Need historical intraday data, suggestions?

[psergey]

Anyone know any good sources for intraday data for the last several years?

I am looking for 1, 5, and 60 minute historical data for the U.S. stocks that make up the Nasdaq 100 and S&P 100. I would like to go back at least 5 years and need to work in Excel and Amibroker.

I am a student so price is important.

If anyone has any suggestions, please let me know.

Thanks in advance.

 

[kipptrader]

You can try here: Historical Intraday ASCII Database, Stocks Edition

"Contains all component stocks for the Dow Jones Industrial Average, the Dow Jones Transportation Average, the Dow Jones Utility Average, the NASDAQ 100 Index, and the S&P 500 Index. In addition to the component stocks for the major indices, it also contains the most active Exchange Traded Funds (ETFs)"

I know you said you need the S&P 100, but all the stocks of the 100 are part of the S&P 500.

If you don't require volume data, you can also try: One Minute Data on Stocks in the S&P 100 and Stocks of the NASDAQ 100. Again, no volume data is included.

From my use, either will fit your needs.

 

[kipptrader]

Another source I should have added to my last post: 1 minute intraday data. Kibot is known to have distorted volume values, but if you only need OHLC, it might be an option.

 

[psergey]

Kibot is known to have distorted volume values, but if you only need OHLC, it might be an option.

Are the volume values included or missing?

 

[kipptrader]

Are the volume values included or missing?

Let me be more specific: unlike grain that does NOT include volume at all, kibot's volume field is included, just don't use or rely on it as they are kown to be unreliable.

Do your research and compare for your needs, but from personal use, I would lean toward pitrading or grainresearch.