looking for historical pre-market + intraday data

Discussion in 'Data Sets and Feeds' started by zenith, Aug 29, 2005.

  1. zenith


    I'm looking for historical intraday data for all Nasdaq stocks for last 2 years or more including pre-market data. Planing to use it for testing my ideas in Wealth-Lab. Anybody knows who can provide this data?

  2. One


    Depends on what you need. Two years worth of data down to 1 minute bars can be found fairly easily, e.g., with tradestation. Unfortunately providers like tradestation and esig provide only limited tic data, maybe 10-30 days back depending on the provider. TickData provides the cleanest and most complete historical tick database I have found, but it is not cheap. They also provide clean historical data at the 1 min. level at less expensive rates. Let us know what you find.
  3. jlm890


    Not adding anything...just concur about TickData. Very clean historical data.