Looking for intraday historical data

Discussion in 'Data Sets and Feeds' started by silvius, Apr 3, 2001.

  1. silvius

    silvius

    I am looking for a source for intraday historical candlestick data. For example, I am interested in downloading the first 1 hour candlestick data (open,high,low,close,) for each trading day for the last 6 months to year, for selected stocks. Can anyone recommend a good website, or software package that can accomodate this requirement? I would prefer a free data source; however, I am willing to pay a reasonable subscription if necessary. Thanks.
     
    #1     Apr 3, 2001
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  2. badomavi

    badomavi

    Hi Silvius,

    Have you found a source of historical intraday data? I am looking for the same thing and so far with little success. What have you tried so far?

    Ben

     
    #2     May 31, 2001
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  3. tntneo

    tntneo Moderator

    Quote.com is good at this. It can be a little tedious to force the system to load data back, but it can be done even intra day [exports as ascii]. Maybe not 6 months data [I did not try, but could be. I tried a few months once]
    It is not free.

    There must be others, but I did not try them.
    vpiNeo
     
    #3     May 31, 2001
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  4. trinfo

    trinfo

    The NYSE sells CDs of tick-by-tick data for NYSE/AMEX/NASDAQ, one month of data per CD. You will have to hunt around on their web site for more info, sorry.
     
    #4     May 31, 2001
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  5. mjt

    mjt

    If you're still looking http://www.tickdata.com has intraday data. It's $18 per year per symbol I believe. There's another data provider that I know of, but I can't remember who it is off the top of my head. Will post if I remember
     
    #5     Jun 1, 2001
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  6. shyhh

    shyhh


    You can try getting Omega Research Tradestation 2000i which comes with a disc for historically daily price data. You can then download intraday data free from them.

    I have been downloading intradays data since beginning of 2000. It's a bargain if you are considering a lot of stocks. However, the only problem is in updating the data which can be quite slow if you are runing a lot of stocks.

    Omega Research has stated that the free download will be available until 30 June 2001 but they might extended it.
     
    #6     Jun 1, 2001
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  7. badomavi

    badomavi

    Hi Gang,

    I found a decent solution. It turns out that Realtick comes with Excel worksheets that allow retrieval of historical data. It provides daily and intraday data. The downside is that 1min intraday data is available for last 10 or so days.

    Ben
     
    #7     Jun 1, 2001
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