I agree with Mmiller, IS99 does provide intra-day data in the time format you want and even tick data. I know because I have bought intra-day data from them on several occasions. You can even specify whether you want it in text format, Metastock, Tradestation etc.
Is what you want to test complex or based on some simple rules ?
If you email IS99 with your requirements they will let you know what they can do, ie 1min, 5min, 15min, what period and what format. They will even split the data up for you if you need to use it in Excel (limited to 65,000 odd lines).
Sounds like an ad, but honestly they are v helpful and for $15 you can't really go wrong!
Sierra doesn't do data import. However, I do have the details of the Sierra file format. It's pretty simple and you could write something in Basic to take a text file and convert to Sierra format if you wanted to. Then all you would need to do is copy the file into the Sierra/Data directory.
If you want more details of the format, and some C++ code snippets email me at [email protected]
Try lycos but you will have to register for a free trial
you will also need to sort out which symbol you want to use
for dow futures.There is a symbol lookup facility
<a href="http://finance.lycos.com/home/livecharts/default.asp?symbols=INDEX%3AINDU">here is the link</a>
when you have your chart loaded with the interval you want hit 'chart' and there is an export facility.