Yahoo and Google finance only provide daily/weekly/monthly price data in easy to access csv formats, yet I believe their intraday data is accessible only through programming wizardry. I've looked everywhere but it seems like the only websites that provide historical intraday data are always behind some steep paywall like $100 per month or something crazy like that.
Where do you get historical intraday stock price data from?
- Thread starter nxt7
- Start date
why is it crazy if a paywall of $100 is the price the data provider feels maximizes his revenue? you yourself said that the data requires programing wizardry and likely there is also a small audience, $100/ mo. under these circumstances sound like a bargain.
Last edited:
OMG Where did you find intraday data on stocks for 100$ per month ?
I'm spending 4k$ a month, and up to 20k$ when dealing with a new exchange, so if you know any "flat fee 100$ data" provider I'm in
I use TradeStation - I am streaming a zillion symbols in real-time, and dozens of market internals and have 48 years of historical data, and very sophisticated charting to trigger orders on any condition you can think of. They are known to have one of the best data feeds in the industry.
That will run you $25 per month. If your balance is under $100k you have to make 10 RT futures trades each month or pay a $99 platform fee.
That will run you $25 per month. If your balance is under $100k you have to make 10 RT futures trades each month or pay a $99 platform fee.
Hmmmm tradestation gives you only 10 years of intraday and the data you receive is very low quality, throttled with no api
Easylanguage, including the extension sdk, is effectively an api. You can easily export data to disk. Agree with you on data quality -- very low.
@nxt7 -- Google, Yahoo, MorningStar, and others do indeed allow you to pretty easily download intraday data, if by intraday you mean one minute bars. No programming wizardry required, you can download manually if you like. Here is a link to download the last five days of AAPL one minute bars from Google Finance:
https://www.google.com/finance/getprices?q=AAPL&i=60&p=5d&f=d,c,h,l,o,v
Just paste that in the address bar of your browser and away you go.
Learn just a little Python and you can automate the process for hundreds of names in about 10 lines. Python is not difficult, it is the only language I have ever learned solely from stack exchange.
Getting tired of people that don't know the facts yet make critical reviews anyway.TradeStation without API is not throttled at all until you go over 1,000 symbols - it is one of the best data feeds in the industry. Their API is throttled - it is mostly for developers right now and does 200 days of intra-day. You can get the historical data from their platform.
Here is a 5 minute chart of the ES from a day back in Sept 1997- when the emini ES first started - took a few minutes to load up. You claimed it could not go back more than 10 years - wrong again.
Not saying TS is the ultimate - but for historical data and data feeds it has a long time award winning platform ranked #1 most years. For order executions I would say are they are not the best, but better than most.
"Just the facts, Maa'm" Joe Friday - Dragnet
Last edited:
@comagnum
My friend
Try 1 minute data
Then try 'lasts' data, export to excel and compare it with expensive lasts data from cqg, for a given day
Then you can talk about whether your review is critical or not
The reason why i have expensive data is because when trying to get lasts or even 1 mins from TS i see that its crap and limited in time, otherwise surely i wouldnt be dumb enough to waste 4k a month
My friend
Try 1 minute data
Then try 'lasts' data, export to excel and compare it with expensive lasts data from cqg, for a given day
Then you can talk about whether your review is critical or not
The reason why i have expensive data is because when trying to get lasts or even 1 mins from TS i see that its crap and limited in time, otherwise surely i wouldnt be dumb enough to waste 4k a month
i see that its crap and limited in time, otherwise surely i wouldnt be dumb enough to waste 4k a month. Try 1 minute data
_______________________________________________________________
4k a month?? - you really are incredibly dumb by making things up that are not even close to reality. I get the data at no cost - if your balance is over $100K or you make 10 RT futures trade per month there is no fee, otherwise the platform fee is $99 - not the $4,000 you claimed. Here is you 1 minute for a day in 1997. The raw data has the O/H/L/C/ & volume for every 1 minute increment and can easily be exported to a spreadsheet. You are proven wrong again! Tired of dealing with people that are very misinformed and yet have opinions on things they have not a clue on. If TS is not for you fine - but stop making up things!! The only person showing they are dumb is you. I have proven without doubt that TS has good historical data - going back to the start of the ES. Case closed - I have proved all my points with hard data - and showed how wrong you are numerous times now.
_______________________________________________________________
4k a month?? - you really are incredibly dumb by making things up that are not even close to reality. I get the data at no cost - if your balance is over $100K or you make 10 RT futures trade per month there is no fee, otherwise the platform fee is $99 - not the $4,000 you claimed. Here is you 1 minute for a day in 1997. The raw data has the O/H/L/C/ & volume for every 1 minute increment and can easily be exported to a spreadsheet. You are proven wrong again! Tired of dealing with people that are very misinformed and yet have opinions on things they have not a clue on. If TS is not for you fine - but stop making up things!! The only person showing they are dumb is you. I have proven without doubt that TS has good historical data - going back to the start of the ES. Case closed - I have proved all my points with hard data - and showed how wrong you are numerous times now.
Last edited: