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 Regards.
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 ;-) Tom
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?
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.
www.tradingphysics.com does have a resolution up to 1 hour for their "indicators" (they include OHLC prices and volume as well)