Historical Intraday Market Price 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 such as our historical stock database are research-ready and used by traders, hedge funds and academic institutions. We offer 1 minute stock intraday data as well as futures, ETFs, and FX data going back 20 years, and tick data going back 10 years.
Bundles
| Mega Bundles |
|---|
| Complete US Bundle (Stock, Futures, ETF Index) |
| Intraday Stock Bundles |
| S&P500 Stocks (880 tickers) |
| NASDAQ 100 Stocks (183 tickers) |
| Dow Jones Industrial (47 tickers) |
| 1500 Most Liquid US Stocks |
| S&P 100 Stocks Tick Data |
| Intraday Futures Bundles |
| Futures 40 (40 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 (24 tickers) |
| International Indices (10 tickers) |
| Intraday FX Bundles |
| FX Majors - 10 Major FX Tickers |
Historical Intraday Stock Data
| Featured Historical Stock Data sets |
|---|
| MSFT (Microsoft) |
| GOOG (Alphabet Inc Class C) |
| AMZN (Amazon.com) |
| AAPL (Apple) |
| FB (Facebook) |
| JNJ (Johnson & Johnson) |
| NFLX (Netflix) |
| V (Visa) |
| TSLA (Tesla Inc) |
| ZM (Zoom) |
Historical Intraday Futures Data
Historical Intraday ETF Data
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) |
About Our Historical 1-minute Price Data and Tick Data
Data Overview
We offer up to 20 years of historical stock price data. Data resolution is 1-minute OHLCV (open/high/low/close/volume) intraday bars. We cover price history for 1500 US stock tickers, as well as 200 of the most actively traded ETFs.
For historical futures data, we cover 15 years of historical 1-minute data for the 40 most actively traded futures contracts. Note that all futures data is in the form of continuous contracts which are a single time-series, adjusted for any price movements on contract roll dates.
For historical index data, we cover 15 years of historical 1-minute data for the 25 most popular US indices and 10 international indices.
For historical FX data, we cover the 10 most active FX crosses back to 2009.
We also offer 10 year historical tick data for S&P100 index components and the 50 most actively traded ETFs.
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 150 stocks previously in the index (including delisted tickers to avoid survivorship bias).
All stock and ETF price data includes both regular and out-of-hours trades and are adjusted for splits and dividends.
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.
Updates
We update our historical stock database weekly, the updated data from the prior week is available by Monday morning EST for download. Customers are entitled to three months of free updates.
From Sept 2020, we also update all FX, index and futures data weekly.
Timezones
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.
All FX data is in EST.