Historical Data

sdaconsulting

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Hi,

I posted this in the data forum but the thread seems to have vanished.

Anyway, I'm mostly daytrading and I have a couple of strategies I want to backtest. This requires historical intraday data. One minute data would be fine.

To start with I just need SPY, QQQQ, XLF, and a couple other big ETFs.

I'd like a year to start with, but more data would always be nice.

Anyone have recommendations for me? I'd prefer not to spend a fortune, and I write software for a living so I just need the data, I can write my own program to analyze it.

I have a TD Ameritrade Apex (and an izone) account, so perhaps there is some source of this data from my brokerage?
 
tickdata.com
disktrader (or was it disktrading?)

I think I saw someone mention the exchange itself sells the data too.
 
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