historical intraday sources

This is a discussion on historical intraday sources within the Data Feeds forums, part of the Methods category; Updata offer a good service and is very easy to use. They supply uk and Nasdaq real time....

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Old Mar 14, 2005, 11:34am   #8
 
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Updata offer a good service and is very easy to use. They supply uk and Nasdaq real time.
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Old Oct 24, 2005, 1:11pm   #9
 
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1 www.eoddata.com
2 google search for fed or bank data for daily rates only
pls let me know if you have 10$ source including hi lo open close for indices and forex
pls reply also to studnt32@yahoo.com so i can see it



Quote:
Originally Posted by theknifemac
Some would say that you need intra day data to test a EOD system anyway....

I will let you know how I get on with E-signal when I get round to it. Right now I am paying MyTrack $19.98 for their Silver level feed and paying the SDK fee of $99 - both per month. There was a lot of aggro when MyTrack went raised the SDK fee from $25 to $99 unless you were actively trading with them. ESignal basic (annual) costs $588 which is equivalent to $49 per month and the SDK fee is $20 so would come out at approximately $69 per month though there is a one off SDK cost of $251. ESignal are advertising two months free if you switch from another provider so am hoping to take advantage of that.

I am only using MyTrack for US intraday data right now, but think that ESignal may be better quality for the Euro stuff.

On the db front am using MySQL just for a repository am pulling the data out into C++ code to do all the analytics, charting, backtesting etc. My background on the database side is Sybase and I am finding MySQL rather nice at the moment - I do miss stored procedures (in the most recent version but a bit limited).

Hope this helps

Stew
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Old Nov 10, 2005, 8:53am   #10
 
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Try http://freeserv.dukascopy.com/exp/ where you can have historical data down to 10 sec!!!

All as csv
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Thanks! The following members like this post: JFK , spacedcowboy
Old Mar 23, 2010, 2:48am   #11
 
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Re: historical intraday sources

Quote:
Originally Posted by fod200 View Post
On Amibroker's web site you find probably the best list of real-time and historical data providers. The address is: http://www.amibroker.com/guide/h_quotes.html

Also, if you are primarily interested in trading equities and etfs, then I strongly suggest this historical intraday data provider. You can easily import their ASCII csv files into NinjaTrader, wealth-lab or some other app and use it for backtesting.
fod200 must be paid to pitch kibot's data or something. No real trader would use them. Their data is full of holes and bad ticks. Beware...
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Old Mar 29, 2010, 1:42am   #12
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Re: historical intraday sources

Check the data resources at http://www.quantitativetradingsystem...#dataproviders under the Historical Data section or at http://coreyhoffstein.com/automated-trading-resources/ under Historic Data.
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Old May 4, 2011, 2:48pm   #13
 
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Re: historical intraday sources

We recently enhanced our eSignal OnDemand offering to support third-party applications and the exporting of data to Excel. EOD and delayed historical intraday data (1 min bars) are available on most global markets including Futures, Stocks, Forex, etc.

We offer a complete money-back guarantee to try out the service. At just a bit more than 1 USD per day, it's a great value.

Thanks.
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Old Jun 7, 2011, 9:54pm   #14
 
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Re: historical intraday sources

My personally searched for a long time to find a suitable data provider. Initially, I wanted to sign up for a realtime and just download the intraday data that came with that. However, I quickly found that the intraday data I could get from that was very limited and incomplete.

Thus, I eventually went out and purchased from a real data vendor. After much research, I settled on QuantQuote (http://quantquote.com/). They have extremely attractive pricing and are the only vendor I could find that seems to account for everything (splits, dividends, symbol changes, mergers/acquisitions, special events, etc) in their dataset.
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