Intraday historical tick data

Discussion in 'Data Sets and Feeds' started by rolando87, Aug 20, 2010.

  1. Hey all,

    I'm wondering if anyone knows where I can find cheap intraday historical data? I've searched for hours but I can't seem to find anything for less then $50 bucks. i just need the last 2 years (preferably more) of tick data for just 4 NYSE stocks. (LO, MO, RAI, PM). The cheapest I found was but their minimums are $200 which is kinda pricey for me.

    If anyone has this data and doesn't mind PM'ing the excel sheet I'd be willing to share my research findings with them a few days later. It's a very simple gap strategy I've come across, but I just need historical data to prove it really works.

  2. Bob111


    IQ feed. use it via some third party subscription discounts. i can have any data i want for 30$ via QT subscriotion
  3. Bob111


    oops..i didn't read till the end... and didn't realize that you are asking for 2 years of tick bad..IQ's is only 7 days or so
  4. eSignal has 120 days of tick I think. For 2 years, you have one choice: :(

    Do you really need tick? You will find more choices if you can substitute minute data instead.
  5. Yeah that's true I don't need every tick data, 1,5, or 10 min OHLC bars will work as well.
  6. levniss


    As i'v mentioned on my post ,
    I'm using free <a href="">Option Software</a> and i think it will help you on that matter.


  7. Keep in mind that the open price you see for the first bar of the day may not be a tradable price. Sometimes only 100 shares traded on a very wide bid ask.
  8. I was searching for tick data also and came on this post. I don't have those symbols but I found minute data for 6E/6B futures contract if anyone is interested.

    It's both minute and daily. Formatted for NinjaTrader. Shouldn't be too hard to port it to other formats with excel for someone knowledgeable in office.

    I am looking for ES, 6E tick data going as far back as anyone has it. is awesome, but with their TickWrite tool, I can't parse the data for NinjaTrader since ninja uses a space between the date and time and then semi-colon between price, vol. etc. TickWrite only allows one type of delimiter.

    The way around it I found was to delimit it with the semicolon, then open then txt file in in office, then find and replace each date.
  9. Yes i see your point, its true i have to watch for that kind of stuff affecting my data but I dont' believe it will make a huge difference in this research task. I just need to know those stocks tendency to fill a gap when a certain criteria is met.

    I can't believe this info is so expensive. Does anyone know a free or cheap way to have excel record IB quotes as they they appear, without using that 250 dollar IB formatted excel addon which can use the IB Api or whatever to download the data live.

    I figure from now on I could just start recording my own tick data and no have to rely on paying for it for historical backtests.

    BTW, i found another good site which has historical intraday data, the prices seem more reasonable, and they don't appear to have minimums, basically you can purchase all the stocks in an exchange for ten bucks per month, I guess if you need a lot of stocks and not many years, it would be cheaper then using However their intraday data only goes back 18 months.

    here is the site
  10. You can't even fit 6 weeks of an average stock on an XL spreadsheet

    OP at a minimum you need an access database or something in binary/text.

    For $50 I'd rather see a trade go away than give away my tick data.

    Just offering a legit opinion
    #10     Aug 21, 2010