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. ZBZB

    ZBZB

    #11     Jul 18, 2019
  2. rvsw

    rvsw

    @ZBZB thank you. It has 1 hour data for MSFT but 1 minute for Agilent. I will look through it - Not sure why it is completely free when others are charging seemingly upwards of $1000 and so - I understnad that there are quality issues but still..
    @rb7 - yes I was also thinking that probably I have to budget $500 for data as compared to $100 or so - but now with the firstratedata.com, I am rethinking - the range of choices is just so much and so confusing - looks like it will take quite a bit of time to settle on a vendor.

    Thanks for your response.
     
    #12     Jul 18, 2019
  3. ZBZB

    ZBZB

    #13     Jul 18, 2019
    avatar-ds, blueraincap, MetaG and 2 others like this.
  4. rb7

    rb7

    #14     Jul 18, 2019
  5. ZBZB

    ZBZB

    Which source?
     
    #15     Jul 18, 2019
  6. rvsw

    rvsw

    @ZBZB thanks for the link. This is an exhaustive link. I will go through the data.
    Also, I did not understand your question on source. firstratedata.com is free while barchart.com looks like will cost several hundreds or even thousand depending on the data.
     
    #16     Jul 18, 2019
  7. MetaG

    MetaG

    Looking for the same and came across this thread. Been using IEX's free plan for several months after Yahoo stopped working. They just recently reduced some free data but I may upgrade @ $9/mo unless I find something else. API is pretty good.
    https://iexcloud.io/docs/api/
    https://iexcloud.io/pricing/
     
    #17     Jul 19, 2019
    rvsw likes this.
  8. rvsw

    rvsw

    @MetaG thank you for the response. I looked at the company. Looks like it has been launched recently. And as you mentioned, they have also recently reduced some free data. What is the reliability of the historical data in this?
    Thank you for your in inputs
     
    #18     Jul 20, 2019
  9. Rvsw, do you want historical minute bars on current SP500 tickers, or do you need point-in-time tickers data? Is RTH (regular trading hours) data ok, or do you want full pre- and post-market data as well?

    For both questiions, the former choice is easier to get than the latter.

    Lastly, do you have reasonable coding skills (selenium and js code injection)? If so, there are a number of sites where you can pull the historical data for free.


    Edit: the free sources don't carry delisted symbols, so point-in-time tickers are a no go.
     
    #19     Jul 20, 2019
    rvsw likes this.
  10. rvsw

    rvsw

    @Kevin Schmit
    At this stage, I'm just looking for SP500 tickers 5 minute bars. Regular trading hours is good enough for now.
    I know Python but I can pick up selenium and js also. I had used selenium a few years ago. Eventually point in time tickers will also be needed because of survivorship bias but for now just current SP500 tickers are sufficient.
    Thanks for your response.
     
    #20     Jul 20, 2019