Need historical minute data - good source?

Discussion in 'Data Sets and Feeds' started by Kever, Nov 5, 2009.

  1. promagma

    promagma

    IQfeed has a lot of bad high/low values on the minute data. The close-to-close values seem to be ok.
     
    #11     Nov 5, 2009
  2. #12     Nov 5, 2009
  3. I have tried just about every data source out there. No data feed is perfect but neither is any real-time feed. Any robust system needs to adapt and handle the unexpected.

    Did you look at eSignal's new extended data feed with QCollector? 12+ years of intraday data.

    tickdata is very good (a little too cleaned if you ask me). As they say in their FAQ: "However, no data set is perfect."

    http://tickdata.com/html/equities_faq.shtml

    Too many bad ticks and gaps for my research.

    Be careful with grainmarketresearch.com (aka Price-Data), they have crazy volume compared with other providers of 1-min data.
     
    #13     Nov 6, 2009
  4. Does that mean its okay if you only use price action in your systems?
     
    #14     Nov 6, 2009
  5. The Price-data is fairly priced, so give it a try or download the samples. It may be a good match for your development.

    Again, I will say no data set is perfect. As you develop your system, you should test on multiple history feeds. Funny thing, you will never get the same results on any two feeds. I don't care if the data costs $84 or $48000.

    It is important to be remember when your system is live, every feed is going to produce bad ticks or spikes. Adapt to it or your system will FAIL. Successful automation is not for the timid.

    I could never solve why Price-Data had volume problems. The volume was a fraction of other feeds. And when I added the volume for the day, it wasn't close to the EOD values. My theory was it an alignment issue in the way the bars opened and closed outside the actual minute time stamps.
     
    #15     Nov 6, 2009
  6. Informed,

    Just curious, what is a tick data generator? Does it generate tick data from random values?
     
    #16     Nov 6, 2009
  7. Kever

    Kever


    I tried the demo of QCollector but it indicates that intraday data prior to 7/9/09 is not available from eSignal. I remember seeing something about the extended historical data not being availble through their API. Am I missing something?
     
    #17     Nov 6, 2009
  8. T-Algo

    T-Algo

    I never had a bad high/low bar or bad tick data with Iqfeed.
    With Esignal, several. tons.
     
    #18     Nov 7, 2009
  9. Are you subscribed to the extended history addon? No limit that I know of exists between retrieving data using Esignal and a third-party tool such as QC; but I can look into it.

    7/9/09 would be 10+ years of data and for the symbols you are loading that may be the limit. Can you load data prior to 7/9/09 with the charting tool in eSignal?
     
    #19     Nov 7, 2009
  10. Kever

    Kever


    No, I am not subscribed to the extended data. I only have the cheapo delayed plan and hardy ever use it. But, it might be well worth upgrading if I could get all that minute data. I will contact esignal and QC to see what can be done.

    Has anyone had success with this?
     
    #20     Nov 9, 2009