Intraday Data Exchange

Discussion in 'Data Sets and Feeds' started by RhinoTrader, Nov 23, 2007.

  1. 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

  2. You might be able to get this for free from 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.
  3. just21


  4. 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!
  5. 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.