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12/04/2007 – 10/10/2008





I can load past 4 years hourly data fine.
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#1
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Cone8
 ( 6.07% )
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#2
What provider?
.. nevermind, I scrolled up and see Tradier. I'm actually surprised that Tradier even has intraday data that far back. I'll see what I can find, but since there's no difference between "Hourly" and "60-minute" bars, just avoid the one that doesn't work for now.
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Cone8
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#3
Okay, it's Alpaca, not Tradier. Like I thought Tradier is less than a year for sure.
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Cone8
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#4
And the answer is that Alpaca won't return intraday data more than 8 years ago. So you can avoid the problem by not requesting anything prior to 2016.

What's happening is that the Data Valet tries to request the same data range with more granular scales .. down to 1 minute. This is going to take a good amount of time, getting 1 day of bars at a time for the last 8 years.

Actually, since the provider supports all "Minute" scales 59 and below, all factors of 60 will be downloaded... 1, 2, 3, 4, 5, 6, 10, 15, and 30.. to attempt to acquire the data you requested.
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#5
thanks for your quick response. I only look for past hourly data from 2008 to 2009, only one year. I wonder if you can just download 1 year of data, instead of downloading from 2008 to 2024.
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Cone8
 ( 6.07% )
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#6
Alpaca will not return intraday data from before 2016.
It doesn't matter how hard you try.
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Cone8
 ( 6.07% )
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#7
I don't want to get in the habit of doing this, but here's a 15 minute data file for SPY back to April 2007.
https://drive.google.com/file/d/1MzJ5lIrw72Pjd4pFpC5o-4a2AKbtmtDK/view?usp=sharing

I recommend that you drop it in your Tradier\15-Minute data folder and put Tradier above Alpaca in your list of historical providers so that it pulls from Tradier. If you requests higher time frames, WealthLab will scale it from this data.
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#8
I can't get sh for hourly in 2018 for 6 month


which broker will provide more hourly data, schwab? fidelity?

it tried to download data, after 200 batches or so, it stopped
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Cone8
 ( 6.07% )
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#9
Generally, brokers give you data to trade with. They're not data providers for backtesting.

You can get long histories only with IB. It's very slow, but works fine if you're only interested in a few symbols.
For a real data provider, use IQFeed.

All About WealthLab Intraday and Realtime Data Providers

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#10
I just pulled your date range of 60m data for SPY from tradestation.

I used the TS UX and was able to pull the data.
I used the WL UX and was also able to access the data.
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#11
Do I need to create account of trade station?
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#12
Yep! Plus have the needed data subscriptions, etc.

Data will be faster than IB or Medved.

I use TradeStation because they are my broker for the variety of trading I do thru them.

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#13
will MEDVED work to download 60 minute data?
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Cone8
 ( 6.07% )
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#14
Like WealthLab's broker extensions, the Medved extension provides connections to multiple brokers through Medved Trader.

For IB, TS, Tradier or Schwab you can use WealthLab's extensions or go through Medved, which also has Fidelity and a few others for U.S. Stocks.

For SPY only, did you see Post #7?
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#15
sorry, I need 60 minutes chart for many symbols, not just spy
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