data provider for premarket data

[danceToExpress]

My strategy involves premarket data, which is not provided by my current data provider. I'm looking for historical premarket data for stocks and etfs, and hopefully the premarket data goes back to more than just a few recent months.

I have written to quite a few data vendors, and I think I should try this forum too. Will appreciate your answer.

 

[marksmiles]

My strategy involves premarket data, which is not provided by my current data provider. I'm looking for historical premarket data for stocks and etfs, and hopefully the premarket data goes back to more than just a few recent months.

I have written to quite a few data vendors, and I think I should try this forum too. Will appreciate your answer.

Have you checked with advfn?

 

[psergey]

Depends on how many years back you need the data. But give these a look:

http://pitrading.com/data

http://www.grainmarketresearch.com

 

[gluino]

There's also premarket data at nasdaq.com, for example:
http://www.nasdaq.com/aspxcontent/ExtendedTradingTrades.aspx?selected=C&mkttype=pre

If you're looking for comprehensive historical premarket (10+ years), you can try
http://quantquote.com/
I got my historical intraday stock data from there and it included premarket data.