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 rigourously tested accuracy and completeness.
Our cost-effective, historical intraday data solutions are research-ready and used by traders, hedge funds and academic institutions. We offer 1-minute, 5-minute, 30-minute and 1-hour intraday stock data as well as intraday futures, ETFs, and FX data going back 15 years, and tick data going back 10 years.

About Our Historical Intraday Price Data and Tick Data

Historical Stock Data

As of December 2022 we offer historical 1-minute, 5-minute, 30-minute, 1-hour intraday bars for 7146 stock tickers (including 187 delisted tickers) starting 2005. All tickers listed on NYSE and Nasdaq with market capitalizations above $250M 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 200.

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).

Historical Futures Data

For futures we carry 1-minute, 5-minute, 30-minute, 1-hour historical bars for the most active 70 contracts (as of December 2022) 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 provide1-minute OHLC bars back to 2007 (depending on the index) for 10 major stock indices.

Historical Forex Data

For historical FX data, we cover the 10 most active FX crosses back to 2009.

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 360 stocks previously in the index (including delisted tickers to avoid survivorship bias).

Data Format

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.


All datasets are updated daily with updates for the trading day available by 11pm EST. The only exceptions are international index data and the 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.