both yahoo financial and google intraday minute data suck

[aqtrader]

Yahoo Financial provides 1 minute intraday data on the current day and 5 minutes data for the past 5 days. Google provies 1 minute intraday data for the past 15 days. However both of the them have a big problem. Only partial of the volume in the minute data are recorded, around 90% for yahoo data and around 20% for google. Especially for google intraday data, the volume reported in intraday data is too far from the real volume traded as compared with eod volume. If you are using price and volume intraday analysis. Free google intraday is almost useless. Yahoo intraday data is ok if you simplify factor in the intraday volume reported is only around 90% of the actual total volume. I have followed up both of them for one year. This problem is still there. I guess Google is not as good as Yahoo to be able to collect more reliable intraday data from all sources of market makers.

 

[Crispy]

I know that free sites like freestockcharts.com use only BATS prints. Maybe yahoo and goog get the data from one exchange?

If its free it aint for me anyway. You know the old saying...get what you pay for and all..

 

[Bob111]

you can't get free data anymore. ARCA for example is selling their data PER USER, PER ACCOUNT. mean-for each account i have to pay separate fee. even if they all on my name and i run them from same PC. what OP is getting(assuming he mean stocks data) is probably 1/5 of all trades/volume
it's not that they suck,but you. do you own home work

 

[aqtrader]

you can't get free data anymore. ARCA for example is selling their data PER USER, PER ACCOUNT. mean-for each account i have to pay separate fee. even if they all on my name and i run them from same PC. what OP is getting(assuming he mean stocks data) is probably 1/5 of all trades/volume
it's not that they suck,but you. do you own home work

question answered. i sucking idiot still.

 

[aqtrader]

I know that free sites like freestockcharts.com use only BATS prints. Maybe yahoo and goog get the data from one exchange?

If its free it aint for me anyway. You know the old saying...get what you pay for and all..

very true

 

[Bob111]

out of all IQ is probably the cheapest and more or less accurate. not free.
my experience with yahoo real time (back in a day) was positive. data was accurate,along with volume(cause i've used it in one system).but i was getting the data from yahoo via html request into my application,not streaming. snapshot

 

[marketronin]

You may want to look at the offering from Tradier. They seem to be trying to solve the data issue we all have had in the past. https://developer.tradier.com/

Good Trading

 

[tyrian]

InvestExcel has a free Excel spreadsheet that downloads intraday stock quotes from Google. The spreadsheet also transforms the Google Unix-based timestamp into a standard Excel date and time.

The spreadsheet is here

 

[eusdaiki]

BATS publishes numbers on the % of volume they represent... maybe they can be used to adjust the volume from Google?

 

[roreilly]

InvestExcel has a free Excel spreadsheet that downloads intraday stock quotes from Google. The spreadsheet also transforms the Google Unix-based timestamp into a standard Excel date and time.

The spreadsheet is here

Thank you for this useful post.