WANTED: QQQQ Tick Data (high res)

Discussion in 'Data Sets and Feeds' started by scrYpter, Oct 14, 2009.

  1. scrYpter


    I am looking to buy high* quality tick data (BBO + trades, although BBO quotes alone will suffice) for QQQQ or other major stocks listed on NYSE/NASDAQ.

    * High Quality refers to no gap continuous time quotations from sources like TickData.com.

    I am also interested to find individuals to pull money together to get enough for a minimum order with TickData.com (their min. is 1000USD).

    Please email me or private message
    dennis.kg at gmail.com

  2. iuykcif


    I have some. Available only for absolutely free, no guarantees whatsoever, but anyway fine for backtesting/tuning.
    By the way, some gaps are always useful to tune the filtering system, learn coping with feed problems, and create more robust systems ;-)

  3. autocore


  4. ET873


    I am trying to learn trading and I want to study historical candlestick charts to learn how to trade "price action". So far, I have only been looking at 1 hour charts with EOD data available free from Yahoo. The tradingphysics link above has what I want, but I only need resolution no greater than 5 minutes (most interested in 30-minute bars or 1 hour bars). I could compile the tick data down to that level, but that would take me a while. Does anyone know where I can get this data for a basic stock index such as SPY or QQQQ? Free would be preferred since I only want to study charts for now.

    If you have this data and can send it to me for free, please PM me. :)

    Alternatively, does anyone know of any free software which can convert the tick data into <insert favorite timechart here> OHLCV data?
  5. scrYpter


    Well if you get tick data you can compile any time interval in a very short time, my C++ code does 10 years in 2 hours.

    Still looking for people to split costs.:D
  6. teun


  7. art


    www.tradingphysics.com does have a resolution up to 1 hour for their "indicators" (they include OHLC prices and volume as well)
  8. achilles28


  9. achilles28


  10. scrYpter


    #10     Feb 13, 2010