Historical intraday data

Discussion in 'Data Sets and Feeds' started by TraderD, Jul 1, 2002.

  1. TraderD


    I am looking for the source on reliable/filtered intraday data (in various downloadable file formats). Mostly I am interested in 30/60 min bars.

    So far, I have talked to QCharts. They provide intraday data downloads. They also admit that their intraday data is not 100% reliable . When I have asked the rep if he knows of any provider for reliable intraday data, he mentioned Bloomberg as the only alternative (quite costly).

    Does anyone know other providers of high quality intraday data? Thanks!
  2. Hi,

    I use a really budget solution:

    1. Program HQuotes, http://www.hquotes.com/hquote.html You can get 1, 5, 10, 15, 30, 60, 120 minute bars etc. One limitation is that the program only handles the 500 last bars....

    2. Download quotes from Yahoo into HQuotes. Yahoo quotes are provided by Reuters I beleve. As far as I know their data is "bug free".

    3. Use MetaStock downloader to convert and do your analysis in MetaStock or similar prog.

    I'm not sure if this is what you are looking for, but it works for me...

    Take care!
  3. www.tickdata.com

    I purchased their S&P e-mini historical data -- it's very clean and reasonably priced.