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 Thanks! TN
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? Thanks
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.
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.
IQ feed + something like this: http://www.quotecore.com/index.php?categoryid=6 or this http://www.mechtrading.com/qcollector/dtn/index.htm not sure,if they capable to download premarket only.
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.