Would it download data from inception? Here it says just 120 days: http://www.mechtrading.com/qcollector/esignal/faq.htm
Thanks, I'd have to buy the all ETF one, as I'm looking for data for some less liquid ones. So so far it seems like it'll have to be either Algoseek for $500 or eSignal+Mechtrading if it's possible to download since inception.
Just to add my 2c. * Bloomberg has institutional data package going back to the mid-2000 and it's pretty good. Very expensive, though, as licenses start at mid-six digits. * The institutional standard is the Thomson Reuters Tick History. Not cheap.
I have 1min bars on all ETFs going back 10yrs+ (mid-2008), collected/cross-checked/merged from various sources. If you want a dozen or so to do preliminary testing on, post a comma-separated list here and I'll export and pm you a link to a too-large-to-post single file. You'll have to know how to use grep or some similar utility to parse out the individual names. BTW, Kibot data is mostly useless, not even clean enough to use as a tertiary source.
Hey Kevin, I'm looking for the same type of 1-min data going back over 10 years or more, but just for the SPY. Don't need to sign up for anything, just need some stuff for backtesting and willing to compensate. Could you help?
They are very open to listening to you, try contacting them and ask for discount. I am sure they might be able to offer you something that can favor your budget