"Price-Data" for Historical Intraday Market Data

Discussion in 'Data Sets and Feeds' started by hailnoel, Jul 4, 2008.

  1. hailnoel



    Anybody has experience with the quality of the historical intraday market data from the Price-Data? Here is the page for 5-min data for all symbols listed in S&P500. http://www.grainmarketresearch.com/spx_stocks.cfm

    Unlike OpenTick that has many holes (sometime stretching for months), Price-Data seems to guarantee their data quality. But unlike Opentick that costs essentially free, the Price-Data charges $1100 for the above S&P500 5-min data. On the other hand, compared to other data provide that charges as much as $4 per symbol per month; he Price-Data offerring then seems to be pretty economical.

    Please advise if anybody has experienced with the Price-Data. Thanks,

  2. You can subscribe to esignal and with little programming effort grab all that 5-minute (even 1-minute) data yourself. That'll take about a month and $100.

    DTN.IQ is an excellent source of high-quality data, you get access to several years of intraday quotes, also about a hundred bucks.

    Opentick is absolutely free and, though data is not complete, it suits the purpose of statistical evaluation. I downloaded 120GB from them in about 3 months.
  3. rickty



    I have no experience with Price-Data, but how many years of back data do you need?
  4. He doesn't "need" anything, he wants to sell it to you :)
  5. rickty


  6. hailnoel


    Sorry guys for the wrong impression; I was not trying to sell anything, nor I have any affiliation to the "Price-Data" website. I sincerely have spent weeks looking for a good and reasonably priced intraday data source mostly thru Google, but for some reason I didn't come accross the "Pi Trading" website. The following are the two intraday historical data source I've tried:

    - Esignal: only provides back to 120 intraday data, which in my opinion is very limited for back testing. I think I was paying $89 a month and the scripting language is very sluggish for hundred of thousands loops of back testing simulation.
    - Opentick: free. Provides a fairly reliable API. I've successfully downloaded GB's of data. It's good enough if you only need intraday bars from 2006 onward. Currently their data for 2004 and 205 are very spotty with most of the SP500 symbols missing a stretch of several months or more.

    The two suggested here:

    - DTN.IQ: seems to provide only up to 120 days or 1 year of intraday data. So, it's not good enough.
    - Pi Trading: ehm... 150 bucks for thousands of symbol. I might give this one a try.

  7. Looks like they just updated their data DVD for July 08.

    Need to pickup the market disc.

    Anyone know where I can get historical options data?