I need historical intraday data

Discussion in 'Data Sets and Feeds' started by shark, Apr 7, 2010.

  1. shark


    Sup 1337trader, i'd post this in the software section but it would take like 2 hours for a reply.

    I'm looking for a source of historical intraday data. US equities would be preferred, but i'll take a look at any market really. Ideally this would be in chart form rather than text form, in which case I would need a way to study it quickly (convert to chart form or something else.) I have absolutely no programming or computer ability, lol.

    I just want the simple ability to scroll through atleast a year's worth of 5-min bars and find statistical correlations.

    Your help is much appreciated :)
  2. shark


    Also I can pay for it but I don't want to sign up for a brokerage account, send them 5 grand, and also have to pay for all the bells and whistles.
  3. Try pitrading.com

    From your post, the stocks edition is probably your choice:

    From the home page:

    For the stock trader, we have packed over seven years of one-minute intraday historical data for over 1100 of the most popular and actively traded stocks on one DVD-ROM.

    The data is 1-minute, but you can scale up to 5-minute.
  4. shark


    Oh thats really cool. Is there a way to put text data into excel and analyze it? As in, backtest through excel.
  5. I haven't used Excel for data analysis since the late 90s, but many on ET use it; so you can probably pick up some pointers from them.

    ASCII is just text, so you can load it in Excel, but with a number of quality charting platforms (some free) that exist these days, better back-testing options exist. Check out Ninja Trader; free for back-testing and charting.
  6. shark


    Heh that's pretty much all I needed to hear. Thanks a lot, i'm gonna go ahead and buy the data.
  7. biba4


  8. I really miss the old Wealth-lab. Ever since that deal with the devil (Fidelity), the platform has basically died with the hardcore back-testing crowd. Just look at the posts on the forum and how they have decreased over the years since the deal.
  9. jharmon


    So what do you use now zgtrader?
  10. lol,

    here my tip, I know its cheap but you could pay the guys by running the subscription for a month or two:

    Sign up for the iqfeed trial. It lets you download all the 1-minute data for all the US stocks. I bet thats what those guys on this website below have done and now sell for a lot more money ;-)

    #10     Apr 15, 2010