Sources of Intraday Stock Data

This is a list of free and paid-for sources of intraday quotes across many international exchanges, including the US, UK, Germany, Japan and more,

I’m often asked where you can find intraday backfill. Well, there’s a number of free option, and many paid-for options. Below you can find a list of providers that offer intraday quotes across the US, European and Asian exchanges. They’re just companies I’ve come across, and I have no reason to recommend one over the other.

By and large, the free options only provide data with a limited history (usually up to 15 days ago to the present time).

The paid-for options can get very expensive, but several offer free trials (like IQFeed).

Here’s a table with the available options. I’ve added a few comments, but please do your own due-diligence.

I can’t directly tell you which provider offers the best value because that depends on your requirements; while one trader may want Level 1 quotes for the 40 most liquid stocks on the NYSE, another might demand Level 2 quotes across the entire NASDAQ. Also, comparing like-for-like is not always possible; some make you buy data for hundreds of companies while some allow you to pick and choose.

SiteComments
Google FinanceGoogle FinanceFree.
Excel spreadsheet

Example API call:
http://www.google.com/finance/getprices?q=MSFT&i=120&p=10d&f=d,o,h,l,c,v

replace MSFT with your own ticker, and the "120" with your own time interval
FinamFree
Russian website. Intraday data for 42 of the most liquid stocks on BATS.

You'll need to translate the interface into English to make sense of it (using Google Translate), but it's pretty easy to muddle through

* Select "Акции США(BATS)" in the left-most drop-down,
* then a stock in the right-most drop-down
*In the second row, select the start and from dates, and the update interval
Yahoo FinanceFree
Example api call:
http://chartapi.finance.yahoo.com/instrument/1.0/msft/chartdata;type=quote;range=10d/csv

Change MSFT to your own ticker
10d is the number of days for which you want backfill (maximum of 15 days)
StooqFree
Text files with daily, hourly and 5 minute ticks
Data goes back one month
CQG Data FactoryFor 1 minute backfill, prices start at $5 per month per equity.
IQFeed
Pi TradingDVD with 1 minute intraday data for 1237 stocks.
$179
KibotUltimate data package costs $7900
CSI Data
Tickdata
Automated Trader
Eoddata
Kinetick$55 per month for up to 100 symbols
xignitePay as you go. Can get very expensive
QuantquoteBase cost and then pay for monthly/weekly/daily updates
The Bonnot GangThe "download" link doesn't currently work (and hasn't for some time).

You might be interested in the free spreadsheets available on this site for downloading bulk historical end-of-day quotes, or technical analysis (many with unlocked and viewable VBA).


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