Where to get minute data?

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Where to get minute data?

posted Aug 7, 2014

Hello Everyone,

Anyone know a good source for stock-market historical minute date that is affordable for a poor guy like me?
It could for 5 to 10 symbols only I have some tick-by-tick data but it is only for forex.

Cheers,
Lucas

6 responses

Depending on the time scale you are interested in... You can download the last six weeks of minute res data from google finance for any ticker on there using this function.

http://nbviewer.ipython.org/gist/jgoad/7f69629079b3e55ff8d6

Hope that helps!

Very cool, thanks for sharing that Jason!

Suminda Dharmasena

Perhaps this can be added to Zipline so we can do testing from our end.

That would be awesome! I could clean it up first.

Suminda Dharmasena

It would be great if this is done. Then you can do testing on your own computer. But 1st check with Quantopian if they are amicable to make this a part of Zipline.

I used two sources for 1-minute intraday bars EODdata and FRD intraday data. Both worked very well, EDOdata offers international stocks if you need that, FRD is only US stocks as far as I could see but a bit more convenient for downloading the csv files.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.