Buy Historical Data

Here you can select data packages you are interested in or contact us with your custom order requirements. Click on the "Details" link below each package name to find more information about the files that are included. Press the "Continue" button to place an order or to get a quote.

Important notes

Categories

Data packages below are organized into several sections according to the instrument types they contain. You can use the links below to skip scrolling and quickly access the section you are interested in:

  Volume discounts       Forex
  Stocks       Indexes and indicators
  ETFs       Canadian stocks
  Stocks and ETFs       OTC Bulletin Board (OTCBB)
  Futures       Custom data orders

Contact us

For custom orders or questions, please use the contact form at the bottom of this page.

  Free historical data for your quality analysis

Files below contain one minute and tick data for a few selected instruments. We are providing this data so you can see what will the purchased data look like.

You can download the files below and freely use them in your analysis. If you have any existing data, we encourage you to compare it with our data to check for any discrepancies.

We have used the same data to create our high frequency trading systems and to achieve the best performing trading system status on Collective2, the leading web site for trading system analysis.

Tick data format explained

The order of fields in the tick files is: Date,Time,Price,Bid,Ask,Size. Our bid/ask prices are recorded whenever a trade occurs and they represent the "national best bid and offer" (NBBO) prices across multiple exchanges and ECNs.

For each trade, current best bid/ask values are recorded together with the transaction price and volume. Trade records are not aggregated and all transactions are included in their consecutive order. Our intraday data format is explained on this web page.

Free intraday data

Free tick data with bid/ask

IBM (International Business Machines)
Regular session data from Jan 1998       
WDC (Western Digital)
Data from Sep 2009       
   
OIH (Market Vectors Oil Services ETF)
Regular session data from Dec 2011       
IVE (S&P 500 Value Index)
Data from Sep 2009       

  Volume Discounts - Buy More and Save!

   1.  Subscription, over 2 years of data and API access


Data updates, over 2 years of daily and intraday data for all stocks and ETFs, full access to API and FTP. For more information about our subscription service, please visit this web page.

  • Over 2 years of all stocks (7332 files since 1/1/2013)
    daily, one minute and higher interval adjusted and unadjusted data.

  • Over 2 years of all ETFs (1836 files since 1/1/2013)
    daily, one minute and higher interval adjusted and unadjusted data.

  • Access to our historical data API service.

  • 30 minute delayed stocks and ETFs data during trading hours.

  • Daily, weekly, monthly updates and complete archives over FTP.

Only $100/m

   2.  All intraday + daily data


Over 17 years (since 1998) of one minute adjusted and unadjusted
intraday and daily data for all US stocks and ETFs:

Total: 9168 files and 145 GB uncompressed
Downloadable size: about 37 GB in a compressed format. Calculate the approximate download time using this download time calculator.

Only $1800 ($2800)

   3.  All tick + intraday + daily data


Over 6 years (since 2009) of tick data with bid/ask prices
and over 17 years of one minute intraday and daily data for:

Total: 36,474 files and 1.47 TB uncompressed
Downloadable size: about 350 GB in a compressed format. Calculate the approximate download time using this download time calculator.

* Tick data unavailable for indexes
* Bid/Ask values not available in tick data for most OTC stocks
* Total number of files represents the sum of both tick and intraday files
* Total size represents the size for both tick and intraday data

Only $4800 ($10700)

   4.  Ultimate Data Package


Tick (with bid/ask), one minute Intraday and Daily data for:

Total: 63,674 files and 4.6 TB uncompressed
Downloadable size: about 950 GB in a compressed format. Calculate the approximate download time using this download time calculator.

* API subscription also includes daily, weekly and monthly FTP data updates
* Tick data unavailable for indexes
* Bid/Ask values not available in tick data for some OTC stocks
* Total number of files represents the sum of both tick and intraday files
* Total size represents the size for both tick and intraday data

Only $7900 ($19900)

  Stocks Historical Data

   Top 50 most liquid Stocks  -  Stats...

   Top 200 most liquid Stocks  -  Stats...

   Dow 30 historical data

   NASDAQ 100 historical data

   S&P 100 historical data

   S&P 500 historical data

   Russell 1000 historical data

   Russell 3000 historical data

   All Stocks historical data

  ETFs Historical Data

   Top 50 most liquid ETFs  -  Stats...

   Top 200 most liquid ETFs  -  Stats...

   All ETFs historical data

  Stocks and ETFs Historical Data

   Top 50 most liquid Stocks and ETFs  -  Stats...

   Top 200 most liquid Stocks and ETFs  -  Stats...

   All Stocks and ETFs historical data

  Futures Historical Data

The order of values in tick files is: Date,Time,Price,Bid,Ask,Size. Price is the transaction price, bid/ask are the best bid ask at the moment of transaction and size is the number of futures contracts exchanged.

   All Continuous Futures Contracts historical data

   All Futures Contracts historical data

  Forex Historical Data

Tick data for Forex consists of bid and ask prices. Unlike stocks, futures and some other markets, Forex market is not organized around a central exchange. As a result, transaction price and volume data is unavailable. In order to preserve compatibility with our regular tick data format, we have included Price and Volume in the data. The order of fields is Date,Time,Price,Bid,Ask,Volume. Price is always equal to Bid and Volume is always 1.

   Top 10 Forex Pairs historical data

   Top 25 Forex Pairs historical data

   All Forex Pairs historical data

  Indexes and Indicators Historical Data

   Top Indexes and Indicators historical data

   All Indexes and Indicators historical data

  Canadian Stocks Historical Data

   All Canadian Stocks historical data

  OTC Bulletin Board (OTCBB) Historical Data

   OTC Bulletin Board (OTCBB) Historical Data

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Flexible Payment Methods

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Instant Download

We have made it very easy for you to get the historical data you need. Our automated ordering system will process your order online and, in most cases, allow you to download products immediately or after no more than an hour. Most custom orders take no longer than 24 hours to process. Credit card payments are processed within seconds, and clients receive their products without delay.

  Contact Us

Custom orders or questions

You can fill out the form below to send us any questions you may have or to tell us about your custom order requirements.

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