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Minute-level Stocks data - free/inexpensive?

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    Minute-level Stocks data - free/inexpensive?

    I need minute level data (can be delayed, not real-time) for backtesting stocks and ETFs.
    Which of the many providers have the best price/offer for this? In the data provider table (in Help Guides) I see Kinetick, Barchart, IB, IQFeed, eSignal, etc

    Also, is it easy to download historic data from IB? I have an account there, but wasn't sure if their data is only a few days back and for real-time access, not for backtesting..

    thanks
    Kiran

    #2
    Hello Kiran,

    Our preferred market data service is Kinetick. Real time service starts as low as $55 per month. If you trade CME Globex products, you can have these exchange fees waived if you have a qualified brokerage account. This service is only available for NinjaTrader. Please visit www.kinetick.com for more detailed information.

    Yes, you can download historical data while connected to Interactive Brokers in NinjaTrader. However historical tick data is not supported - only historical minute and day data is supported with IB in NinjaTrader. You can find the IB connection guide at the link below.
    JasonNinjaTrader Customer Service

    Comment


      #3
      I connected to Interactive Brokers TWS to download 250 days of 1-minute data for US Stocks/ETFs.
      Batch download of 5 symbols/chart violated their policy, so I opened a new chart for each symbols and left a 15 second gap between charts. In fact, I even waited for 1 chart to complete before starting the next chart (more like 1 minute gap). However, it still flags a policy violation - see log of error messages below

      How do i download data for around 25 ETFs? If there's a faster process please advise.

      thx
      Kiran

      Date Category Message
      8/25/2015 16:49 Default Error on loading chart data for 'FXB Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation
      8/25/2015 16:43 Default Error on loading chart data for 'BSV Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation
      8/25/2015 16:43 Default Error on loading chart data for 'EEM Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation
      8/25/2015 16:43 Default Error on loading chart data for 'BND Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation
      8/25/2015 16:43 Default Error on loading chart data for 'DBC Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation
      8/25/2015 16:43 Default Error on loading chart data for 'CYB Default': IBdata: NinjaTrader has reached an IB limitation for historical data requests. IB may reject all historical data requests for the next five minutes: Historical Market Data Service error message:Historical data request pacing violation

      Comment


        #4
        Unfortunately IB has a limitation in place which allows you to load only so much historical data. Please wait 5 minutes and you will be able to load additional data again. I am not aware of a way to bypass this limitation.
        JasonNinjaTrader Customer Service

        Comment

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