I am looking for historical intraday for US futures and equities ideally for the past 10 years. Looking through Amibroker's supported data sources listed http://www.amibroker.com/guide/h_quotes.html, it seems like iQFeed is my only option.
I was about to go with eSignal but realized that they provide only historical intraday data for 1 year? Am I right?
There is also a new provider in town natively supported by Amibroker, dxFeed.
Looking for opinions on what is the best option for me.
eSignal offers "extended intraday history" add on that gives something like 10+ years of intraday data.
So it seems like their 10+ years of intraday data is only available in their 'Elite' package which is prohibitively expensive at $359 per month. Is there a cheaper source that provides quality data? I'm guessing my only options are iQFeed or dxFeed (untested with Amibroker yet).
Interactive Brokers also offers intraday data but short (~1 year). IQFeed for you would be best choice.
Thanks yes, seems like it. At 92$ per month, it is not cheap but still the cheapest. Do you have an opinion on dxFeed since you didn't mention anything about them and I see that they are actually cheaper than iQFeed?
Interactive brokers doesn't provide 'clean' data so it is not an option unfortunately.
@gambleditall for csv files of historical (no real time data feed) intraday futures data you may want to look at Kibot (intraday data back to 2009). They also have stock and ETF data. Of course the more data you want the more expensive it gets. ie 1 minute historical data is more expensive than 5 minute data, and that is more than 30 minute data, etc etc.
Hey thanks, seems like their intraday data for top 10 contracts is in the 70-220$ range though. At that price why not just subscribe to IQFeed?
It's a one time fee. Not a monthly fee. This is for historical data not real time ongoing feed (although they have a daily update subscription I think). I have not used this service so can't really tell you anything that isn't on their web site.
The idea I think is to buy 11 years of historical intraday data. Develop and backtest your strategies. Once you are ready to trade then subscribe to a real time service and you don't need to purchase their historical package (I'm not sure how much historical data you get from eSignal or DTN IQ and for how much $).
Yes I understand but IQFeed gives a 1 month free trial so you could just hop on their service, download the data and then test it that way for free. I maybe wrong but this is my understanding.
Check
You might consider Norgate Futures'
IMHO, the real prize would be intra-day data that is also adjusted for splits and dividends, without which you won't be able to filter the symbol universe down to an acceptable amount of trade candidates (if referencing more than one singular day of data). Nor will you be able to hold overnight positions due to the corrupt nature of split and dividend price gaps.
Another plus as well as would be pre and post market session data.
Norgate is good for daily data but doesn't provide intraday afaik.
Yes, does such data exist?
Norgate Stock and Futures data is EOD and is not intraday. AFAIK.