question on cleaned intraday data

Discussion in 'Data Sets and Feeds' started by NoWorries, Jun 14, 2006.

  1. I'm looking for an inexpensive source for historical intraday split-adjusted equity data that allows me to download historical tick or 1-minute data on a regular basis (daily, weekly) for a large number of equities and save it in ascii (or other common) format. I don't need a realtime datafeed, however.

    I looked at a variety of services, but encountered the following problems:

    - It seems vendors of charting packages such as Tradestation or Metastock don't offer the functionality to export the historical data to ascii for a large number of equities at once (they say you can only convert one symbol at a time).
    - It seems many brokers offer a datafeed with backfill, but they don't adjust for splits etc.
    - It seems many datavendors offer (expensive) historical data on CD, but don't allow daily/weekly updates.

    Does anyone know of a service that doesn't have these problems?