historic stock data on intraday basis: what's your take?

[ATLien]

There we go, that clarified some things.

If $48k is within your price range, Tickdata.com will be providing some of the best and most historically accurate data you can purchase.

As you have noticed, there are virtually no companies out there that provide high quality historical tick data for several decades and maintain live tick streams for equities. The infrastructures for providing these two services are very very different, therefore most companies are much better off providing either one or the other.

Now, if you're operating on an enterprise budget, you can look at the high end alternatives. Reuters can deliver historical tick data and live streaming data. Go from here if interested:
http://about.reuters.com/productinfo/tickhistory/

 

[zgtrader]

I don't think you will find a service offering both real-time and historical. Two different uses (quotes vs back-testing).

Mabye one of these is more in your range:

http://www.tickplusdata.com/

http://pitrading.com/historical_data.htm

http://www.anfutures.com/tickbytickdata.htm

Tickdata for tick by tick is fine, but their cost for 1 minute is way too expensive compared to many of the other offerings out there.

If you are ok with doing the collection yourself, check out:

http://www.mechtrading.com/index.htm

You will need DTN or eSignal.

 

[man]

Quote from ATLien:

There we go, that clarified some things.

If $48k is within your price range, Tickdata.com will be providing some of the best and most historically accurate data you can purchase.

As you have noticed, there are virtually no companies out there that provide high quality historical tick data for several decades and maintain live tick streams for equities. The infrastructures for providing these two services are very very different, therefore most companies are much better off providing either one or the other.

Now, if you're operating on an enterprise budget, you can look at the high end alternatives. Reuters can deliver historical tick data and live streaming data. Go from here if interested:
http://about.reuters.com/productinfo/tickhistory/

i did not know that reuters product. our systems run
on a reuters feed though ... . i will give it a shot. it
really did not enter my mind to recheck them. some
years ago they just stored data for several months or
at least didn't give you access to more ...

what are you using?

 

[man]

Quote from zgtrader:

I don't think you will find a service offering both real-time and historical. Two different uses (quotes vs back-testing).

Mabye one of these is more in your range:

http://www.tickplusdata.com/

http://pitrading.com/historical_data.htm

http://www.anfutures.com/tickbytickdata.htm

Tickdata for tick by tick is fine, but their cost for 1 minute is way too expensive compared to many of the other offerings out there.

If you are ok with doing the collection yourself, check out:

http://www.mechtrading.com/index.htm

You will need DTN or eSignal.

though i am clearly not willing to overpay price is not
the primary issue here. my real reason for this thread
is to learn about people's real life solutions. the life
feed is the smaller problem and buying pure tick
history ain't a thing either. the problem having and
maintaining a database that changes on an irregular
basis due to tickerchanges, splits, dividends and defaults.
all of which are simply non-existing in futures ...

 

[ATLien]

Quote from man:

i did not know that reuters product. our systems run
on a reuters feed though ... . i will give it a shot. it
really did not enter my mind to recheck them. some
years ago they just stored data for several months or
at least didn't give you access to more ...

what are you using?

When I was working at a firm, we were using strictly Reuters and were very happy with it.

 

[man]

Quote from ATLien:

When I was working at a firm, we were using strictly Reuters and were very happy with it.

but i guess there was somebody dealing almost exclusively
with the data, right?

 

[UDon'tKnowMe]

http://www.essexradez.com/clarity.html

http://www.nexatech.com/eng/products/tickdata/index.html

 

[man]

gents, sorry, maybe i was not specific enough. i would
like to know what solutions YOU guys use. i do NOT need
just a real time data feed and NOT just a database. i can
buy TAG and have my reuters, connect it ... done. but
this does not solve my issue as pointed out earlier.

 

[ATLien]

Quote from man:

but i guess there was somebody dealing almost exclusively
with the data, right?

Yes, there was, the guy was responsible for the data and data infrastructure.

Basically, we were using a commercial tick database, Reuters data feed, and Reuters historical feed. That's about as in depth I can go on a public forum, but if you have more specific questions, I may be able to answer them via PM.

 

[jtrader33]

Man - did you ever find a provider/solution for this? I am currently trying to tackle the same issue (albeit with a much smaller budget). Appreciate any suggestions you might have.