I am looking for 3 years of intraday USA historical equities data and some options data that is reasonably priced. Specifically looking for equities tick data and want to be able to explore different symbols in a large number of names. I have been looking at various providers⦠CQG. Time and Sales. Advertised at $9 per month per symbol but seems to be charged at $5 per month per symbol. Can download data via website. Cannot handle larger requests (eg. 1000 stocks) as it seems to be more focused on futures and commodities. Tickdata.com. Well known and extensive selection of data but very expensive. Trades and Quotes for all stocks is $14,400 per year. Trades Only is $10,080 per year. I know these are just list prices, but even with a discount this is still very expensive. QuantQuote.com. Good reputation and they have US equities with tick data and one second, one minute and 5 minute bars. Tickdata is $4,500 per year of data. ESignal. Stocks. 1 minute bars for 10 years at $55 / month. Includes US and Canadian stocks, Futures. But would have to enter symbol manually one at a time into a charting window and then export the data. There is a 30 day free trial for $1. QuantGo.Com. New provider with a different approach where you remotely login into your own computer instance in the cloud to download and save data while paying month-to-month for data access. They have 5 years of equity data and 3 years of options with a mix of tick data, one second, 1 minute and 5 minute bars. What I really like is the pricing model, for example $250 per month for access to 5 years of equity tick data or $100 per month for 1 minute bars. There are some catchesâ¦.the data downloaded has to stay in your cloud instance and there is a monthly fee ($0.144 per GB) for storage, but at the monthly prices I think it may make sense to just pay the monthly access fee and download data when I need it. The other catch is I have to stop my computer instance when not using it, as usage is charged by the hour (as with all cloud computing). NXCore. Part of Nanex who do the HF reports. Has both Equities and Options tick data going back for over 5 years. Sells data by the month. Equities is $175 per month per Exchange (Nasdaq, NYSE, AMEX) or $350 per month for all equity exchanges. Full OPRA (Trades and Quotes) is $670/month. Trades only is $300/month. A year of equities data is $4,200 I believe QuantGo is new, but I am going to try them because of their lower costs⦠I tried their demo and it seems like they have a good product. Has anyone else tried them yet ?
you could look at using qcollector, which i believe automates esignal data exporting. might also check out iqfeed they have faster more flexible feed than esignal at comparable prices.