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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 · 4 answers · 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

4 answers

Number one, I'm not sure what you mean by "raw data." You've given a lot of info here, exept defining your terms.

Number two, I don't think you're going to get intraday data for free, unless some kind-hearted individual gives it to you. From websites, forget it.

Number three, do you realize how much space a 1 min data file takes? I keep a few 1 min and 2 min files, mostly on the Dow, and other indexes, but only about 9 months fit in a Excel spreadsheet of 65,000 rows. That is a huge file of about 15 MB, and not even a whole year, just the data, with no formulas.

You can get tick data from the CBOT on CD, and this is "raw data," exactly as it comes across the tape. But that 1 min data file is tiny compared to this one, and you're going to have hell breaking it out into a useable format. It's a programmer's nightmare, from what I understand, and I was a programmer in a former life.

You've got to be more specific what it is you want, and decide on your time frames. Then you're going to have to settle for what you can actually get, if you expect to get it for free.

Otherwise, you can get whole CD's and reams of data, in a preferred format and time frame if you're willing to pay.

2006-10-09 20:46:23 · answer #1 · answered by dredude52 6 · 0 0

1

2016-12-24 04:34:26 · answer #2 · answered by Anonymous · 0 0

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2014-09-22 07:29:09 · answer #3 · answered by ? 2 · 0 0

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2016-12-26 14:55:53 · answer #4 · answered by Anonymous · 0 0

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