Hi Everyone, What would be the best way (free, if possible) to find out historic prices of a stock or index at a specific time of day over a long period. For example, "the price of the S&P 500 at 3:28 P.M. every day for the last 3 years"? I'm not looking for a chart, but rather just the raw data in columns. But I'll still take a chart if need be. Using ETrade Pro I could only access the last 4 weeks worth of 1-minute charts, but I'm looking for years worth of data. Can anyone help me? Many thanks to you in advance.
By the way, Opentick is still closed to new members. It's been months. Is there another source with raw data like this?
You won't find any free source of intraday 1-min data. Depending on the stocks you are testing, one of these DVDs may be of help http://pitrading.com/historical_data.htm If you need a bigger universe or higher resolution than 1-min, try http://tickdata.com/html/equities.shtml