Intraday historical data for 2-3 years back

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Victor

Intraday historical data for 2-3 years back

Postby Victor » 04 Jan 2007

Hi,

Can Someone, Please, let me know where I can get Intraday (5-minutes) bars for the last 3 years for Stocks.

It used to be with eSignal, but they removed this feature and at eSignal it is now available only for 5-6 months.

Any idea is appriciated.

Thanks, Victor

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ABC
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Postby ABC » 04 Jan 2007

You might want to take a look at TS. The following is taken from their website:

In order to help you test your intra-day strategies more effectively than ever, TS includes 6 months of tick-by-tick data, plus over 15+ years of intra-day (minute and above) data for the real-time exchanges for which you are enabled. Click here for a list of available intra-day data. In addition, you'll have historical price and volume information for virtually every stock and major index traded in the United States, including up to 38 years of daily data, and up to 86 years of the Dow Jones Industrial Average.

TS Historical Minute Bar Database
U.S. Stock Database

Description Start Date
NYSE Stocks 01/01/1991
NASDAQ Stocks 01/01/1991
AMEX Stocks 07/01/1998

Victor

Postby Victor » 05 Jan 2007

Thank you very much for reply.

I thought about that, but they charge ~ $200 a month for TS and there is no way to subscribe only for Quoting services. To use TS only for quoting is not reasonable. Reasonable price for that would be ~ $20-$40 a month.

Thanks any way for advice.
Victor

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Andrew Kirillov
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Postby Andrew Kirillov » 05 Jan 2007


Victor

Postby Victor » 07 Jan 2007

Andrew, thank you very much for posr.

I tried to use Open Tick Intraday, data and after a while I figured out thier data is not relyable. There is a lot of missing data.

I'll try to use second source, you advised.

Thanks a lot!


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