Finding historical minute data on top ETFs

[dyson]

I need to find price history data for the top/most liquid ETFs, 1-minute or better for testing a system model I built.

I would like the top 25 to 50 ETFs (SPY, XLF, QQQQ, FAS, etc.) by volume as sorted by Morningstar. http://news.morningstar.com/etf/Lists/ETFReturns.html

Thanks in advance.

 

[zgtrader]

Some vendors to check out:

(1) Grain Market Research: http://www.grainmarketresearch.com/etf_symbols.cfm
(2) Pi Trading: http://pitrading.com/intraday_ascii_data_stocks_edition.htm

 

[dyson]

Quote from zgtrader:

Some vendors to check out:

(1) Grain Market Research: http://www.grainmarketresearch.com/etf_symbols.cfm
(2) Pi Trading: http://pitrading.com/intraday_ascii_data_stocks_edition.htm

I looked at the grainmarketresearch link, but their data is of limited use as it does not contain volume as in their sample. Data Format: Files are Comma Delimited ASCII format with a *.txt file extension. Field order is Date, Time, Open, High, Low, Close
http://www.grainmarketresearch.com/ko_10_Min.txt

I will give the pitrading data a try. Thanks.

 

[MarkRyan]

Try tickdata.com they have deep history for all stocks and futures. Also you can get about 6 month of 1min from esignal. They both cover all ETFs.

 

[dyson]

Quote from MarkRyan:

Try tickdata.com they have deep history for all stocks and futures. Also you can get about 6 month of 1min from esignal. They both cover all ETFs.

Tickdata.com was one of the first data vendor's I visited, but the pricing is out of my range. Approx 50 ETF symbols over 5 years would cost $3750.