Looking for historical 1 min tick data of all US stocks

Discussion in 'Data Sets and Feeds' started by TradingNerd, May 6, 2011.

  1. Hello folks,

    I am looking for a cheap data provider or somebody that has the following data available and is willing to share it.

    Pre open section only
    all nyse amex and nasdaq stocks
    1 minute bars
    time, open, high, low, close, bid, ask, volume
    5 or 10 years

  2. The problem is that all data providers only show bid and ask at the tick by rich data, which normally only goes to a few month due to huge file size.

    Anyone any ideas still?
  3. true, but no bid/ask!
  4. dyson


    For bid/ask you will need tick data. Trades and Quotes

    One minute data can never contain bid/ask quotes since the bar is based on a time interval (in your case 1 min). One minute data gives you the open, close, and range of price during the interval.

    Price gives you the actual buy and sells that occur for a symbol. Bid and ask are only quotes (not executions) for a symbol.
  5. In case you're new -- these threads are always looking for freebie, warez, or very cheap data. The resource you quoted is very good, but costs real money.
  6. Bob111


  7. I am hoping to analyze the the after hours price action for SPY... tickdata.com has a minimum order size that is bigger than I need.

    I believe I need one minute data to analyze the spikes in the shaded (after the close) area in the attached image.

    What are my other options for 1 minute data on one symbol? I am willing to pay, but $200 for one ticker seems steep.