[R-SIG-Finance] Free financial data - equities, equity options and ETFs - for quantmod package (or other packages)
j@me@@h|r@chorn @end|ng |rom qu@nt|t@t|ve-techno|og|e@@com
Sat Apr 6 00:07:34 CEST 2019
On Fri, Apr 5, 2019 at 5:53 AM Daniel Cegiełka <daniel.cegielka using gmail.com>
> 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.
> > 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.
Thanks for the great list Daniel.
> polygon.io - 6Y tick by tick history. $399/m if you are a pro (it's
> rather cheap)
Looks very promising. They go further back for 1-minute data, but they said
that there is still some missing data for unlisted stocks which they expect
to have added over the next few weeks.
> 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.
Very impressive looking, but it appears to only go back to 2015.
> ActiveTick - 1-minute resolution or tick data (original, unfiltered
> and unmodified format)
> This looks like the best deal. Their Live Support is offline though, and I
am still waiting to hear back from them.
> 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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