DATA Free intraday and tick data
Few months ago, I have made a post about where to find historical end-of-day data for the US market and I have listed 10 websites that provide such data free (10 ways to download historical stock quotes data for free).
Intraday and even tick data is also available free on the net. Today, I will show you six places where you can download and export historical intraday data. Some of these websites are very popular and some others you probably never heard about.
Google Finance
In Google Finance, intra-day data is available free for several stock markets. The complete list can be found here.
Data is available in several frequencies with the lowest one being one-minute time frame.
The URL format is: http://www.google.com/finance/getprices?i=[PERIOD]&p=[DAYS]d&f=d,o,h,l,c,v&df=cpct&q=[TICKER]
Example: http://www.google.com/finance/getprices?i=60&p=10d&f=d,o,h,l,c,v&df=cpct&q=IBM
- [PERIOD]: Interval or frequency in seconds
- [DAYS]: The historical data period, where "10d" means that we need historical stock prices data for the past 10 days.
- [TICKER]: This is the ticker symbol of the stock
Symbol Lookup: http://www.google.com/finance
More information: Intraday Data for US Stocks
Yahoo Finance
As with Google Finance, Yahoo allows you to download intraday data for several stock markets. You can get data for 62 exchanges.
Format : http://chartapi.finance.yahoo.com/instrument/1.0/[TICKER]/chartdata;type=quote;range=1d/csv
Example: http://chartapi.finance.yahoo.com/instrument/1.0/GOOG/chartdata;type=quote;range=1d/csv
[TICKER]: This is the ticker symbol of the security
Symbol Lookup: http://finance.yahoo.com/q?s=&ql=1
More information: More information: Intraday Quotes for Major Stock Exchanges
NetFonds
NetFonds is a Norwegian website. It is THE website you should use if you need tick and bid/ask history data for stocks listed on U.S. stock exchanges.
To get tick data:
http://hopey.netfonds.no/tradedump.php?date=20120423&paper=AAPL.O&csv_format=txt
To get bid/ask price and volume data:
http://hopey.netfonds.no/posdump.php?date=20120423&paper=AAPL.O&csv_format=txt
Type the ticker symbol next to "paper=" parameter followed by the exchange code:
- NASDAQ: O
- NYSE: N
- AMEX: A
The data format ("date" parameter) is YYYYMMDD
The good news is that you can get historical tick data for more than 20 days. The above link allows you to retrieve real-time tick data too (From BATS exchange).
Stooq
Two periods are proposed here: 5-Minutes and Hourly. The big advantage however is that all the data is available in one compressed file.
You can also choose to download intra-day data for some specific dates:
If you do not need low period data then this website will probably become your best source of intra-day data.
Dukascopy
Dukascopy, the Swiss Forex Bank has a nice CSV DATA Export tool. You will not get data for the entire U.S. stock market but you will be able to export CSV data of several ones and for different periods (1 minute, 10 minutes, and 1 hour).
Dukascopy has also intra-day data for several currency pairs and indices (Japan Topix index, Canadian TSX Indiex, VIX, Russell 2000, Russian RTS Index, CAC 40, Futsee 100…)
http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/
Finam
Finam is a Russian website that provides data for the stock, futures, ETF and Forex markets. The main advantage here is that you can download several months worth of tick data. The problem however is that the data is available for 42 stocks only (Highly capitalized stocks).
Here is how to download stock data:
- Use Google translate to translate this website
- Go to http://www.finam.ru/analysis/profile041CA00007/default.asp
- In the top form, select "U.S. Stocks (BATS)"
- Next to it, select a stock (Example: Exxon Mobil)
- Select the interval and frequency (Example: 20.04.2012 -> 24.04.2012 and tick data)
- Click on "Get the file" to download stock data in CSV format
Finally, here is a table that summarizes the different intraday data providers:
To get Forex data, visit the following link: 6 places to download historical intraday Forex quotes data for free
EoDData
EoDData are a paid service but they provide a free tier. They conveniently provide a substantial list of traded symbols on nearly every exchange of interest across the globe.
Quandl
Quandl is an ambitious project attempting to "make all the numerical data on the internet easy to find & easy to use". They provide a huge catalogue of market data across multiple asset classes including currencies, equities, futures and commodities. They have an easy-to-use API and all of their data is freely available and frequently updated. A veritable goldmine for the quant!
