Need Raw Data

Discussion in 'Data Sets and Feeds' started by mazotrade, Mar 28, 2004.

  1. 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.
  2. Uni


  3. Uni


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

    Im using Realtick as a datafeed, seems pretty fast.

    Who is faster??? Anyone?

    Im shopping around.


  5. Thank you for the links, but I'm afraid the services that do provide 1-min tick data -- such as -- 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 $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...
  6. 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????


  7. 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:

    "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...
  8. oops, I see you want stock data, not futures data. It looks like they have that as well.
  9. Vulture: It looks like may work out at an affordable price. Thank you for this link.
  10. 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?

    #10     Mar 29, 2004