Intra-day 1-minute ETF (US markets) historical data download

J

jliu66

Dear my friends,

Do you know where I can download intra-day 1-minute ETF (US markets) historical data? I am trying to backtest one intra-day system. ideally I can download all liquid ETF traded in US and free is the best as I have not started to trade yet?

Thanks so much in advance.

John
 
opentick :: home ........ but they are not accepting new subscriptions at the moment, as they are upgrading their infrastructure. Historical 1 min data is free for all US stocks (when you get a subscription).
 
Thanks so much. DO you know they have ETF data traded in the US markets? How good is the data quality? Thanks.

john
 
jliu66 said:
Thanks so much. DO you know they have ETF data traded in the US markets? How good is the data quality? Thanks.

john
Click to expand...

I have had some problems with historical data for ETFs and Opentick, but that *might* be my code (eg wrong exchange codes) and I haven't followed it up as I get ETF data that I want from InteractiveBrokers (account needed).

OpenTick is supposed to have ETFs - you could have a read thru or post a query on their support forum.

Some of the data more than a couple of years old is a bit ropy, but the more recent data seems pretty good. There is also supposed to be tick data for all the instruments as well, and real time streaming data if you pay the exchange fees which for Level I equities is just $3 per month. The API is decent. The real time ETF data is OK but not super fast and not for scalping.
 
Thanks so much. Do you trade ETF? Are you use InteractiveBrokers for the execution? How much do you pay the commission and long/short financing cost?
 
Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
 
HI, Alex,

Well, That's great. Thanks so much in advance. Opentick do not take new account application at this moment.
Here are some tickers I like to have intra-day data with 1-minute if you can. Thanks a lot in advance.

SPY
IWM
QQQQ
SKF
XLF
XLE
DIA
EEM
QID
OIH
UYG
SDS
USO
EWZ
GLD
MDY
QLD
EFA
IYR
RTH
SSO
DUG
FXP
DXD
TWM
SRS


john
 
Hi, Alex,

If you could, 2 year most recent data from 20070901 to 20080917.

Thanks so much in advance.

Kindly regards,

John
 
eSignal On Demand

jliu66,

You could do this in eSignal On Demand with 1 minute bar charts and do the back testing. Product provides both the data and the software for ETFs.

eSignal OnDemand

Chuck
 
Hi, Alex,

Really appreciated and really nice help. Are you working in US or Europe? Maybe we should have more chat

Have a great week/

John
 
Hi, Alex,

Sorry. Finally I figured out a way to download the file completely. So you do not need to do anything. Thanks so much again.

Best,
John
 
Hi A_B,

That is very kind of you to share that data. I am a newb and found opentick and got excited about it, only to see that they are not taking new members, and then in their forums it seems like they haven't taken new members for a while now. So, I went back to Google and found this forum!

I downloaded the data from RapidShare, but I am trying to develop a model which includes the most recent intraday volatility, and I was wondering if you don't mind sharing another file with just the last 30 days (or since you uploaded the previous one) and just for SPY or QQQQ.

Thanks again very much,
Brian
 
Opentick

A_B said:
Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
Click to expand...

Greetings,

I found your post because I was searching the web for open tick or any other viable alternatives since they aren't accepting any new clients. Do you still have access to opentick? If so, could I receive some futures data for a fee?
 
A_B said:
Hi John,

What ETF symbols and what period do you need? I have opentick account and I can download historical data for you.

Alex
Click to expand...

Hello This is David , chicago based trader , am experienced with daily data but now experimenting with intraday pair trading for sso and sds ,

Can someone please help email me last several years of intraday data 10 mins interval , would share my model with whoever helps , thanks in advance .

email : [email protected]
 
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