Historical Intraday Market Price Data
FirstRate Data is a leading provider of high-resolution intraday stock market, crypto, futures and FX data. We source our historical stock data directly from major exchanges and fully adjusted for both splits and dividends. Futures and ETF datasets are also sourced from co-located servers in major exchanges.
All datasets are rigorously tested for accuracy.
Our historical intraday data solutions are research-ready and used by traders, hedge funds and academic institutions. We offer 1-minute, 5-minute, 30-minute, 1-hour, and 1-day intraday stock data as well as intraday futures, ETFs, and FX data going back 15 years, and tick data going back 10 years.
|Complete Bundle (Stock, Futures, ETF, Index, Crypto)|
|Complete Stock and ETF Bundle|
|Intraday Stock Bundles|
|Stocks Complete (7000+ Tickers)|
|Intraday Futures Bundles|
|Futures Most Active (130 Most Active Futures)|
|Intraday ETF Bundles|
|ETF Complete (2500+ Tickers)|
|Intraday Crypto Bundles|
|Crypto Most Active (50 Most Active Tickers)|
|Crypto - 50 Most Active [Tick Data]|
|Intraday Index Bundles|
|US Indices (115 tickers)|
|Intraday FX Bundles|
|FX Majors - 20 Major FX Crosses|
Historical Intraday Stock Data
|Featured Historical Stock Data sets|
|GOOG (Alphabet Inc Class C)|
|META (Meta Platforms)|
|TSLA (Tesla Inc)|
Historical Intraday Futures Data
Historical Intraday ETF Data
|DIA (SPDR Dow Jones Industrial Average)|
|IWM (iShares Russell 2000 Index)|
|SPY (SPDR S&P 500)|
|VXX (iPath S&P 500 VIX Short-Term Futures)|
Historical Index Data
|Featured Historical Index Data sets|
|SPX (S&P 500)|
|VIX (CBOE Volatility Index)|
|DJI (Dow Jones Industrial Average)|
|NDX (Nasdaq 100)|
|UKX (FTSE 100)|
Historical Crypto Data
|Featured Crypto Data sets|
|BCH (Bitcoin Cash)|
About Our Historical Intraday Price Data and Tick Data
Historical Stock Data
As of June 2023 we offer historical 1-minute, 5-minute, 30-minute, and 1-hour intraday bars as well as daily bar data for 7386 stock tickers (including 187 delisted tickers) starting 2005. All tickers listed on NYSE and Nasdaq with market capitalizations above $25M are included, as well as all tickers in Dow Jones Industrials, S&P500, Nasdaq100 and Russell 3000 indices (tickers previously included in the indices as well as delisted tickers are also included).
For ETFs, we provide historical 1-minute data for the most active 850 tickers back to 2005.
Each 1-minute bar has OHLCV (open/high/low/close/volume) data which is aggregated from trades executed on major exchanges as well as four dark pools.
For tick data, each tick contains the timestamp, trade price, volume and exchange code (please see our stock tick data page for details on tick data.
Out-of-hours trade data is included, and prices and volumes are adjusted for splits and dividends.
Sample data for two weeks is available for all tickers (please navigate to the ticker page and click on the 'Download Sample' link).
For all ticker bundles, we provide a full-featured historical stock data API for efficient downloading.
Historical Futures Data
For futures, we carry 1-minute, 5-minute, 30-minute, 1-hour, and 1-day historical bars as well as daily bar data for the most active 130 contracts (as of June 2023) starting back to 2007.
We provide both individual futures contracts as well as a continuous futures series with prices adjusted for the price gaps from rolling contracts (this series is best suited to long timeframe backtesting of futures trading strategies).
Historical Index Data
For US indices we provide 1-minute, 5-minute, 30-minute and 1-hour OHLC bars back to 2005 (depending on the index). Data is available for 115 major US indices.
For international indices we provide 1-minute OHLC bars back to 2007 (depending on the index) for 110 major indices.
Historical Forex Data
For historical FX data, we cover the 20 most active FX crosses back to 2010.
We offer data by both individual ticker and by bundles. Bundles aggregate multiple intraday data sets for a specific niche - for example our Complete Stocks Bundle contains all 7000+ tickers we carry.
Data Access (Web Download and API)
We provide two methods for accessing the data:
- Web download : customers are provided with a unique customer download page with links to zip archives for the data.
- API access (bundles only) : a full-featured API is available for customers that wish to access the data via programmatic script or from statistics packages such as Studio R. (note the historical data API serves zip archives of data files and not raw data).
All data is in zipped csv (comma-separated value) files. These files are compatible with Excel and most trading, backtesting, charting, and quantitative analysis applications.
Data files are available for immediate download upon purchase.
Data can easily be converted to TradeStation, MetaStock, NinjaTrader, AmiBroker, Wealth-Lab formats, and for use in many other popular trading software applications as well as popular analysis tools/languages such as python, pandas and R / R Studio. Files for stocks and ETFs include out-of-hours trades.
For minute-by-minute data, bars with zero volumes (ie no trades) are excluded to reduce filesizes.
For efficient downloading we offer an API for downloading data in our bundles.
All datasets are updated daily with updates for the trading day available by 11pm EST. The only exception is continuous adjusted futures datasets which are updated weekly.
All data is in US Eastern Timezone (ie EST/EDT depending on the time of year) except for FX and crypto data which is in UTC.