Sources for Historical Intraday Stock Data
Summary
The discussion collects possible sources for historical intraday market data when a terminal’s lookback limits are unsuitable. Suggestions include a tick history archive, specialist trade and quote vendors, downloadable minute interval data, exchange or financial data platforms, and sample datasets. One response also mentions sandbox exchange services as a way to support strategy backtesting.
The answers span different data frequencies, coverage, access models, and levels of reliability, but provide no systematic comparison or independent evaluation. Some options are commercial or subscription based, while the original request favors a one-time purchase; the replies do not establish that every source supports that arrangement. Availability, historical depth, licensing, instrument coverage, and data quality should therefore be checked directly for a particular research need.
Key ideas
- Historical intraday data may be sourced from specialist tick archives and trade or quote vendors.
- Some providers offer downloadable minute interval data or API access.
- Access can involve subscriptions, trials, sample data, or one-time dataset purchases.
- Backtesting data needs can also be explored through exchange sandbox services.
- The discussion does not compare provider coverage, quality, or current terms.
Tags
Full text
# Bloomberg-alternatives for intraday stock price data? # Bloomberg-alternatives for intraday stock price data? Given the limitation Bloomberg imposes in terms of the number of days you can go into the past when retrieving historical intraday data, what are similarly reliable alternative solutions? I require some data for a one-time research project, so I would ideally want to download or purchase the data just once, without a subscription. ## Answer by emcor (score 4, accepted) https://quant.stackexchange.com/a/15676 Complete intraday data history can be obtained through the Thomson Reuters DataScope Tick History (TRDTH) archive: http://thomsonreuters.com/tick-history You may ask them for a trial subscription. ## Answer by Malick (score 1) https://quant.stackexchange.com/a/22766 https://www.tickdata.com/ They provide trade and quote and there is also an API. ## Answer by Alex (score 1) https://quant.stackexchange.com/a/24612 You may try HQD software, downloads 1-min interval data from Yahoo or Google Finance http://www.ashkon.com/downloader.html ## Answer by Judo (score 1) https://quant.stackexchange.com/a/49198 Quandl has some good intraday datasets but requires a subscription FirstRateData has some free datasets for SP500 and major FX, indices. ## Answer by Mike Williams (score 1) https://quant.stackexchange.com/a/57054 https://algoseek.com/ is an option if you are looking for historical intraday stock data in the US market. You can easily download their samples and the dataset you need on their Explore Data page. ## Answer by AlexZeDim (score 0) https://quant.stackexchange.com/a/57105 Money.net provide a relative to Bloomberg Terminal solution. The platform is a web-application, so you don't need to download the desktop client itself. You could also download tick-data in trial 14 period. But I am not sure about limitations. Their product is subscription based, and it's commercial, but I guess they could extend your trial period for academic purposes. Also, if you are looking for a data for a back-testing your strategy, you should take a look for a playground /sandbox exchange services, like Helix for NYSE and so on.
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