Intra-day 1-minute ETF (US markets) historical data download

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Feb 23, 2008
10
0
11
New Jersey
#1
Dear my friends,

Do you know where I can download intra-day 1-minute ETF (US markets) historical data? I am trying to backtest one intra-day system. ideally I can download all liquid ETF traded in US and free is the best as I have not started to trade yet?

Thanks so much in advance.

John
 

dcraig1

Well-known member
Nov 16, 2004
1,604
243
73
brisbane
#4
Thanks so much. DO you know they have ETF data traded in the US markets? How good is the data quality? Thanks.

john
I have had some problems with historical data for ETFs and Opentick, but that *might* be my code (eg wrong exchange codes) and I haven't followed it up as I get ETF data that I want from InteractiveBrokers (account needed).

OpenTick is supposed to have ETFs - you could have a read thru or post a query on their support forum.

Some of the data more than a couple of years old is a bit ropy, but the more recent data seems pretty good. There is also supposed to be tick data for all the instruments as well, and real time streaming data if you pay the exchange fees which for Level I equities is just $3 per month. The API is decent. The real time ETF data is OK but not super fast and not for scalping.
 

A_B

Member
Jul 11, 2003
25
5
13
#7
Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
 
Feb 23, 2008
10
0
11
New Jersey
#8
HI, Alex,

Well, That's great. Thanks so much in advance. Opentick do not take new account application at this moment.
Here are some tickers I like to have intra-day data with 1-minute if you can. Thanks a lot in advance.

SPY
IWM
QQQQ
SKF
XLF
XLE
DIA
EEM
QID
OIH
UYG
SDS
USO
EWZ
GLD
MDY
QLD
EFA
IYR
RTH
SSO
DUG
FXP
DXD
TWM
SRS


john
 
Oct 29, 2008
2
1
13
Colorado
#15
Hi A_B,

That is very kind of you to share that data. I am a newb and found opentick and got excited about it, only to see that they are not taking new members, and then in their forums it seems like they haven't taken new members for a while now. So, I went back to Google and found this forum!

I downloaded the data from RapidShare, but I am trying to develop a model which includes the most recent intraday volatility, and I was wondering if you don't mind sharing another file with just the last 30 days (or since you uploaded the previous one) and just for SPY or QQQQ.

Thanks again very much,
Brian
 
Oct 30, 2008
1
0
11
Massachusetts
#16
Thanks A_B, I am so happy to get the data.

Hope opentick will reopen for new users.
 
Aug 28, 2008
3
0
11
Missouri
#17
Opentick

Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
Greetings,

I found your post because I was searching the web for open tick or any other viable alternatives since they aren't accepting any new clients. Do you still have access to opentick? If so, could I receive some futures data for a fee?
 
Sep 26, 2010
1
0
11
#20
Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
Hello This is David , chicago based trader , am experienced with daily data but now experimenting with intraday pair trading for sso and sds ,

Can someone please help email me last several years of intraday data 10 mins interval , would share my model with whoever helps , thanks in advance .

email : dealingmachines@gmail.com