- ago
Does anyone know of a good source for free US intraday stock data going back 2 - 5 years? I realize there is good data out there that you can buy for good money. But I want to test first if I can handle intraday data before buying.

I am grateful for any tip! Thanks!
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- ago
#1
99% of my strategies are written specifically for one minute scale to run intraday only with closeout before end of day, and with no pre/post market trading. Although the pre/post market data is used in indicator value calculations.

From my experience, I'd say you need to start with maybe 20 symbols and about 3 to 6 months of intraday data to see plenty of variations in market action. Its enough to make my head spin. I wouldn't worry about getting 2 to 5 years of intraday data.

Also, you'll see a lot of price action from 9:30 (EST) to 10:00 (EST) on a one-minute scale and then a bunch of consolidation after that (but not always). Bring up a few charts and you'll see that. Look at the one-minute chart and then the 5-minute chart. The 5-minute will be telltale on a lack of price action after 10 AM. After 10 AM can be poison to a strategy that runs decent from 9:35 to 10:00.

Another thing is if you trade on stocks that have high intraday action, beware that that can hold true for post/pre market as well. Some stocks can have massive overnight swings of like 3 to 5% which is why I always close out before end of day.
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Cone8
 ( 21.52% )
- ago
#2
All WealthLab-supported brokers have intraday data.
Otherwise, for free you can get a little with AlphaVantage - not 2 to 5 years though.
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