WANTED: NASDAQ 1-Minute History Data

Discussion in 'Data Sets and Feeds' started by almis, Nov 21, 2006.

  1. almis



    I am interested in purchasing 1-minute, or tick-by-tick, data for individual stocks listed on the NASDAQ (direct download or via CD/DVD mail delivery). A subset of the symbols listed on NASDAQ, such as NASDAQ-100, may also be of interest.

    The data needs to date back at least two years.

    NOTE: I am interested in saving money and am therefore not interested in purchasing directly from a retailer.
  2. Historical Market Data TradeStation ASCII Futures Forex
    One Minute Intraday ASCII Data! Over 6 GB on 2 CD-ROMs!

    Item number: 170052598058

    US $49.95

    Historical Intraday ASCII Database
    Market Edition

    Brand New! Expanded to include more symbols!

    Over 6 Gigabytes of data on two CD-ROMs!

    Updated through November 3rd, 2006!

    For the serious trader, we have packed over 6 Gigabytes of one-minute intraday historical data for over 150 of the most popular and actively traded symbols for stocks, indices, futures, and forex on two CD-ROMs.


    Over 6 Gigabytes of intraday historical data on two CD-ROMs.
    Consists of 155 of the most popular and actively traded symbols for stocks, indices, futures, and forex.
    Research quality data for your back-testing, charting, and analysis needs.
    Intraday data history is provided in a one-minute time interval.
    Compatible with TradeStation, MetaStock, Excel, Wealth-Lab, and many other products capable of reading ASCII text files.
    Contains the most followed market indices and breadth indicators.
    Includes continuous contract data for the popular E-mini futures products.
    Provides intraday data for the high liquidity forex currency pairs.
    All E-mini and forex symbols provide both regular and 24 hour sessions.
    In addition to the most active stocks, it also contains all 30 component stocks for the Dow Jones Industrial Average.


    Each included symbol is stored as a comma-delimited ASCII text file.
    ASCII is a universal text document format for market data and very flexible in its support and compatibility.
    Each ASCII file is stored in compressed format (ZIP), which allows for more symbols to be included.
    Each ASCII data file contains intraday price information in a one-minute time interval.
    Each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume fields.
    The data field is stored and formatted as MM/DD/YYYY.
    The time field is stored in 24-hour format as HHMM.
    The one-minute time format can be scaled to any time interval of greater duration. For example, from the one-minute data provided, time intervals of 2, 3, 5, 10, 15, 30, 60 minutes, daily, weekly, and monthly can be created.
    All price data is adjusted for stock splits.

    The following is a sample of the format for the first few lines from an ASCII data file:



    Click here to download a sample data file for your evaluation.


    All historical market data is updated through November 3rd, 2006. Below is the complete list of included symbols with their corresponding start date for the available intraday data:

    Included Symbols

    Symbol Description Start Date


    INDU Dow Jones Industrial Average 4/1/1993
    NDX Nasdaq 100 Index 1/2/1997
    INX S&P 500 Index 2/1/1983
    COMPX Nasdaq Composite Index 1/8/2001
    OEX S&P 100 Index 1/2/1987
    IDX S&P 400 Midcap Index 1/2/1998
    IUX Russell 2000 Stock Index 1/2/1997
    SOX Phlx Semiconductor Sector Index 1/8/2001
    TYX 30-Year Treasury Bond 1/8/2001
    DXY U.S Dollar Index 6/21/2005
    VIX CBOE Volatility Index 9/22/2003


    ES E-Mini S&P 500 Continuous Contract 9/11/1997
    NQ E-Mini Nasdaq 100 Continuous Contract 7/1/1999
    YM Mini-sized Dow Futures Continuous Contract 4/5/2002
    ER2 E-mini Russell 2000 Index Continuous Contract 10/25/2001
    QH Heating Oil miNY Continuous Contract 1/17/2006
    QM Crude Oil miNY Continuous Contract 7/8/2002
    QN Natural Gas miNY Continuous Contract 5/2/2001
    QU Unleaded Gasoline miNY Continuous Contract 1/17/2006
    ZG 100 oz. Gold Continuous Contract 10/5/2004
    ZI 5,000 oz. Silver Continuous Contract 10/5/2004


    USDJPY US Dollar / Japanese Yen 10/21/2002
    USDCHF US Dollar / Swiss Franc 10/21/2002
    USDCAD US Dollar / Canadian Dollar 10/21/2002
    NZDUSD New Zealand Dollar / US Dollar 10/21/2002
    GBPUSD British Pound / US Dollar 10/21/2002
    GBPJPY British Pound / Japanese Yen 6/30/2003
    GBPCHF British Pound / Swiss Franc 10/21/2002
    EURUSD Euro / US Dollar 10/21/2002
    EURJPY Euro / Japanese Yen 10/21/2002
    EURGBP Euro / British Pound 10/21/2002
    EURCHF Euro / Swiss Franc 10/21/2002
    EURAUD Euro / Australian Dollar 10/21/2002
    CHFJPY Swiss Franc / Japanese Yen 10/21/2002
    AUDUSD Australian Dollar / US Dollar 10/21/2002
    AUDJPY Australian Dollar / Japanese Yen 10/21/2002

    Exchange Traded Funds (ETFs)

    QQQQ Nasdaq 100 Trust 3/10/1999
    SPY S&P Depositary Receipts 7/1/1998
    DIA Dow Industries Diamonds 7/1/1998
    MDY S&P MidCap Depositary Receipts 2/5/1999
    IWM iShares Russell 2000 Index Fund 6/28/2000
    SMH Semiconductor HOLDRS 5/10/2000
    BBH Biotech HOLDRS 11/24/1999
    HHH Internet HOLDRS 9/24/1999
    OIH Oil Service HOLDRS 2/7/2001
    PPH Pharmaceutical HOLDRS 2/2/2000
    RKH Regional Bank HOLDRS 6/23/2000
    RTH Retail HOLDRS 5/2/2001
    XLE Energy Select Sector SPDR Fund 1/4/1999
    XLF Financials Select Sector SPDR Fund 1/4/1999
    XLU Utilities Select Sector SPDR Fund 1/4/1999
    EWJ iShares MSCI Japan Index Fund 7/1/1998
    SLV iShares Silver Trust 4/28/2006
    GLD streetTRACKS Gold Trust 11/18/2004

    Dow Jones Industrial Average Components

    MMM 3M Co. 1/2/1991
    AA Alcoa Inc. 1/2/1991
    MO Altria Group Inc. 1/2/1991
    AXP American Express Co. 1/2/1991
    AIG American International Group Inc. 1/2/1991
    T AT&T Inc. 1/2/1991
    BA Boeing Co. 1/2/1991
    CAT Caterpillar Inc. 1/2/1991
    C Citigroup Inc. 1/3/1994
    KO Coca-Cola Co. 1/2/1991
    DD E.I. DuPont de Nemours & Co. 1/2/1991
    XOM Exxon Mobil Corp. 1/2/1991
    GE General Electric Co. 1/2/1991
    GM General Motors Corp. 1/2/1991
    HPQ Hewlett-Packard Co. 1/2/1991
    HD Home Depot Inc. 1/2/1991
    HON Honeywell International Inc. 1/4/1993
    INTC Intel Corp. 1/2/1991
    IBM International Business Machines Corp. 1/2/1991
    JNJ Johnson & Johnson 1/2/1991
    JPM JPMorgan Chase & Co. 1/2/1991
    MCD McDonald's Corp. 1/2/1991
    MRK Merck & Co. Inc. 1/2/1991
    MSFT Microsoft Corp. 1/2/1991
    PFE Pfizer Inc. 1/2/1991
    PG Procter & Gamble Co. 1/2/1991
    UTX United Technologies Corp. 1/2/1991
    VZ Verizon Communications Inc. 1/2/1991
    WMT Wal-Mart Stores Inc. 1/2/1991
    DIS Walt Disney Co. 1/2/1991

    Most Active Stocks

    AMD Advanced Micro Devices, Inc. 1/2/1991
    AMZN Amazon.com, Inc. 5/15/1997
    AMGN Amgen Inc. 1/2/1991
    AAPL Apple Computer, Inc. 1/2/1991
    AMAT Applied Materials, Inc. 1/2/1991
    BAC Bank of America Corporation 1/2/1991
    BBY Best Buy 1/2/1991
    BRCM Broadcom Corporation 5/21/1998
    BOT CBOT Holdings Inc. 10/19/2005
    CVX Chevron Corporation 1/2/1991
    CME Chicago Mercantile Exchange Holdings Inc. 12/6/2002
    CIEN Ciena Corporation 2/7/1997
    CSCO Cisco Systems, Inc. 1/2/1991
    CCU Clear Channel Communications Inc. 11/4/1994
    CMCSA Comcast Corporation 1/2/1991
    COP ConocoPhillips 1/2/1991
    GLW Corning Inc. 1/2/1991
    DELL Dell Inc. 1/2/1991
    EBAY eBay Inc. 9/24/1998
    ELN Elan Corporation 1/3/1995
    ERTS Electronic Arts Inc. 1/2/1991
    EMC EMC Corporation 1/2/1991
    FDX FedEx Corporation 1/2/1991
    F Ford Motor Company 1/2/1991
    GOOG Google Inc. 8/14/2004
    HAL Halliburton Corporation 1/2/1991
    JDSUD JDS Uniphase Corporation 11/17/1993
    JBLU JetBlue Airways 4/12/2002
    JNPR Juniper Networks, Inc. 6/25/1999
    KLAC KLA-Tencor Corporation 1/2/1991
    LVLT Level 3 Communications 5/21/1998
    LU Lucent Technologies 1/4/1999
    MXIM Maxim Integrated Products, Inc. 1/2/1991
    MOT Motorola, Inc. 1/2/1991
    NEM Newmont Mining 1/2/1991
    NOK Nokia Corporation 4/12/1999
    NT Nortel Networks 1/2/1991
    NOVL Novell Inc. 1/2/1991
    NVDA Nvidia Corporation 2/12/1999
    ORCL Oracle Corporation 1/2/1991
    PEP PepsiCo Inc. 1/2/1991
    QLGC QLogic Corporation 3/1/199
    Q Qwest Communications Intl 6/24/1997
    QCOM QUALCOMM Incorporated 12/16/1991
    RMBS Rambus Inc. 5/14/1997
    RHAT Red Hat Inc. 8/11/1999
    RIMM Research in Motion Limited 2/12/1999
    SNDK SanDisk Corporation 11/8/1995
    SLB Schlumberger Ltd. 1/2/1991
    STX Seagate Technology 1/4/1993
    SHLD Sears Holding Corporation 1/2/1991
    SIRI Sirius Satellite Radio Inc. 9/13/1994
    S Sprint Nextel Corporation 2/27/1992
    SBUX Starbucks Corporation 6/29/1992
    SUNW Sun Microsystems, Inc. 1/2/1991
    SYMC Symantec Corporation 1/2/1991
    TXN Texas Instruments Inc. 1/2/1991
    TWX Time Warner Inc. 3/19/1992
    TOL Toll Brothers Inc. 1/2/1991
    TYC TYCO International Ltd. 1/2/1991
    VLO Valero Energy 1/2/1991
    VRSN Verisign Inc. 2/3/1998
    XMSR XM Satellite Radio Holdings Inc. 10/5/1999
    YHOO Yahoo! Inc. 4/15/1996


    TRIN NYSE Short Term Trade Index 1/8/2001
    TICK NYSE Issues Up/Down Ratio 7/21/2001
    TIKI DJIA Issues Up/Down Ratio 1/8/2001
    ADV NYSE Advancing Issues 11/30/1998
    DECL NYSE Declining Issues 11/30/1998
    UVOL NYSE Up Volume 4/10/2000
    DVOL NYSE Decline Volume 4/10/2000
  3. I'm sorry if I didn't make myself clear. I recently purchased this item on EBAY. The seller is selling similar items if you are interested. I haven't received it yet but it is supposed to work with Tradestation 2000i and 8.1 and Excel

    Good luck!
  4. keanu89


  5. Bob111


    free trial from qcharts+qcollector
    list of stocks-
  6. I think its every month or two. I just ordered the new version that was just released today.

    I bought the novermber 06 version in the past. Data back-tests great in 2000i. I mainly use if on futures and forex.

    If anyone wants the november version, I will give it to you for the cost of shipping; PM me if interested. I have the january 07 version on order.
  7. Does anyone know if the ebay seller of data is still around? Does anyone have an address or information for him?