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Need historical minute data - good source?
- Thread starter Kever
- Start date
How about these guys?
I havent tried them but I came across them in a google search some months back.
http://www.grainmarketresearch.com/one_quick_delivery.cfm
Only for nasdaq 100 but the price is like free.
I havent tried them but I came across them in a google search some months back.
http://www.grainmarketresearch.com/one_quick_delivery.cfm
Only for nasdaq 100 but the price is like free.
I have tried just about every data source out there. No data feed is perfect but neither is any real-time feed. Any robust system needs to adapt and handle the unexpected.
Did you look at eSignal's new extended data feed with QCollector? 12+ years of intraday data.
tickdata is very good (a little too cleaned if you ask me). As they say in their FAQ: "However, no data set is perfect."
http://tickdata.com/html/equities_faq.shtml
Too many bad ticks and gaps for my research.
Be careful with grainmarketresearch.com (aka Price-Data), they have crazy volume compared with other providers of 1-min data.
Did you look at eSignal's new extended data feed with QCollector? 12+ years of intraday data.
Quote from Kever:
I could get "Complete One-Minute Equity Data (OMED) for US Equities" from Tickdata for $48,000.
http://www.tickdata.com/html/order.shtml
tickdata is very good (a little too cleaned if you ask me). As they say in their FAQ: "However, no data set is perfect."
http://tickdata.com/html/equities_faq.shtml
Quote from Sintra:
YOu can use tickdatamarket.com. They have good discounts when you order a lot.
Too many bad ticks and gaps for my research.
Quote from thetrendfollowe:
How about these guys?
http://www.grainmarketresearch.com/one_quick_delivery.cfm
Be careful with grainmarketresearch.com (aka Price-Data), they have crazy volume compared with other providers of 1-min data.
Quote from thetrendfollowe:
Does that mean its okay if you only use price action in your systems?
The Price-data is fairly priced, so give it a try or download the samples. It may be a good match for your development.
Again, I will say no data set is perfect. As you develop your system, you should test on multiple history feeds. Funny thing, you will never get the same results on any two feeds. I don't care if the data costs $84 or $48000.
It is important to be remember when your system is live, every feed is going to produce bad ticks or spikes. Adapt to it or your system will FAIL. Successful automation is not for the timid.
I could never solve why Price-Data had volume problems. The volume was a fraction of other feeds. And when I added the volume for the day, it wasn't close to the EOD values. My theory was it an alignment issue in the way the bars opened and closed outside the actual minute time stamps.
Quote from zgtrader:
Did you look at eSignal's new extended data feed with QCollector? 12+ years of intraday data.
I tried the demo of QCollector but it indicates that intraday data prior to 7/9/09 is not available from eSignal. I remember seeing something about the extended historical data not being availble through their API. Am I missing something?
Quote from Kever:
I tried the demo of QCollector but it indicates that intraday data prior to 7/9/09 is not available from eSignal. I remember seeing something about the extended historical data not being availble through their API. Am I missing something?
Are you subscribed to the extended history addon? No limit that I know of exists between retrieving data using Esignal and a third-party tool such as QC; but I can look into it.
7/9/09 would be 10+ years of data and for the symbols you are loading that may be the limit. Can you load data prior to 7/9/09 with the charting tool in eSignal?
Quote from zgtrader:
Are you subscribed to the extended history addon? No limit that I know of exists between retrieving data using Esignal and a third-party tool such as QC; but I can look into it.
7/9/09 would be 10+ years of data and for the symbols you are loading that may be the limit. Can you load data prior to 7/9/09 with the charting tool in eSignal?
No, I am not subscribed to the extended data. I only have the cheapo delayed plan and hardy ever use it. But, it might be well worth upgrading if I could get all that minute data. I will contact esignal and QC to see what can be done.
Has anyone had success with this?