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.
| Site | Comments |
| Google FinanceGoogle Finance | Free. 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 |
| Finam | Free 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 Finance | Free 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) |
| Stooq | Free Text files with daily, hourly and 5 minute ticks Data goes back one month |
| CQG Data Factory | For 1 minute backfill, prices start at $5 per month per equity. |
| IQFeed | |
| Pi Trading | DVD with 1 minute intraday data for 1237 stocks. $179 |
| Kibot | Ultimate data package costs $7900 |
| CSI Data | |
| Tickdata | |
| Automated Trader | |
| Eoddata | |
| Kinetick | $55 per month for up to 100 symbols |
| xignite | Pay as you go. Can get very expensive |
| Quantquote | Base cost and then pay for monthly/weekly/daily updates |
| The Bonnot Gang | The "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).
What about bloomberg ?