Intraday ETF data

Discussion in 'Strategy Development' started by Timetwister, Feb 15, 2019.

  1. Is there any place where I can download intraday ETF price data, in a format that can be imported into a spreadsheet (like Yahoo Finance)? I'd just want open and close prices, for 1 minute intervals if possible, but up to 1 hour would be fine. The longer is the historical data, the better.

    Thanks.
     
    Last edited: Feb 15, 2019
  2. ZBZB

    ZBZB

    Last edited: Feb 15, 2019
    Timetwister likes this.
  3. Tickstory doesn't seem to have ETF.

    Eodata does, it's asking me $50 to buy intraday data of a particular ETF. Is that data every 1 minute, and since inception? It doesn't say anything.

    Esignal doesn't seem to have ETF data.

    About Worldtradingdata, it seems complicated (API...). I'm just looking for a .CSV or spreadsheet, like with Yahoo Finance.
     
  4. ZBZB

    ZBZB

    Esignal do have etf data.
     
  5. Can their data be downloaded as a spreadsheet? It seems like I'd have to use their own program. I just want to test if there are any intraday patterns depending on the time of the day.
     
  6. ZBZB

    ZBZB

    $5 a month, 132 months available, everything trading on the exchange. Or they do 30 days intraday data all exchanges with a platinum subscription $30.
     
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    ZBZB

    Qcollector takes the data to a csv file that can be read by a spreadsheet. There is a simple programming language in esignal that does backtesting.
     
  8. So it would be $52 a month on Esignal and then $129 to but Qcollector (http://www.mechtrading.com/qcollector/esignal/order.htm)? The trial version only has a few tickers I don't want.
     
  9. ZBZB

    ZBZB

    You may be able to do your analysis in esignal with it’s backtesting function. Qcollector is needed if you want to get the data out to a csv file.
     
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    ZBZB

    #10     Feb 15, 2019