Sources and Limitations for Free Historical Intraday US Equity Data

# Free intra-day equity data source


# Free intra-day equity data source












Are there any free data source for historical US equity data? Yahoo finance has daily prices but I'm looking for something more granular and goes back 2 or more years (doesn't have to be close to tick data, hourly is fine).

I've looked through Data sources online, there isn't much on stock market data.

## Answer by JohnAndrews (score 7)

https://quant.stackexchange.com/a/3245

You can consider the following two methods:

- If you have Matlab, you can use the following code: Volume Weighted Average Price from Intra-Daily Data

> This package allows you to [1] retrieve intra-daily stock price data from Google Finance, [2] calculate the VWAP at the end of each trading day and [3] transform intra-daily data to a daily format.

- If you don't have MatLab you can replicate the code by yourself. As I understand, the package connects with Google Finance and downloads a spreadsheet from: http://www.google.com/finance/getprices?q=.DJI&x=INDEXDJX&i=60&p=10d&f=d,c,h,l,o,v with the date (intra-daily), closing price, high, low, open and volume.

You can adjust this to your own preferences by 'seeing' the code as: http://www.google.com/finance/getprices?q=TICKER&x=EXCHANGE&i=INTERVAL&p=PERIOD&f=d,c,h,l,o,v.

Where:

TICKER: is the unique ticker symbol

EXCHANGE: is where the security is listed on

> Hint: to track these inputs, for instance for the Dow Jones Industrial Average, you search the security of interest at Google Finance and then you can find at the top: (INDEXDJX:.DJI) which obviously refers to (EXCHANGE:TICKER).

INTERVAL: defines the frequency (60 = 60 seconds)

PERIOD: is the historical data period (see also Google Finance), here 10d refers to the past 10 days (up to current time).

## Answer by glyphard (score 4)

https://quant.stackexchange.com/a/451

Open an account with IB, and you can get access to equity, options for free, via their API.

## Answer by databento (score 3)

https://quant.stackexchange.com/a/74074

You can find free historical intraday data for US equities, including tick data (last sales), bar aggregates (second, minute, hour), and order book (MBP, MBO) at Databento. Each account gets a free credit that covers historical intraday data.

The data goes back to 2018 and can be accessed via HTTP API or Python client.

## Answer by Atom (score 2)

https://quant.stackexchange.com/a/4175

Stooq has intraday data for the stock market

http://stooq.com/db/h/

http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market

## Answer by Alex (score 1)

https://quant.stackexchange.com/a/24610

Intraday data can be downloaded at Yahoo Finance or Google Finance. Or use third party apps that already do that HQD http://www.ashkon.com/downloader.html

## Answer by Nick (score 1)

https://quant.stackexchange.com/a/61231

You can find intraday data at http://investing.com. You can use the investpy Python package to pull the data: https://pypi.org/project/investpy/

## Answer by Judo (score 0)

https://quant.stackexchange.com/a/49725

Yahoo and Google finance have been progressively restricting API access (impacting most bulk-download apps) and forcing users to go directly to their sites which only offer end-of-day data. It is hard to find decent sources of historical intraday data, FirstRateData has some good datasets for 10 years of 1-minute data for most US tickers.

If you need tick-level data, I'd suggest TickData.com.

## Answer by Mike Williams (score 0)

https://quant.stackexchange.com/a/57061

Try checking out IEX Cloud or AlphaVantage. Both have free stock APIs but as they're free, there are message request limitations.

## Answer by Jan Stuller (score 0)

https://quant.stackexchange.com/a/57064

You might find some useful answers here (including code): Can I download today's open/close/high/low data for all stocks (in bulk)?

Ps: if you search Pandas_DataReader documentation, there is a guide on how to download intraday data also.

## Answer by Tom Wong (score 0)

https://quant.stackexchange.com/a/61224

EDIT: Hi, I'm incredibly sorry. I'm archiving tendollardata.com and chartsonlygoup.com (link), as of April 1, 2021. All data will only be up to December 31, 2020. I feel compelled to be on a new mission now (link). Quant StackExchange is the only place I've advertised my sites.

I really suggest buying the data (from the vendors listed on the megathread What data sources are available online?, or mine https://tendollardata.com/product/historical-minute-data-historical-intraday-data-dataset-all-us-equities-etfs-sp-500-tech-stocks/). I wasted years of my life extracting data. It's not worth the upkeep.

If you really are allergic to spending money on something that should be free (I can empathize), have a look at ThinkorSwim's platform too, which charts intraday price for singular days.

ToS software is much more usable than InteractiveBrokers (less crashes, faster). Tradingview also allows for viewing intraday price, but the lookback is 2 months (not 2 years).

## Answer by Katie (score 0)

https://quant.stackexchange.com/a/74075

If you only need a small amount of intraday historical data, some exchanges will offer free samples if you reached out to them.