubt it. You might be able to find daily data. What do you plan to do with it? If you want to learn algorithmic trading, you better leave the gates running. You have a mountain to climb and searching for free (and clean) intraday data is a waste of time. If it's historical analysis of big events, then the daily data fully captures the time frame in play. Additionally, you can start with Kinetick free daily data with Ninjatrader demo to cut your teeth in algorithmic programming then you can start spending money and move up the timeframe's smaller fractal for intraday research when you have the chops.( I didn't say trading ,did I? You just hit the base camp 1. Your not even making a summit attempt, yet.)
I ask a simple question about obtaining historical data that I'm merely wanting to take a cursory look at and you're extrapolating that to me wanting to learn algorithmic trading and further assumptions about my skillset. Amazing.
Probably not what you want, but maybe look at QuantConnect or Quantopian. You won't be able to "see" the data directly, but maybe you could run backtests on what you want pretty easily.
I don't really understand your question. But I will try to answer it anyway. You can test against years of intraday data at QuantConnect or Quantopian (for free), but you can't download that same data (it goes against their terms of service, plus they make it impossible to do so).