Historical Time and Sales data - Trading-Lab

milo · #1 07-26-2007, 01:30 PM

is there a software platform or a service which offers historical time and sales data either for free or a fee?

stocktrader · #2 07-27-2007, 05:57 PM

most charting packages should have this. If they show intraday price data going back x number of days, they should have time and sales data too. Have you checked out a few well known charting software platforms?

milo · #3 08-02-2007, 08:31 PM

what I mean is historical time and sales data going back several months..even more than a year. The solution you are suggesting only goes back a few days at most.

Alchemist · #4 08-13-2007, 02:44 PM

I believe NYSE offers such a service. do some further digging here and let us know if you find anything meaningful.

http://www.nyse.com/marketinfo/marke...formation.html

milo · #5 09-17-2007, 08:29 PM

thanks for the link, alchemist. I checked that one out but, hey, the NYSE charges big bucks for historical Time and Sales data (in the $1000s)… I guess that's little bit over my budget

StockOperator · #6 10-02-2007, 04:31 PM

Qcharts datafeed should give you multiple days of Time and Sales data.

Leth · #7 10-07-2007, 03:14 PM

yahoo has time and sales data going back 50 years on some stocks that have actually been around during that period of time. amibroker uses yahoo's information for backtesting...did i mention the information is free.

milo · #8 10-09-2007, 08:31 PM

Quote:

Originally Posted by Leth

yahoo has time and sales data going back 50 years on some stocks that have actually been around during that period of time. amibroker uses yahoo's information for backtesting...did i mention the information is free.

I'm talking about INTRADAY Time and Sales data. does yahoo have that now? last time I checked it didn't.

Leth · #9 10-10-2007, 02:11 PM

i must have misunderstood your question.....

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#1 07-26-2007, 01:30 PM
milo Member Join Date: Jun 2007 Posts: 41	Historical Time and Sales data is there a software platform or a service which offers historical time and sales data either for free or a fee?

#2 07-27-2007, 05:57 PM
stocktrader Junior Member Join Date: Jun 2007 Posts: 20	most charting packages should have this. If they show intraday price data going back x number of days, they should have time and sales data too. Have you checked out a few well known charting software platforms?

#3 08-02-2007, 08:31 PM
milo Member Join Date: Jun 2007 Posts: 41	what I mean is historical time and sales data going back several months..even more than a year. The solution you are suggesting only goes back a few days at most.

#4 08-13-2007, 02:44 PM
Alchemist founder of Trading-Lab Join Date: May 2007 Location: New York, NY Posts: 296	I believe NYSE offers such a service. do some further digging here and let us know if you find anything meaningful. http://www.nyse.com/marketinfo/marke...formation.html __________________ Happy Trading!

#5 09-17-2007, 08:29 PM
milo Member Join Date: Jun 2007 Posts: 41	thanks for the link, alchemist. I checked that one out but, hey, the NYSE charges big bucks for historical Time and Sales data (in the $1000s)… I guess that's little bit over my budget

#6 10-02-2007, 04:31 PM
StockOperator Member Join Date: Jun 2007 Posts: 32	Qcharts datafeed should give you multiple days of Time and Sales data.

#7 10-07-2007, 03:14 PM
Leth Super Moderator Join Date: Oct 2007 Posts: 621	yahoo has time and sales data going back 50 years on some stocks that have actually been around during that period of time. amibroker uses yahoo's information for backtesting...did i mention the information is free.

#9 10-10-2007, 02:11 PM
Leth Super Moderator Join Date: Oct 2007 Posts: 621	i must have misunderstood your question.....