I have contacted Esignal support and it's possible to export their data to .csv, but it's a manual process (only 300 bars per export). Do you know how would it work with Qcollector? For me it's fine to pay $129 if it does that process automatically for all the ETF history.
http://www.mechtrading.com/qcollector/esignal/faq.htm Another option is a month of IQFeed and qcollector. Be like another 120$ or something from IQFeed. They should go back 15 years or more at 1 minute level. Their demo has a history limit of 30 days or something. Not sure if you’d have to even subscribe to exchanges if you just want history which be cheaper.
It says you set up a list of tickers and get all the 1 minute data for them. Ask them. What analysis do you want to do on the data? Maybe you could do it in esignal and not have to get the data out. Ask them. Report back. Press like on all my posts.
I want to check if there are any intraday patterns (like the ETF rising or dropping at a particular time). I contacted eSignal and they said that's not possible with their software, but that I can download the data from their software, although only 300 bars each time...
Definitely there are so many vendors who offer 1 minute, I came across the following links sometimes back: AlgoSeek.com : Intraday data back to 2007 for US Equities, Futures and Options. So you can get S&P 500 data. Intraday they have tick, 1 sec, 1 min and 5 min OHLC bars. Institutional data and well priced. BarChartMarketData.com : Been collecting Futures data for 50+ years. Also have Options and some Equity. For Futures data they have a great reputation. Bloomberg : All the data you ever need BUT you are limited in the amount of intraday data you can export from your Bloomberg and upto about 250 days historically. Reuters: Great historical dataset but difficult to work with for an individual. QuantGo.com : New firm where clients rent access to data by the month from multiple data vendors but have to use Amazon AWS cloud computers on QuantGo's platform. Very affordable if you are can/willing to work with virtual cloud computers. Tickdata.com : Global Equities, Futures and Options. Intraday bar data from 2004. Consolidated tape since 1993. Have tick and bar data with 1 sec/1 min/5 min OHLC. Institutional quality data but very expensive. I hope this will help you
Thank you. Algoseek seems to offer exactly what I want, the sample files have all the information I'm looking for and in the format I want them (".csv"). However, their mininum order size is $500, while what I'd order would cost quite less at $5 per historical year (their price). I wonder if there's any more efficient option in that format.
Thanks, but I need longer term intraday data, preferrably from inception. So far the only website that seems to offer exactly what I want is eSignal (but it's a manual process that would take forever, as only 300 bars can be exported) and Algoseek (it seems the best but the minimum order is $500, I sent them a message anyway). I'm waiting for a reply from Mechtrading to see if eSignal information can be automatically downloaded in ".csv".
That is the whole point of qcollector, try the demo. Esignal classic delayed/qcollector is the cheapest way to do what you require.