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Cheap historycal L1 data for stocks


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  #1 (permalink)
 MrGekko 
Cegled/Pest/Hungary
 
Experience: Advanced
Platform: SierraCharts+own platform
Broker: a lot
Trading: Stocks,FX
Frequency: Many times daily
Duration: Seconds
Posts: 18 since Apr 2015
Thanks Given: 4
Thanks Received: 7

Does anyone know where to get cheap L1 stocks data?
I just need maybe 2 months of data of the top most traded stocks to test one particular strategy.
Thx.


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Can you help answer these questions
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  #2 (permalink)
 bbking 
Boston, MA USA
 
Experience: Intermediate
Platform: SierraChart
Trading: ES
Posts: 16 since Jun 2018
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MrGekko View Post
Does anyone know where to get cheap L1 stocks data?
I just need maybe 2 months of data of the top most traded stocks to test one particular strategy.
Thx.

You can get 5 years of 1 minute bars on US equities from https://polygon.io for $29. Just subscribe for a month and then cancel
after pulling your data.

https://www.thetadata.net/ is another to check out.


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  #3 (permalink)
 MrGekko 
Cegled/Pest/Hungary
 
Experience: Advanced
Platform: SierraCharts+own platform
Broker: a lot
Trading: Stocks,FX
Frequency: Many times daily
Duration: Seconds
Posts: 18 since Apr 2015
Thanks Given: 4
Thanks Received: 7



bbking View Post
You can get 5 years of 1 minute bars on US equities from https://polygon.io for $29. Just subscribe for a month and then cancel
after pulling your data.

https://www.thetadata.net/ is another to check out.

Thank you. I have decided to go with polygon. For 200 USD, I was able to download years of NBBO and tick data. I am currently validating the data as I have found some discrepancies. But sofar it seems like a good value.


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