Skip to content
All library documents

Finding Single-Stock Historical Intraday Data

Article Quant Q&A · Author: Caleb
Read the original

Summary

The document discusses how to obtain a decade of hourly or finer historical data for one stock without paying for exchange-wide coverage. It distinguishes hourly bars from tick data and lists several possible sources: free API access through Quandl or Alpha Vantage, on-demand tick data from vendors such as Intrinio and Tick Data, historical US market data from Algoseek, and single-ticker datasets from FirstRate Data.

The suggestions come from forum replies rather than a systematic comparison or a verified current survey. Availability and cost vary by provider, market, resolution, and customer type: one reply says some Quandl data may be limited to institutional customers, while another describes a free FirstRate Data sample as limited to one year of one-minute bars. The discussion is historical and does not establish that the named services, access terms, or datasets remain available today. Researchers should check current coverage and licensing before relying on a source.

Key ideas

  • Hourly bars may be obtainable through free data APIs, depending on the market and provider.
  • Tick-level data is more resource-intensive and may require purchasing data from a vendor.
  • Some vendors sell historical intraday datasets for individual tickers, avoiding exchange-wide purchases.
  • Provider coverage, access restrictions, and free sample limits differ and may change over time.

Tags

EquitiesUS marketsExecution
Full text
# 10 years intraday for a single stock


# 10 years intraday for a single stock












For a personal experiment I need to acquire 10 years worth of data (with time resolution hourly at least) for a single stock. It doesn't really matter which stock, and the data doesn't need to be very recent.

It would be a waste to purchase data for an entire exchange. Does any company let you buy data for just 1 stock? Or is there some free public sample data out there that spans 10 years?

## Answer by Ganesh S (score 2, accepted)

https://quant.stackexchange.com/a/41207

You dont need to buy data if you need any stock from NYSE or NASDAQ. There are plenty options available as your tick time is not so small(1 hr). 1. As suggested by @ eSurfsnake you can try pulling hourly data from Quandl with API(Free). 2. Alphavanatge API is free for smaller tick time also. For your reference

Alpha vantage API Not working for NSE while the same query is giving output for NYSE stocks

## Answer by eSurfsnake (score 3)

https://quant.stackexchange.com/a/41190

Try Quandl - should be enough to get this for free, I believe.

## Answer by Sulthan (score 2)

https://quant.stackexchange.com/a/41187

In other words, what you are looking for is a Tick data. It needs resources to catch this data and so it won't be available for free but its available on demand from some websites. I refer you two of them here Intrinio and Tick Data

## Answer by Peter Smith (score 1)

https://quant.stackexchange.com/a/45041

Have you tried Algoseek they offer historical institutional intraday data for the US Market. They have stock, options, futures, Index and ETF data goes to 2007 so you are covered.

## Answer by Judo (score 0)

https://quant.stackexchange.com/a/44865

I used Quandl at my previous firm but they seem to restrict the data sales to institutional customers.

FirstRate Data has some datasets for free - but only for 1 year of 1-minute bar data. For 15 years of 1-min or tick data they have single tickers for sale.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.