[R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages)

[Daniel Cegiełka]

pt., 5 kwi 2019 o 05:34 James Hirschorn
<james.hirschorn using quantitative-technologies.com> napisał(a):
>
> I looked into IQFeed for intraday stock data, and unfortunately they only
> provide historical 1-minute data for stocks that are currently traded. This
> is not good enough for one of the strategies I'm working on.
>
> I am looking into other alternatives and will post my findings in this
> thread.
>
> Please let me know if you have other suggestions for historical intraday
> stock data covering the S&P 500.

polygon.io - 6Y tick by tick history. $399/m if you are a pro (it's
rather cheap)
https://polygon.io/stocks

TradingPhysics - milliseconds resolution. You pay per symbol, but it
is often cheaper than buying the whole market data. They offer a lot
of HFT indicators if you want to be very active.
http://www.tradingphysics.com/Feeds/AvailableFeeds.aspx
http://www.tradingphysics.com/Resources/Specifications/HistoricalTimeAndSales.aspx

ActiveTick - 1-minute resolution or tick data (original, unfiltered
and unmodified format)
https://www.activetick.com/activetick/contents/MarketDataServicesDevelopers.aspx

Take into account that if you want to have regular time series, the
database in seconds or milliseconds will be huge.

Best regards,
Daniel

>
> James Hirschorn, Ph.D.
> *Quantitative Technologies*
> Toronto, Canada
> +1-647-929-0494
>
>
> On Thu, Apr 4, 2019 at 5:31 AM Brian G. Peterson <brian using braverock.com>
> wrote:
>
> > quantmod supports multiple data sources, both paid and free.