Thanks for the help and web-site, Marco. However, I ended up going with a different mix using the 1-min price data from Pi Trading based on the reviews and feedback from Michael's site.
The big problem with the free quote feeds you list is they only back fill about 14 days, not enough for use in back-testing.Here is a list of free intraday data providers:
Hello,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.
Hi - not to be picky here but just to clarify. The Wharton Research Database Service (WRDS) provides "access" to a bunch of different data sources. Two basics ways of working with WRDS are the web query interface and (for faculty and usually PhD students) unix/linux access via SAS programming. An academic institution pays an annual fee to WRDS to provides the data storage and access methods that this institution can then make use of.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) which has comprehensive historical data in tick resolution. I had access to this, but decided not to use it because it takes quite a bit of time/coding to process it into a more useable format.