I was able to get daily data easily from several sources. However, intraday data has been quite challenging. I tried 2 extensions one with Interactive brokers which kept getting disconnected constantly despite me following instructions per screen shots and another extension that broadened data sources but none of them seem to work well with intraday data upload. Has anyone successfully imported intraday including 5min, 30min, 60min data without issues? if so, from what source?
Rename
The best one is IQFeed but it’s expensive.
Providers other than mentioned with support for intraday data: TDA, Alpaca. In DataExtensions:
* AlphaVantage (unchecking "Use fast data loading" brings complete data)
* TwelveData (data since 2020 only)
* Tiingo (IEX sourced data only, not from major exchanges)
Both AV and 12D are prone to serious throttling in free mode.
* AlphaVantage (unchecking "Use fast data loading" brings complete data)
* TwelveData (data since 2020 only)
* Tiingo (IEX sourced data only, not from major exchanges)
Both AV and 12D are prone to serious throttling in free mode.
QUOTE:Was that in delayed mode or do you have an account?
Interactive brokers which kept getting disconnected constantly..
Intraday from IB is actually quite good, but the API throttles historical downloads severely and many requests have to be done in batches to build the history cache. Once you have a history though, updating is fairly quick. If you're concentrating on maybe a dozen symbols, IB should work out fine - especially using Streaming Bars in the Strategy Monitor.
If you told us what your needs are, we could suggest a "best" option.
Thanks Eugene/Cone. I am looking for intra day data for all S&P stocks, so not a select few. I will try IQFEED. Thanks!
Definitely IQFeed for a broad universe.
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