Seeking Free Hourly Historical Data

Discussion in 'Data Sets and Feeds' started by Newmoney24, Jun 15, 2013.

  1. What are the best free sources that you know of? If you don't know of hourly sources but do know of good daily those are welcome as well, thanks
     
  2. By the way this is the best source I've found so far:
    http://pitrading.com/intraday_ascii_data_stocks_edition.htm
    They offer one minute data spending 10 years back for over 1000 of the most common stocks (for $179)


    (If anyone has bought this (or something similar) let me know maybe we can work something out ;)
     
  3. jharmon

    jharmon

    Nice bit of survivorship bias in that universe.
     
  4. haha, it's hilarious people even backtest using crap data like that. you might as well flush money down the toilet (it would be more enjoyable too).
     
  5. if you need daily quotes for one - two stocks, go the the yahoo finance and click historical data - you will have daily quotes.

    If you need daily stocks for more than 50 stocks you have to ask your five or kids do download it manually from yahoo finance. :)

    If you need daily quotes for more than 500 stocks you may try to write simple vb.net program which would scan yahoo quotes. If you do not have programming skill you can buy it -there are such programs on the market.

    It is more complicated with hourly quotes. Here you have to pay. I do not know anyone offering it. You may buy 1-min or every-tick quotes from many sources and then compile (calculate) hourly bars. However, here you have to be careful as raw historical quotes may have spikes (overnight order executed at the previous trading session price and posted on market on the next day).

    I may send it to you in csv coma delimited file or give you a download link, however it is not going to for free and it depends on hove many stocks you need. Depending on the stock activity we may have history up to three years. we do not keep history of low activity stocks.

    Go to http://www.marketvolume.com/ and sent email to support team with list of the stocks you need and I will answer you with my offer details.