How to get the data for intra-day candlestick charts for stocks on eg Nasdaq

Question

Hi, For a learning exercise, i'm wanting to create candlestick (stock) graphs for stocks using zedgraph.

Now on google finance, i can get daily open-high-low-close data which is perfect for making these graphs, but i'm wanting to create intra-day graphs, eg open-high-low-close data for an hour (or 5 mins, or 1 min even).

Is there any way to get that kind of data without having to subscribe to any expensive service? I've heard opentick mentioned in an old SO question, but their site is defunct now.

I was thinking of polling google finance once a minute to get the latest stock price, then with an hour's worth of 60 prices, i could then roughly calculate the open-high-low-close, but this is a bit of an estimation and i'm open to other suggestions.

Cheers all.

Answer 1

I use IQFeed as my data feed for prices. I use it to get tick data but i know they have 1 minute data going back a couple of years. The service is not expensive. I pay around $65 per month. Keep in mind that professional data feeds can be considerably more expensive. Polling Google once a minute for any reasonable number of stocks will definitely get you shut off.

Keep in mind that there is really no free lunch in financial data. The stock exchanges charge the distributors to be able to show it to you or let you download it.

Answer 2

"You wanna make money, you gotta spend money!".

I have also been recommending XIgnite to people wanting API access to market data. However they take an 'on-demand' rather than a feed driven approach, and their range of APIs tend to be focused at historical EOD rather than intraday (although you can get the live price, or intraday VWAP prices).

Answer 3

You can also go to one of the companies that sell ready-to-use text files with intraday quotes. You can then later import that into a software and use it for charting or backtesting. For example: http://www.kibot.com/

Answer 4

Ameritrade's API gives you access to realtime quotes and historical data, amongst other things. You can use their API to get data for your custom trading platforms. Using it is free, but you have to have an Ameritrade account to use it: http://www.tdameritrade.com/tradingtools/partnertools/api_dev.html.

If you have some cash that you can put into an account, then it would probably save you a lot of money over paying for one of the more expensive data services.