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

[James Hirschorn]

On Fri, Apr 5, 2019 at 6:07 PM James Hirschorn <
james.hirschorn using quantitative-technologies.com> wrote:

>
> On Fri, Apr 5, 2019 at 5:53 AM Daniel Cegiełka <daniel.cegielka using gmail.com>
> wrote:
>
>> 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.
>>
>
> Thanks for the great list Daniel.
>
>>
>> polygon.io - 6Y tick by tick history. $399/m if you are a pro (it's
>> rather cheap)
>> https://polygon.io/stocks
>
>
> 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.
>> http://www.tradingphysics.com/Feeds/AvailableFeeds.aspx
>>
>> http://www.tradingphysics.com/Resources/Specifications/HistoricalTimeAndSales.aspx
>
>
> Very impressive looking, but it appears to only go back to 2015.
>
>>
>>
>> ActiveTick - 1-minute resolution or tick data (original, unfiltered
>> and unmodified format)
>>
>> https://www.activetick.com/activetick/contents/MarketDataServicesDevelopers.aspx
>>
>> This looks like the best deal. Their Live Support is offline though, and
> I am still waiting to hear back from them.
>

I still have not been able to contact them, so I will give up if I don't
hear back by tomorrow.

The next best deal I found was:

https://pitrading.com/historical-market-data.html

$179 for 1-minute stock data on 1241 US Stocks, going back about 15 years.

My only concern is if the quality is good. Has anyone heard of them?

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