1 Min Data to Excel

[Yader 10]

Hi all,

 

I'm new to using software (excel) to perform my own data analysis and haven't a clue where to start, or even search for information regarding it. Definitely not new to trading however.

 

What I'm looking to do is get the 1 min open/close/hi/low and volume of any given stock and download it to excel for my own analysis.

 

I would like to get at least a months worth of 1 min data. Do I need to purchase a data feed for this or can I find it free? What do you recommend? Also, are there any intermediary programs needed?

 

Thanks for getting me started on this, much appreciative.

[Tams 20]

who is your broker?

most broker provides some sort of data feed.

some provides more, some less.

 

e.g.

with InteractiveBrokers,

they have a xls worksheet template that you can use to extract stock data directly from their server.

 

with TradeStation,

they even give you an analytical software... no excel required.

[Yader 10]

I'm trading a $7000 account. Started with $3000. IB and Tradestation just don't make much sense for me right now with my account value. I'm mainly a swing trader and use Firstrade.

[Tams 20]

I'm trading a $7000 account. Started with $3000. IB and Tradestation just don't make much sense for me right now with my account value. I'm mainly a swing trader and use Firstrade.

 

not familiar with Firsttrade... you can call them and see if they have a data feed.

 

if you are swing trade, why bother with min data?

you can get EOD data free from yahoo or google,

but i don't know of any places that has free min data.

[Yader 10]

I'm looking to begin calculating Willain's "Effective Volume". The jist of it is that he offers a way to distinguish what the big players and institutions are doing using 1 min data. The time frame analyzed is much smaller than what it's used to trade.

 

Value in Time is his book. Find it here:

 

Amazon.com: Value in Time: Better Trading through Effective Volume (Wiley Trading) (9780470118733): Pascal Willain: Books

[david22 10]

I currently stream realtime data into an excel spread sheet using an advfn datafeed.

I only look at open, last price and volume fields, and these values change or update every second.

 

I assume you want to download all minute data between 9.30am to 4pm, so thats

3630 fields? ( 6.5hrs * 1 minute = 3630)

 

You can link excel to the thinkorswim platform, plus its free..