Reliable data providers to download historical data five-minute data for S&P 500 stocks

Discussion in 'Data Sets and Feeds' started by rvsw, Jul 17, 2019.

  1. rvsw

    rvsw

    I need to download historical data for the S&P 500 stocks to start with for 5 minute. I have been recommended Norgate , but it is asking for six months of subscription. Is there any place where I can download data for once at hopefully between 50 and $ 100. I am looking for approximately 10 years data or even five years will do to start with.

    Thank you for any inputs
     
  2. Metamega

    Metamega

    Norgate doesn’t have intraday data so that’s a bust.

    IQFeed could do the job but the API access cost a couple hundred I believe.

    If you have some charting software that has a IQFeed plugin that can export data that’s an easy way.

    QCollector is a simple software (paid) that can retrieve data from IQFeed into a .csv format I believe.

    Norgates Daily data is pretty solid from what I see on the AMibroker forums. The cool thing about their dataset( with plat or diamond subscription) is they have historical index constituents so you can avoid survivorship bias. Think you also need to buy their delisted database.
     
    themickey likes this.
  3. SteveM

    SteveM

  4. Baron

    Baron ET Founder

    Check out one of our sponsors here at Elite Trader: Polygon.io
     
    themickey likes this.
  5. rvsw

    rvsw

    Thanks to all of you for commenting
    Thanks @Baron. Polygon.io is offering lot more services which I am not needing right now. So the $199/month is not really needed.
    @SteveM this info is dated since Google Finance no longer works. Also alphavantage has maximum only 4-5 months of intraday data apart from suffering frequent outages (at least I am seeing it),
    @Metamega thank you for IQFeed - looks interesting but there basic fee is $87 and I was hoping for a bit less since I just need to download historical data once. Nevertheless, if I cannot find anything, I guess I will look at it
     
  6. Baron

    Baron ET Founder

    You just got three suggestions and shot them all down. Perhaps your expectations of a quality data vendor are unrealistic for the amount of money you are willing to spend.
     
    rvsw likes this.
  7. rb7

    rb7

    10 years for 500 stocks, 5 min tick...that's a lot of data.
    Unfortunately, you won't get that for $50-$100.

    Check tickdata.com to see how much it would cost you.
     
  8. ZBZB

    ZBZB

    Use www.esignal.com classic delayed for $55 a month and download the data with qcollector and then cancel esignal. I don't think you will get 5 years of data though.
     
    blueraincap and rvsw like this.
  9. rb7

    rb7

    Most real-time data provider limit the amount of historical data you can download.
    For instance, IQFeed limit historical download to the last 18 months I believe.
     
    rvsw likes this.
  10. ZBZB

    ZBZB

    #10     Jul 18, 2019
    rb7 likes this.