Purchase historical intraday quotes?

Discussion in 'Educational Resources' started by luciusism, May 28, 2006.

  1. luciusism


    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)

  2. ilganzo


  3. dan05


  4. delta1


    Did you check with esignal?
  5. Bob111


    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.
  6. ilganzo


  7. twinx


    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
    opentick corporation a service of
    Nexa Technologiesand
    Non-Professional Subscriber

    its a lot stuff in english for me....

  8. mcrip


    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...