Does anybody know any good vendors for intraday stock/etf data? I am looking for minute resolution bars to do some backtesting. I am looking for a vendor that has a good combination of price and quality.
The best is suppose to be tickdata.com but it is pretty expensive. If you limit your time scope and the number of symbols needed it isn't too bad. The quality is probably the best. $30/symbol/yr https://store.tickdata.com/prices?productMarketId=PRODUCT_MARKET.US_TED
I had a similiar search last year. See the ET Thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=203120 I was mainly concerned with 1-min ETF data. I settled on the stocks edition from pitrading, http://pitrading.com/stocks, that was recommended.
HQD http://www.ashkon.com/downloader.html can download up to 15-days worth of intraday quotes (10min) including ETFs from free (no subscription) servers, e.g. Google and Yahoo
This comes a little bit late to help me since I just purchased from quantquote.com last week. The quantquote data quality is good and i am satisfied overall, but I am also intrigued about the tradestation option for future reference. how much money do you need to open a tradestation account? What are the monthly charges? how much history do they provide and for how many symbols (is it free if you have an account with them)? reason i bought from quantquote was because i needed 10 years of history and also history for symbols that have already been delisted. does tradestation provide that?