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[rawly]

Does anyone have any good recommendations for sources of historical stock prices that give intraday detail in an easily downloadable format?

I googled and hit a number of $50 fee sites, realized I should check stockrants, found davekings googlefinance function (Using Google Spreadsheet to get stock prices ) ... but no. Google finance only gives historical intervals of daily or weekly to put into a spreadsheet (Functions : GoogleFinance - Google Docs Help).

Being an engineer and a wannabe 'quant' here, I wish to test some trading algorithms on historical data. Both short-term and long-term analyses, hence the desire to review intraday data.

Any pointers would be appreciated.. thanks

- rawly

[kuba]

Originally Posted by rawly Does anyone have any good recommendations for sources of historical stock prices that give intraday detail in an easily downloadable format? Being an engineer and a wannabe 'quant' here, I wish to test some trading algorithms on historical data. Both short-term and long-term analyses, hence the desire to review intraday data.

Methinks that tradestation.com offers that and rule-based trading so that you should be able to both develop your rule sets and test them on ~26 years of intraday historical data. It's not very cheap if you're not an active trader ($100 month or free if you have $1M invested).

But then it's a great deal IMHO compared to paying $50/month just for access to historical data. For 2x the price you get historical data and an actual trading platform to execute your orders at level II. They also have a simulator for learning to trade with play money, advanced routing, etc.

[rawly]

Thanks for the heads up on that... alas, I am not active enough (yet!), nor have I hit that first mil. (My brother passed along the common? wisdom that the first mil is always the hardest. And no he isn't there yet either).

I may do a one-time fee to get some representative data for play.

Cheers,

- rawly