I would like to have RAW intraday historical stock market data in the form of a downloadable file or an API.
Ideally I would like to get quotes for the whole exchange, going back as many years as possible. I would like the sampling to be at 1 minute intervals, though 30 minutes intervals would also be OK.
Since I need this information for a science project please note the following remarks:
1. I need raw data.
2. It should be free. I was thinking this data is common knowledge and open to all people. I am not going to use this data commertially so I would like to avoid paying for it.
3. I don't need the data of the whole market. With this I mean that I only run some tests and that - lets say - the data of 5 companies for a period of 5 years would be enough for me.
It would be great if any of you could give me a hint in the right direction! :-)
Thanks!
2006-10-09
20:19:53
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4 answers
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asked by
Micron
2
in
Business & Finance
➔ Investing
Many thanks for your answer dredude52!
By raw data I mean unprocessed data. Something like share values at opening and closing, trade volume etc.
Since I am very new to this stuff I am reading loads of information every day and learning new things every day.
Because of this I now also think that processed data might help me too. Stuff like you can see in Yahoo under 'Key Statistics' might also help me I guess.
Maybe I am naive but why isn't this information open to all?
About storing the data - Excel is not an option. I am going for a true database capable of containing up to 4 Terrabyte so as far as I am concerned my harddrive is my only limit.
What I want? I would love to have the data in ASCII format, lets say as a text file with semicolon separation. As smaller the intervals the better, as longer the period of trading the better. I would be happy to get the data about few different companies. Any idea where I could buy such data? When it is not that expensive I might consider it
2006-10-10
03:08:18 ·
update #1