I need historical time and sales data for Nasdaq (at least Top 100 stocks by market cap), going back at least a year, in order to generate market profile (bid/ask quotes not needed). Anyone know of the cheapest source? I am looking for a replacement for OpenTick.
Proximo, sorry, I forgot to clarify that I am interested in historical time and sales data for Nasdaq equities. I revised my original post. Ideally, I would like access to all Nasdaq traded stocks, but just the top 100 or even top 10 should suffice for now...still experimenting.
Ok, how about 1 minute time interval time and sales data going back at least a year? Where's the cheapest place to find that? I heard it's included for free with a TD Ameritrade account. Can anyone confirm?
Did not check if they have what you look for, but see yourself: https://www.cqgdatafactory.com http://www.tradingphysics.com http://www.kibot.com http://www.tickplusdata.com http://www.analytichouse.com Regards
1-min for Nasdaq 100 + S&P 500 + Dow 30 + ETFs going back 6 or 7 years: http://pitrading.com/intraday_ascii_data_stocks_edition.htm
I've 15 seconds candles (ohlc, no volume) for about 330 symbols (highly liquid etfs, liquid nasdaq 100, highly liquid nyse) for over a year (some back for over 2 years). Total over 250M quotes. PM me if you're interested or if you want to check which symbols are covered.
Thomson Reuters can provide this data. We are the only vendor to offer 13-year tick histories for cross-asset securities. Please see the following link for more info: http://thomsonreuters.com/products_.../quantitave_event_driven_trading/tick_history Feel free to contact me if you have any questions. Thanks!