Is it possible to purchase historical intraday quotes on a large number of stocks? For class I want to run a strategy against hundreds of stocks using their intraday quotes for the past year. I'd rather have the quotes on my SQL db instead of having to query an online service. I imagine downloading ASCII files for each stock would take forever. I figure a company out there must sell these quotes on CD or DVD (understading it would be a lot of data) TIA!
Try these: http://www.tickdata.com/html/historical_data.html http://www.anfutures.com/tickdata.htm http://www.bayou.com/~smcg/cdata.htm
take free 1 month trial with qcharts. use qcollector. unless you need 1min/tick data for entire NYSE/AMES/NASDAQ,1month with good internet is enough to get 5-60min data for all exchanges for as far as 5 years back. not at all. for example-30 minutes frame for all nasdaq stocks from 1997 to 2006 will take couple hours. maybe even less than that good luck.
I tried http://www.anfutures.com/tickdata.htm and i am wating for data by an open order from www.cqg.com. But i am l searching for intraday data ( 1min.) with prices from BID and ASK not prices by trades! I can have this from IB over their api, but only until may 2006. Where could i get intraday data ( 1min.) with prices from BID and ASK? I someone using opentick.com? I was not sure if i filled out the Subscriber Agreement between opentick corporation a service of Nexa Technologiesand Non-Professional Subscriber its a lot stuff in english for me.... Thanks
I´am currently using opentick with my custom build software. But I would not rely on the hist-data which they are providing. It has gaps which are sometimes as big as some months. Did you find any data-provider which meets your needs? I´m searching one at the moment, too. Because of the opentick-reliability-problem...