Historical Intraday Data
FirstRate Data is a leading provider of high resolution intraday stock market, crypto and fx data. We source data direct from major exchanges and test all datasets for consistency and completeness.
Our cost-effective, historical intraday datasets are used for algo testing by over 3,000 traders and hedge funds. We offer 1 minute data stock and fx intraday data going back 20 years, and tick data going back 10 years.
|Complete US Bundle (Stock, Futures, ETF Index)|
|Intraday Stock Bundles|
|S&P500 Stocks (770 tickers)|
|NASDAQ 100 Stocks (180 tickers)|
|Dow Jones 30 (45 tickers)|
|1500 Most Liquid US Stocks|
|S&P 100 Stocks Tick Data|
|Intraday Futures Bundles|
|Futures 25 (25 Most Active Futures)|
|Intraday ETF Bundles|
|ETFs - 50 Most Liquid ETFs|
|ETFs - 200 Most Liquid ETFs|
|ETFs - 50 Most Liquid ETFs [Tick Data]|
|Intraday Index Bundles|
|US Indices (15 tickers)|
|International Indices (10 tickers)|
|Intraday FX Bundles|
|FX Majors - 6 Major FX Tickers|
Historical Intraday Stock Data
|Featured Historical Stock Data sets|
|GOOG (Alphabet Inc Class C)|
|AMZN (Amazon.com Inc.)|
|AAPL (Apple Inc.)|
|JNJ (Johnson & Johnson)|
|NFLX (Netflix Inc.)|
|V (Visa Inc.)|
|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)|
About Our Historical 1-minute Price Data and Tick Data
We offer 1-minute (open/high/low/close/volume) intraday bars and tick data for over 1000 equity tickers (800 stocks and 200 ETFs). Plus 1-minute histroical intraday bars on 20 major US and international stock indices.
20 years data is available for stocks, 15 years for most indices and 15 years for ETFs. Tick data comes with both trade ticks and bid/offer (NBBO) ticks.
We offer data by both individual ticker and by bundles. Bundles aggregate multiple intraday data sets for a specific niche - for example our S&P500 Bundle contains all 500 stocks in the index as well as 250 stocks previously in the index (including delisted tickers to avoid survivorship bias).
All stock and ETF price data are adjusted for splits and dividends.
All data is in zipped csv (comma separated valued) 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 intraday stock and etf datasets we update the data weekly, for index, crypto, futures and fx datasets the data is updated monthly. The fresh data is available for download from each user's Customer Download page. Customers are entitled to three months of free updates.
All datasets are in the local timezone of the instrument or index. For example, US stocks, ETFs and indices are in EST, Nikkei 225 is in Tokyo Standard Time etc.