Comparison of Data providers for historical intraday data (indices, futures, options)

S

Steve06

Hi,
what (possibly real-time) data provider would you recommend to download a history (1 to 3 years, at least) of intraday (tick level, or similar) price data (trades and quotes)?
I'm interested in index futures and options as well as their underlyings, and mostly interested in US and european markets.
Of course one could purchase these time from the respective exchanges, but this is very expensive.
Therefore, I think subscribing a data provider like esignal and download data from them would seem more affordable.
In the case of esignal, http://www.esignal.com/esignal/features_exp.aspx?name=History , if I read their table correctly, they online provide tick data for the past 10 days and do not cover options?

Has anybody ever done some kind of comparison table between all data providers out there, including info like the time range covered, the quality of the data and so on?

Any helpful comments are appreciated.

Steve
 
esignal no longer includes bid/ask data in their historical products.

you can use iqfeed, they include bid/ask but they dont' include bid/ask size (just price).
 
IQFeed only has about two years of historical data for stocks. Tick-by-tick data history is 5 days during working hours and 30 days otherwise.

Here is the quote from their site: "30 calendar days of tick (includes pre-post market) and several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data"

We have been able to buy inexpensive 1 minute data for US equities and ETFs from this web site.
 
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