thank you for your
suggestion, stephen.
your idea seems to be just what i
was looking for. so how does the sacrifice (time) look like?
could anyone that has been using
TradeStation explain how they handle ticker data?
if they have such a huge database
surely the downloaded data will be stored locally on every user's
computer?
are there single files for each
ticker? how do they look like and will it be possible to convert them to ascii
files?
is there anyone that has gone
this path before?
thanks for your
time,
dirk
----- Original Message -----
Sent: Tuesday, May 09, 2006 3:02
PM
Subject: Re: Sources for historical
1-min Data / Sharing 1-min Database
The cheapest way youre going to
get all of the data you need (for free) is to open up a TradeStation
account and theyll give you one month of their platform for free. If
you dont trade but continue the account, theyll charge you $100/mo.
So drop the account within the first month after youve
downloaded the 10 years worth of intraday data on all the stocks you want
and, voila, free data. The act of collecting that data into
files could be a royal pain. I dont know. I dont
have a TS account. But the sacrifice is either going to be made
with your time or with your $$$.
----- Original Message -----
Sent: Tuesday, May 09, 2006 1:53
PM
Subject: [amibroker] Sources for
historical 1-min Data / Sharing 1-min Database
hello all,
does anybody know of a good,
not too expensive, source for historical 1-min data for US stocks which
goes back for more than one year?
searching the internet i have
come across sites like tickdata.com or price-data.com which easily charge
you hundreds or thousands of $$ to get historical intraday data for just a
handful of stocks. professional data vendors like e-signal will only
backfill for 6 months.
the reason i ask:
i have been building a 5000+ us
stock database on a 1-min timeframe for more than a year now via quote.com.
i have coded an intraday system which on average only takes some 50 trades
for the last year for each stock. it looks promising but i really would like
to test this system on more bars to get more reliable results. 10 years of
1-min data of only 10 stocks would already cost me 1280$ with tickdata.com.
that seems a bit much.
maybe there is a
kind soul on this list who would be willing to share data? i know
these 1-min files can get huge, but i would be very willing to share my
intraday data in return !!
dirk
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