Historical Data collection

M

mike212

I'd like to collect historical intraday data on stocks. I'd like 1 minute and tick data for a large list of stocks (all stocks with listed options on them). Although it would be nice to find a source with 1 year or more of this data available, that's not really neccessary.

I've already found that I could get 1 minute data from lycos livecharts for free, although I'll have to write a program to collect the data.

Ultimately, I'd like a solution with a program that can download this data into a text file. I know about HQuote and http://www.ashkon.com/downloader.html but if I miss a day of downloading I'd be screwed.

I've search the archives and found some ideas but no full solutions. Any help would be great.

Thanks in advance.

Mike
 
I'm aware of tickdata and the NYSE's TAQ database, but both are too expensive. I'd rather pay for a data serivce and collect it myself.
 
Originally posted by mike212
I'd like to collect historical intraday data on stocks. I'd like 1 minute and tick data for a large list of stocks (all stocks with listed options on them). Although it would be nice to find a source with 1 year or more of this data available, that's not really neccessary.

I've already found that I could get 1 minute data from lycos livecharts for free, although I'll have to write a program to collect the data.

Ultimately, I'd like a solution with a program that can download this data into a text file. I know about HQuote and http://www.ashkon.com/downloader.html but if I miss a day of downloading I'd be screwed.

I've search the archives and found some ideas but no full solutions. Any help would be great.

Thanks in advance.

Mike
More...

On the subject of HQuote I would just like to add that I like the program, and it's convenient and cheap to download 1, 5, 15, 30, 60, 120 or 240 minute or daily data from Yahoo. The program it self is something like 50 bucks, but the quotes are free from Yahoo. However HQuote shoudl only be used for TA purposes, not intraday trading according to my opinion.
 
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