End of day and intra-day data

[Bigbusiness]

Thought I would start a thread to post links to some of the websites I have found useful in my pursuit of data. I will update this when I find more. I will only list the sites I have found with free data.

The data section here has kept me busy for a while:-

http://www.traders2traders.com/linkindex/default.asp

and this one has 57mb of futures data:-

http://www.turtletrader.com/hpd.html

For recent data, I use these:-

http://www.dukascopy.com/english/cquotes/CSV/

http://www.fin-rus.com/analysis/export/default.asp

http://www.eoddata.com/

http://www.downloadquotes.com/en/

 

[Bigbusiness]

So I have collected intra-day data for the S&P going back to 1/9/1989. Has anyone found any data for the S&P or other indicies for dates prior to this?

I also think it is worth mentioning that a lot of end of day data that I have looked at has highs and lows that don't match with the intra-day data. So I find looking at the intra-day data of the markets I am following helps a lot.

 

[MartinD]

be aware that some intraday data may be back adjusted, which may explain why it appears not to match up properly with EOD