Hi, I am looking to test intraday trading strategies so need intraday stock data (tick and minute). I've seen some of the companies who charge five figures plus to purchase data. Is there anyone who leases facilities or data to test out strategies for short term periods for reasonable fees or alternatively is there any company who sells data for a reasonable price? I'm not trying to be a cheapskate but am willing to pay resonable prices. Paying more than five figures is not resonable IMO. I use Tradestation and could get data from there but their data feeds suck bigtime at the moment. You cant even load up data into TS properly these days. Thanks, Splat
I am also looking to find a company that offers historical tick data (at least two years worth) on equities & ETF's. I've had to resort to building my own database from live data for now as my current feed drops tick data after a week.
http://www.opentick.com/ claims "free real-time and historical market data for trading systems and trading platforms.* over ten terabytes of historical tick data for free." but apparently they haven't launched yet.
You can find free data in many places. Some brokers, as well as charting software, have them. But you have to be their customer to access them.
Is anyone aware of a data provider that offers historical tick data longer than the 7 day retention that IQFeed offers?