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

Daniel Cegiełka d@n|e|@ceg|e|k@ @end|ng |rom gm@||@com
Fri Apr 5 11:53:06 CEST 2019

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)

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.

ActiveTick - 1-minute resolution or tick data (original, unfiltered
and unmodified format)

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

Best regards,

> 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.

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