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Need historical intraday data for US stocks
- Thread starter Bob111
- Start date
Try BigCharts and Prophet.net. -- There should be someone who keeps all intraday data on at least 3 or 4 major US indexes. Intraday data -- even on major US market indexes -- seems to disappear almost right after the day is over, even when ASCII files would need little or no space. -- I've had the same problem for many months.
we log all nasd, nyse, and amex ticks daily. it's about 1.5GB of data -- not exactly what i would call "little to no space"...Quote from steve.larson:
even when ASCII files would need little or no space.
to the original question, one (rather expensive) source is here: http://www.nyse.com/taq.
- jaan
Quote from jaan:
we log all nasd, nyse, and amex ticks daily. it's about 1.5GB of data -- not exactly what i would call "little to no space"...
- jaan
Hello there. I have back data, but am setting up a server to log ticks and transactions for a finite number of instruments. As you note the files quickly grow on you. Therefore I have a question: what software do you use to handle large log-files? You split them into segments? All spread-sheet based software I´ve looked at crashes when the file becomes too large.
Greatful for any suggestions.
joe
to bob 111: try emailing http://disktrading.is99.com/disktrading/ they have index/futures/currencies. Maybe an affiliate can offer stocks as well.
Quote from jaan:
we log all nasd, nyse, and amex ticks daily. it's about 1.5GB of data -- not exactly what i would call "little to no space"...
- jaan
Hello there. I have back data, but am setting up a server to log ticks and transactions for a finite number of instruments. As you note the files quickly grow on you. Therefore I have a question: what software do you use to handle large log-files? You split them into segments? All spread-sheet based software I´ve looked at crashes when the file becomes too large.
Greatful for any suggestions.
joe
Quote from Bob111:
any good source?
thank you!
you can get any stock intraday any timeframe from 2000 till today from omega ftp.
then you can export it in ascii format.
and it not going to cost you $400 per month like on service from nyse))))))
thank you !
ftp://ftp.omegaresearch.com/pub/data_refresh/tradestation_4.0/tick_data/
Quote from joethemoustache:
Hello there. I have back data, but am setting up a server to log ticks and transactions for a finite number of instruments. As you note the files quickly grow on you. Therefore I have a question: what software do you use to handle large log-files? You split them into segments? All spread-sheet based software I´ve looked at crashes when the file becomes too large.
Greatful for any suggestions.
joe
We use commercial database products: Either sql server or oracle.
Yes keeping all this data can result in nontrivial storage requirements: our current working data store is on the order of 300 GB and this is only for a few of years of data on selected indexes and equities ....
For a single issue over a small enough time interval you can export the data and a desktop program like access or excel might be able to deal with it .... What most people would ideally like to have is the ability to do real time queries on the data. In this scenario you really need a live database/analysis server that you can run your queries against .... You can do this from within Excel of Access using them as a front end to the database systems ...