I know you can get historical end of day stock data from both Google and Yahoo, and I'm able to get delayed quotes from Yahoo. I'm looking for free intra day historical stock data, ideally with data at every five minutes or less.
Try opentick, they provide an API for several languages, and also provide free of charge, historical intradaily data. I looked up the data for GOOG once.. 22,000 ticks in one day, along with price, and volume. I've only used their c++ otfeed API, but it gets the job done.
opentick's otfeed API[opentick.com]
If you subscribe to IQfeed for $50/month, they give you 3 years of historical 1-min data on practically all symbols in the US, including futures, and 30 days of tick-by-tick data. You'll need a 3rd party utility such as QCollector to use their historical data API to download the 1-min data files.
We are using them at the moment, they are very good. They are one of a handful of companies that actually provide a reliable feed that doesn't drop out on occasion. For the record, I'm not affiliated with IQfeed in any way (I'm just a user).
I'd also recommend www.kibot.com if you want to buy 1-min data going back 10 years.
We have been able to buy inexpensive 1 minute data for US equities since 1997 from this web site.
IQFeed only has about two years of historical data for stocks. Tick-by-tick data history is 5 days during working hours and 30 days otherwise.
Here is the quote from their site:
30 calendar days of tick (includes pre-post market) and several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data
The company I work has been using one-minute stock data from Pi Trading. Some data goes back over 20 years.
As others have noted, there doesn't seem to be anything for free.
However, some searching reveals that eoddata offers intraday data with API access for $25/month. Unfortunately, historical data beyond a month is limited to less than two years and costs significantly extra up-front to enable extended history.
Still, this may be useful to someone stumbling on this question with slightly different priorities, so there you have it.
I had the same question, when I found this topic. I want historical data of the S&P500 index, to play around. I find all this offers you listed quite expensive, if you just want the historical data of one index. I also don't need it real time. Could maybe somebody, who has paid for the data, download the historical 1min data of the S&P500(in ASCII format for example with QCollector). I would really be happy if somebody could send me this data or upload it (http://www.filedropper.com/). You can contact me (kaweechelchen(at)gmail.com). Thanks in advance