Hi folks Here's the deal - I am looking for intraday historical data for NYSE Advancing Issues (ADV) on a 1 min resolution. I am also interested in VIX & Decliners on the same basis, but ADV is my priority right now. I'd like data going back as far as 2001. In exchange I can offer 1m data in most of the liquid futures contracts, some stocks and/or NYSE TICK. I'm looking for a straight swap. eg for 6 yrs of ADV, I'll provide 6 yrs of something else. PM me if you have any interest Cheers
You might be able to get this for free from http://www.opentick.com. I'm not sure which historical index data they have as I only use it for 1 min stock data. It would be worth looking into.
Cheers - i'm looking into OpenTick - not sure how far back I can pull up data for. In the mean-time, I'm still open to offers!
Downloaded a whole load of stuff from OpenTick. It's a great resource, but also fantastically frustrating due to the random holes in the historical data. I would still like a clean ADV data history if anyone has interest in making a trade. Cheers