Need Raw Data

Can any of the data feed services provide the raw stock data that is used to make up their stock charts? I need to export the daily raw price data into MatLab or Excel for analysis. And I don't mean Open, High, Low, Close -- I mean, literally, every price tick for the given time frame.

 

Try this link and scroll down to the "Historical Data..." section and you might find what you're looking for; plus it's a kick a** post anyway.

http://www.elitetrader.com/vb/showthread.php?threadid=27875

Uni

 

In fact, maybe this particular link may help:

http://www.tickdata.com/StocksBySymbol.html

Uni

 

OK.... WHO has the fastest feeds???

Im using Realtick as a datafeed, seems pretty fast.

Who is faster??? Anyone?

Im shopping around.


peace

axeman

 

Thank you for the links, but I'm afraid the services that do provide 1-min tick data -- such as tickdata.com -- charge prohibitive fees.

I need single-day or intra-day 1-min tick data for for several dozen stocks. I can't afford to pay tickdata.com $18 a pop for this info.

I'm wondering if there's a hack to get the data. My two brokerages, TS and Scottrade, already provide me with 1-min charts as does any decent broker. I simply want that information in numerical form, not graphical. I want the raw data that my broker uses to generate the 1-min charts, so that I can do quantitative analysis. There's gotta be a way...

 

IQfeed and Realtick both have apis for this.


Realtick was better in the past.

Need current info! Anyone?

Who has the fastest api based realtime datafeed????


peace

axeman

 

Although I have not ordered the tick data from this data collector, I have downloaded the eod data for various commodities, indicies, financial futures. From what I can tell, these guys are the cheapest and might have what you are looking for:

www.price-data.com

"Tick Data Futures" $279.99

S&P500 Futures since 1982
Dow Jones Futures since 1998
Nasdaq 100 Futures since 1998
Thirty Year Bond Futures since 1978
Mini S&P Futures since 1998
MIni Nasdaq 100 Futures since 1998

sounds like a good deal to me...

 

oops, I see you want stock data, not futures data. It looks like they have that as well.

 

Vulture: It looks like price-data.com may work out at an affordable price. Thank you for this link.

 

I should have stated that I need historical 1-min tick data for 1-day time frames of certain dates. Do IQfeed and RealTick provide historical 1-min data, or just real-time?