Can any of the data feed services provide the raw stock data that is used to make up their stock charts? I need to export the daily raw price data into MatLab or Excel for analysis. And I don't mean Open, High, Low, Close -- I mean, literally, every price tick for the given time frame.
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Need Raw Data
- Thread starter mazotrade
- Start date
Try this link and scroll down to the "Historical Data..." section and you might find what you're looking for; plus it's a kick a** post anyway.
http://www.elitetrader.com/vb/showthread.php?threadid=27875
Uni
http://www.elitetrader.com/vb/showthread.php?threadid=27875
Uni
Thank you for the links, but I'm afraid the services that do provide 1-min tick data -- such as tickdata.com -- charge prohibitive fees.
I need single-day or intra-day 1-min tick data for for several dozen stocks. I can't afford to pay tickdata.com $18 a pop for this info.
I'm wondering if there's a hack to get the data. My two brokerages, TS and Scottrade, already provide me with 1-min charts as does any decent broker. I simply want that information in numerical form, not graphical. I want the raw data that my broker uses to generate the 1-min charts, so that I can do quantitative analysis. There's gotta be a way...
I need single-day or intra-day 1-min tick data for for several dozen stocks. I can't afford to pay tickdata.com $18 a pop for this info.
I'm wondering if there's a hack to get the data. My two brokerages, TS and Scottrade, already provide me with 1-min charts as does any decent broker. I simply want that information in numerical form, not graphical. I want the raw data that my broker uses to generate the 1-min charts, so that I can do quantitative analysis. There's gotta be a way...
Although I have not ordered the tick data from this data collector, I have downloaded the eod data for various commodities, indicies, financial futures. From what I can tell, these guys are the cheapest and might have what you are looking for:
www.price-data.com
"Tick Data Futures" $279.99
S&P500 Futures since 1982
Dow Jones Futures since 1998
Nasdaq 100 Futures since 1998
Thirty Year Bond Futures since 1978
Mini S&P Futures since 1998
MIni Nasdaq 100 Futures since 1998
sounds like a good deal to me...
www.price-data.com
"Tick Data Futures" $279.99
S&P500 Futures since 1982
Dow Jones Futures since 1998
Nasdaq 100 Futures since 1998
Thirty Year Bond Futures since 1978
Mini S&P Futures since 1998
MIni Nasdaq 100 Futures since 1998
sounds like a good deal to me...
I should have stated that I need historical 1-min tick data for 1-day time frames of certain dates. Do IQfeed and RealTick provide historical 1-min data, or just real-time?
Quote from axeman:
IQfeed and Realtick both have apis for this.
Realtick was better in the past.
Need current info! Anyone?
Who has the fastest api based realtime datafeed????
peace
axeman