Looking for historical 1 min tick data of all US stocks

T

TradingNerd

Hello folks,

I am looking for a cheap data provider or somebody that has the following data available and is willing to share it.

Pre open section only
all nyse amex and nasdaq stocks
1 minute bars
time, open, high, low, close, bid, ask, volume
5 or 10 years

Thanks!
TN
 
The problem is that all data providers only show bid and ask at the tick by rich data, which normally only goes to a few month due to huge file size.


Anyone any ideas still?
Thanks
 
Quote from TradingNerd:


1 minute bars
time, open, high, low, close, bid, ask, volume
TN
More...

For bid/ask you will need tick data. Trades and Quotes

One minute data can never contain bid/ask quotes since the bar is based on a time interval (in your case 1 min). One minute data gives you the open, close, and range of price during the interval.

Price gives you the actual buy and sells that occur for a symbol. Bid and ask are only quotes (not executions) for a symbol.
 
I am hoping to analyze the the after hours price action for SPY... tickdata.com has a minimum order size that is bigger than I need.

I believe I need one minute data to analyze the spikes in the shaded (after the close) area in the attached image.

What are my other options for 1 minute data on one symbol? I am willing to pay, but $200 for one ticker seems steep.
 
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