Historical Intraday Data

Data Overview

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.

Data Format

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.

Updates

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.

Timezones