historical intraday sources

pkfryer

Active member
243 0
What is a really good source to download historic intraday prices with at least a 5 minute resolution?
 

theknifemac

Well-known member
340 0
pkfryer said:
What is a really good source to download historic intraday prices with at least a 5 minute resolution?
Which markets are you interested in ? ESignal and MyTrack can both do this for UK and US markets.

Stew
 

pkfryer

Active member
243 0
Cheers stew,

I'm primarily interested in european (mainly UK) and US markets. Wondered which was the cheapest and whether you can download the data into csv files, xml or some similar form that can be buggered about with your own code.
 

theknifemac

Well-known member
340 0
pkfryer said:
Cheers stew,

I'm primarily interested in european (mainly UK) and US markets. Wondered which was the cheapest and whether you can download the data into csv files, xml or some similar form that can be buggered about with your own code.
For those markets I think E-signal will work out slightly cheaper - assuming you used the SDK to download data. I am currently using MyTrack for this but plan to switch to E-signal when I can get my act sorted out. Downloading data by hand is possible but would not be the type of task you would want to do on a daily basis for more than a handful of stocks, hence my reference to the SDK above. I see from a recent post on the auto trading thread that you are a developer so this should not be an issue. I am currently downloading daily and one minute bars for my universe every day and saving them in MySQL for later analysis.

Cheers

Stew
 

pkfryer

Active member
243 0
Sounds good mate,

I did use e-signal but at that time I was using there charting app. Thought it was slow and stuttery. Might be better with there SDK. I have been scowering the internet for a free historical intraday source but couldn't find one.

I'm not planning on trading intraday for a while but just want to have the data in my DB to test out intraday systems and ideas. I'm using Oracle so I could use store procedures, natively compiled PL/SQL for speed when number crunching. I have heard MySQL is one of the fastest databases but has limited funtionality. What do you use to analyse it, are you using procedures or complex SQL queries.

Thanks for your pointers!
 

theknifemac

Well-known member
340 0
pkfryer said:
Sounds good mate,

I did use e-signal but at that time I was using there charting app. Thought it was slow and stuttery. Might be better with there SDK. I have been scowering the internet for a free historical intraday source but couldn't find one.

I'm not planning on trading intraday for a while but just want to have the data in my DB to test out intraday systems and ideas. I'm using Oracle so I could use store procedures, natively compiled PL/SQL for speed when number crunching. I have heard MySQL is one of the fastest databases but has limited funtionality. What do you use to analyse it, are you using procedures or complex SQL queries.

Thanks for your pointers!
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
 

vhdleng

Newbie
4 0
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



theknifemac said:
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
 

paulzastro

Newbie
2 0
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...
 

eSignal Support

Junior member
41 0
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.
 

gluino

Newbie
8 0
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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