DATA Top 5 Quote feeds
Historical quote vendors can be difficult to locate, as their services aren't exactly mainstream. I've worked with few different datafeeds over the years and have done quite a bit of research on them. Here are the vendors that made my short list:
IQFeed (www.iqfeed.net**)**
This is the service I currently use; I've been with them over two years. They offer a very wide range of markets and give you the most bang for your buck. Their basic service ($63/month) includes 15+ years of daily EOD data, 5 years of Intraday (1min) data, and 120 calendar days of tick data on all US and Canadian stocks, futures, and Forex. You also get real time tick by tick streaming of up to 500 symbols (15min delayed). For an additional fee you can get non-delayed streaming, 1800 real time symbols, as well as market depth. The quality of the data is reasonable, but not perfect. EOD data is split adjusted, but Intraday data is not (which can be a good or bad thing depending on your perspective). I use a third party app (QCollector) to collect the data and convert it into CSV files.
Pi Trading (www.pitrading.com)
This vendor offers 26GB of static historical intraday (1min) data on DVD-ROM in CSV format, current as of the date or your order. The data includes all of the component stocks of the Dow, Nasdaq 100, and S&P 500, as well as the most active ETFs, for a total of 1167 symbols in all, with histories going back 9 years. The price is fairly reasonable ($159 including shipping) and the data is reasonably clean. I combine their data with IQFeed to give me nine years of data that is updated each day so I'm always current.
TickData (www.tickdata.com)
These guys are expensive, but they pretty much have it all and offer tick data going all the way back to 1993 on almost any symbol, in CSV format. For stocks, the price per symbol per year is $20, and a basket of 100 stocks going back 10 years is – brace yourself – 125 per symbol year) and you can get the entire tick by tick history of ES for $750. Last year I ordered a few years of tick data for NQ and was very happy with both the process and the data.
kibot (www.kibot.com)
This company offers intraday (1min) data in CSV format on ETFs and stock index components, going back to Jan 1998. Daily EOD data is included at no extra charge. The pricing for all the component stocks of the Nasdaq 100 is $300, All S&P 500 components: $600, All Russell 3000 components: $1,000. They also sell a package of the indicies themselves plus indicators for $500. All transactions are done completely online with the files available for download immediately after payment.
Price-Data (www.grainmarketresearch.com)
This vendor offers EOD and Intraday (1min) stock data going back to 1997, on CD-ROM in CSV format. The Intraday data for the entire set of Nasdaq-100 components is $650. They offer Intraday datasets for the S&P 500 components, as well as ETFs. They also offer an EOD package of 7,500 stocks going back to 1970 for $300.
Summary
There are quite a few other data vendors out there, but these are the ones that stood out from my perspective. The combo of IQFeed and PiTrading gave me the best price/performance and suited my needs quite well.
I should also give Yahoo an honorable mention, since you can download (for free) EOD data for almost any stock out there going back to 1970 (or so they claim). I've never used them, but I have a friend that's been trading for 10 years using nothing more than EOD Yahoo data. Worth a look.
