Hello 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.
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. Features 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. Specifications 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. Format The following is a sample of the format for the first few lines from an ASCII data file: "Date","Time","Open","High","Low","Close","Volume" 01/08/2001,0931,2388.72,2388.79,2388.46,2388.46,3 01/08/2001,0932,2387.69,2389.00,2387.66,2388.57,4 01/08/2001,0933,2387.82,2389.16,2387.82,2388.25,3 01/08/2001,0934,2387.17,2387.17,2384.83,2384.83,3 01/08/2001,0935,2381.98,2381.98,2375.69,2375.69,4 Sample Click here to download a sample data file for your evaluation. Symbols 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 Indices 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 Futures 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 Forex 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 Indicators 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
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!
Here's a link to ebay: http://cgi.ebay.com/ws/eBayISAPI.dl...earch.dll?from=R40&satitle=170052598058&fvi=1 (I am not the seller not am I affiliated with him. I can not vouch for this product, I just bookmarked it.)
free trial from qcharts+qcollector list of stocks- http://www.nasdaq.com/reference/comlookup.stm#viewdownload
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.
Hey, I gave them out for free for those buys my intrday economic journal, I have over 10K+ graphs btwn. 2004 to 2006. http://www.elitetrader.com/vb/showthread.php?s=&threadid=83249
Does anyone know if the ebay seller of data is still around? Does anyone have an address or information for him?