Historical Intraday Stock Data

[naz_turtle 10]

Could anyone please recommend where I can find intraday data on the entire S&P 500 components? I looked at TickData but they are out of my price range.

 

Any help will be greatly appreciated!

[een2 10]

You can get 14 years of historical 1 minute data for all 500 stocks + 50 delisted instruments for $600. Visit this kinbot for more information.

[een2 10]

The link to the site is kibot.com. The previous post has been corrupted.

[ratmpower 10]

Do they also have for foreign markets ? I would be interested in buying foreign markets data.

 

-Strategyard.com

[naz_turtle 10]

You can get 14 years of historical 1 minute data for all 500 stocks + 50 delisted instruments for $600. Visit this kinbot for more information.

 

I did some research on ki bot and from the info I gathered from various users/forums, the data quality is too dirty for use w/ back-testing. Data gaps, price spikes and unreliable volume/split adjustments appear to often in their data stream. A quick google search will show some of the bad examples. I couldn't get a straight answer from their support so I crossed them off my list.

[een2 10]

naz_turtle,

 

the quality of their data is very easy to verify. I believe there are free sample files covering multiple years of 1 minute history for some symbols, which is something I could not find on other providers' sites.

 

There are plenty of providers nowadays, so I guess everyone should be able to easily find the solution simply by searching google or reading forums like this one.

 

All the best to you in your quest for finding a perfect money-making trading system

[scooby 10]

naz_turtle,

 

Did you ever pick a data feed? I am also looking for a historical package for a paper I am writing.

 

Thanks

[swing_trader 10]

Does anybody know of a vendor to get second resolution stock data? On the market today, it looks like there is minute resolution, and then tick, nothing in between...

[swing_trader 10]

Good news guys. I did extensive searching of data providers the last couple weeks. And yes, there are lots of posts online regarding how bad Kibot's quality is so I would definitely avoid them.

 

In terms of price/quality, QuantQuote (Historical Intra-Day Stock Data) seems to be the most highly recommended, but at present, their product offering is limited to minute resolution US Equities.

 

I actually emailed them regarding second resolution data and they have told me that they are planning to release it within the next couple months and it won't be super expensive either. It's good that there's a data provider finally introducing second resolution historical intraday market/stock data.

[naz_turtle 10]

In terms of price/quality, QuantQuote (Historical Intra-Day Stock Data) seems to be the most highly recommended, but at present, their product offering is limited to minute resolution US Equities.

 

swing_trader, as I said to your reply to my other post, Quant quote data cannot be trusted for back-testing and sims.

 

Also, do not trust the reviews as many are spam and SEO created. I can't believe the amount of spam that company generates. How many times can you mention survivorship bias without leaving a trail of suspicion.

 

Check our the quant forums for real data comparisons. And avoid Quant Quote if you want accurate results.

[dfw 10]

naz_turtle, can you elaborate on your comments about QuantQuote? I'm currently looking for data and I'm considering to purchase from them. From what I can gather on the internet, QuantQuote seems to have the most reliable and highest quality historical intraday stock data.

 

I searched around for QuantQuote reviews and found the following link:

Historical Stock Data

 

I think it is unlikely that a fake review would be posted on the official website of a research group at a prestigious university. What is the reasoning behind your comments?

[johnkt 0]

Quandl.com is a good source for intraday data for US and foreign stocks (although it is priced with an annual subscription, not for individual downloads).

FirstRateData.com has 1-minute bars going back 20 years for most S&P500 stocks and major indices and is priced on a per-download basis.