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Finding Intraday Stock Data

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    Finding Intraday Stock Data

    I have a trading idea that I want to test. It would require looking at intraday bars (e.g. 5-15 min open and close) to evaluate the idea. I have a futures and forex data services already, but I do not have an intraday stock data source. I do not mind adding a stock data set, but as you might imagine, I would really rather try a free service to evaluate the idea before adding another paid service. I noted that there are several free services in your connection guides (barchart, yahoo and google) but are these free only for end of day like Kinetick? I would use a paid service but I want to try the free first to see if worthwhile? Can you make any suggestions before I dive in? Thank you.

    #2
    Hello AlphaOptions,

    Thank you for your post.

    One provider currently offering a data trial which includes intraday stock data is IQ Feed. Please see the following link for a sign up page for their trial: https://www.iqfeed.net/index.cfm?displayaction=start

    The following link will take you to a page that details the steps required for creating a connection to IQFeed.
    Click here to take me to the IQ Feed Connection Guide
    KyleNinjaTrader Customer Service

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      #3
      Originally posted by AlphaOptions View Post
      I have a trading idea that I want to test. It would require looking at intraday bars (e.g. 5-15 min open and close) to evaluate the idea. I have a futures and forex data services already, but I do not have an intraday stock data source. I do not mind adding a stock data set, but as you might imagine, I would really rather try a free service to evaluate the idea before adding another paid service. I noted that there are several free services in your connection guides (barchart, yahoo and google) but are these free only for end of day like Kinetick? I would use a paid service but I want to try the free first to see if worthwhile? Can you make any suggestions before I dive in? Thank you.
      Yahoo data is available intraday, delayed 20 minutes. For testing out an idea, that should be adequate.

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        #4
        I was going to try the IQ Feed but when I saw the Yahoo idea I thought that was easier; however, i an only get daily bars even if I try the minute setting under Period>Type. I get a blank screen but if I drop down the interval to Day, then the data appears. This is indicating to me that the data for the bars from Yahoo are just daily? I tried the Google Feed and got the same results. Any more suggestions before I subscribe to the IQ Feed trial suggested originally? Thank you.

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          #5
          Originally posted by AlphaOptions View Post
          I was going to try the IQ Feed but when I saw the Yahoo idea I thought that was easier; however, i an only get daily bars even if I try the minute setting under Period>Type. I get a blank screen but if I drop down the interval to Day, then the data appears. This is indicating to me that the data for the bars from Yahoo are just daily? I tried the Google Feed and got the same results. Any more suggestions before I subscribe to the IQ Feed trial suggested originally? Thank you.
          What instrument?

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            #6
            I tried MSFT

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              #7
              The Google/Yahoo connections only provide historical data in a Daily interval. It's possible to collect and store intraday data if you leave the chart running long enough, but nothing will be backfilled for times you were not connected.

              IQFeed is going to be your safest bet via their free trial.
              MatthewNinjaTrader Product Management

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                #8
                Thank you Matthew. I know Kinetick is another provider. They lack the trial period, but it appears the ongoing service would be about $50 / mth versus $68 once trial expires. Forfeiting the trial idea might thus seem the route to go, but before I do can you tell me if you know if Kinetick would have individual stock data that would allow charting down to as low as 1 min bars back to around 2008 to present to visualize on NinjaCharts? Thank for all the help on this topic.

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                  #9
                  Kinetick offers 2 years of historical minute data for individual stocks and 120 days of historical tick data.

                  I'm not aware of a provider who will offer minute data back 5 years. If you need this much historical data, your best bet would be to purchase and import this extended historical data from a 3rd party:

                  www.tickdata.com
                  www.cqgdatafactory.com

                  Click here for instructions on importing historical data via text file
                  MatthewNinjaTrader Product Management

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                    #10
                    Your best bet is probably going to be AlgoSeek. I personally have used their data for my university dissertation, and it is amazing. They have minute-by-minute intra-daily data from 2007 for all major indices such as S&P500, Dow Johnes, Nasdaq, FTSE100 etc as well as futures and individual stocks. The data comes zipped so 10 years of high frequency data would only weigh about 1.5-2 GB. Here is the link to their sample data: https://www.algoseek.com/samples/

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