alpha vantage is new on the scene and might be worth a look. The website documentation is not very good, but coverage appears to be global and the price is free.
I do not understand their business model – how they make money enough to support their service. The list of markets and issues needs to be posted. I have asked them for that. You need a key, which is available free and comes by return email within seconds of the request. The website claims data will be “free forever.”
That said, the historical data is extensive. There are APIs for several applications. Intra-day data requests result in real time (not delayed) prices. For example, if you download SPY at 3:58 Eastern time, two minutes before the close, the price returned is real time. I have a master date list for days the NYSE has been open for trading. After downloading daily data for several liquid issues, and synchronizing dates, I checked for missing data and bad quotes. The data is pretty clean.
The availability of historical data depends on the exchange and issue, but most of the series I have downloaded for testing have 20 years daily data – or from first trade if that is more recent. Granularity is as fine as one minute. More granular implies shorter history.
If anyone knows more about the company, the service, and the data, please port.