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So, most of the free historical stock data sources I have seen posted are not all that great. Yahoo comes the closest with split/dividend adjustments, but Yahoo is also rife with errors. Generally my go to source for free daily data is the free data offered by QuantQuote...

Just an update. For some time, I got live data via my broker where I was colocated (Lightspeed Trading for those interested), but after 4 months (coincidentally right after the 3 months trial period), they pulled a bait and switch and started assessing steep monthly minimums. It was very...

I'm surprised Caltech isn't on the AdvancedTrading or QuantNet list. Caltech turns out a huge number of quants that now occupy high positions at pretty much every single major firm that has a quant trading presence. A few years back anyways, it was rare to make it through a superday without at...

A couple years ago, I started getting into quant trading beginning with daily resolution data and eventually moving to minute resolution data. I started my search for data on this forum and eventually found a great vendor for minute resolution data (QuantQuote for those interested). Now that...

I would like to purchase tick resolution data from 2006 to the present for NYSE/NASDAQ/AMEX. Does anybody have any recommendations for a high quality vendor that is also cost effective?

I thought I would post an update to my original post so perhaps this can help others in the future. First, comprehensive free historical intraday stock data doesn't exist unless you are a student. If you are a student though, see if you can access the Wharton Research Database Services (WRDS)...

Thanks for the info, that was really useful, it could be a good place to start making some calls. Does anybody have some actual experience with a low latency data provider and can provide more specific feedback? There seem to be a plethora of firms out there that all claim to offer services...

One hour latency is trivial. One minute latency is also trivial. It only become difficult when you get down to sub 5 seconds. I was hoping some people on this board would have professional insight on how this is usually done and which providers they use.

My budget is $500-1000/mo. Basically, I need to be able to scan entire NYSE/NASDAQ with around 2 second max latency. The only data I need is most recent bid/ask/trade. Bandwidth should not be an issue on my end (100Mbit connection). Data aggregated from all market centers would be nice (i.e...

can you direct me to some of these threads you speak of? i did a quick search for historical data and was unable to turn up anything.

Does anybody know where I can get free historical intraday stock data? I'd like to try to get 15 minute interval data for a new model I am working on. Alternative, if somebody has this data available already, I would much appreciate it if you were willing to share.