Historical Data

Does anyone know of a site that provides free downloads of historical data? I am looking for something like 10 minute chops of the DJI stocks and the DIA going back to Jan 1 04. A friend here had Tradestation, but he cancelled it. :(

Thanks
 
For intra-day data, try tickdata.com, which I think is the most comprehensive data set available.

You might also want to look at Prophet.net for end of day data.

Good luck
 
I guess I should have said "who has data that's affordable for the average retail trader" :) TickData.com doesn't quite fit that bill if you want more than just a couple of years or symbols.

Looks like Prophet.Net is $40/month for "Gold" membership, which you have to have to download data. The query form lets you choose 1 year of as small as 1-minute bars, but the package descriptions for their own charting says you only get 60 days, so I don't know which is correct.

myTrack's intra-day charts go back 30 days for "Gold" members - also $40/month.

Looks like eSignal goes back 60 days for $69/month.

Anyone else got more data?
 
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