Data source for historical intra-day bid/ask price data for stocks?
FreeStockCharts.com keeps some intra-day trading history.  You have to create an account to look up individual stocks.  Once you create a free account you can get intra-day trading history for the last month (Hourly for past month, 15 minutes for past week, 1 minute for past day).  Going back past one month and it only keeps daily close history. Here is Family Dollary's (FDO) hourly intra-day chart for the past month: Interactive Brokers provides historical intraday data including Bid, Ask, Last Trade and Volume for the majority of stocks. You can chart the data, download it to Excel or use it in your own application through their API.  EDIT: Compared to other solutions (like FreeStockCharts.com for instance), Interactive Brokers provides not only historic intraday LAST**** trades **but also historic BID and ASK data, which is very useful information if you want to design your own trading system.  I have enclosed a screenshot to the chart parameter window and a link to the API description. Check the answers to this Stackoverflow question https://stackoverflow.com/questions/754593/source-of-historical-stock-data a number of potential sources are listed This amazing site will answer all your data questions. You will need some patience and willingness to spend to get the data that you want. A lot of data is available for free too` https://www.quandl.com/
"You can find gold historical prices on the kitco site. See the ""View Data"" button." I dont know if this data is available for the 1980s, but this response to an old question of mine discusses how you can pull stock related information from google or yahoo finance over a certain period of time. You could do this in excel or google spreadsheet and see if you could get the data you're looking for.  Quote from old post: Google Docs spreadsheets have a   function for filling in stock and fund   prices. You can use that data to graph (fund1   / fund2) over some time period. You may refer to project http://jstock.sourceforge.net. It is open source and released under GPL. It is fetching data from Yahoo! Finance, include delayed current price and historical price. I think Infochimps has what you are looking for: NYSE and NASDAQ. I should have been clearer but my point was that the NYSE seems to be blaming third party vendors for reporting invalid test data but their own website reported the same data so it seems like there might be another issue.   Edit: Found the full comment. It seems that NASDAQ distributed the test data and other parties including the NYSE incorrectly displayed it. I can (barely) understand some third parties incorrectly reporting this data but it seems really bizarre that NYSE wouldn't know how to handle this. "The mathematics site, WolframAlpha, provides such data. Here is a link to historic p/e data for Apple. You can chart other companies simply by typing ""p/e code"" into the search box.  For example, ""p/e XOM"" will give you historic p/e data for Exxon. A drop-down list box allows you to select a reporting period : 2 years, 5 years, 10 years, all data.  Below the chart you can read the minimum, maximum, and average p/e for the reporting period in addition to the dates on which the minimum and maximum were applicable." even in Bloomberg intraday data you're limited to 140days. If you want more you need cash, a lot of cash. Just the sheer size of data is ridiculous. Unless you're Blackrock or some big firms like that then probably can't afford to buy it and store it - it won't fit on one Excel file haha I've never seen a dividend, split or other corporate action during the day, but I have seen trade suspended a few times when something big happened. The market opening price is not in general the same as the close of the previous day. It can gap up or down and does frequently. I don't know of an api to find out if the dividend was cash or stock, but stock dividends are a lot less common. "Yes, Interactive Brokers is a good source for live data feeds and they have an API which is used to programmatically access the feeds, you will have to pay for data feeds from the individual data sources though.  The stock exchanges have a very high price for their data and this has stifled innovation in the financial sector for several decades in the united states. But at the same time, it has inflated the value and mystique of ""quants"" doing simple algorithms ""that execute within milliseconds"" for banks and funds.  Also RIZM has live feeds, it is a younger service than other exchanges but helps people tap into any online broker's feeds and let you trade your custom algorithms that way, that is their goal." I've looked into Thinkorswim; my father uses it. Although better than eTrade, it wasn't quite what I was looking for. Interactive Brokers is a name I had heard a long time ago but forgotten. Thank you for that, it seems to be just what I need. "Google Finance certainly has data for Tokyo Stock Exchange (called TYO on Google) listings.  You could create a ""portfolio"" consisting of the stocks you care about and then visit it once per day (or write a script to do so)." Under construction, but here's what I have so far: Schwab Data from 1970-2012: About.com data from 1980-2012: Go to http://finance.google.com, search for the stock you want. When you are seeing the stock information, in the top left corner there's a link that says 'Historical prices'. Click on it. then select the date range, click update (don't forget this) and 'Download to spreadsheet' (on the right, below the chart). For example, this link takes you to the historical data for MSFT for the last 10 years. http://finance.yahoo.com has something similar, like this. In this case the link to download a CSV is at the bottom of the table. I assume you're after a price time series and not a list of S&P 500 constituents?  Yahoo Finance is always a reasonable starting point. Code you're after is ^GSPC: https://finance.yahoo.com/quote/%5EGSPC/history?p=^GSPC  There's a download data button on the right side. About 10 years ago, I used to use MetaStock Trader which was a very sound tool, with a large number of indicators, but it has been a number of years since I have used it, so my comments on it will be out of date. At the time it relied upon me purchasing trading data myself, which is why I switched to Incredible Charts. I currently use Incredible Charts which I have done for a number of years, initially on the free adware service, now on the $10/year for EOD data access. There are quicker levels of data access, which might suit you, but I can't comment on these. It is web-based which is key for me. The data quality is very good and the number of inbuilt indicators is excellent. You can build search routines on the basis of specific indicators which is very effective. I'm looking at VectorVest, as a replacement for (or in addition to) Incredible Charts, as it has very powerful backtesting routines and the ability to run test portfolios with specific buy/sell criteria that can simulate and backtest a number of trading scenarios at the same time. The advantage of all of these is they are not tied to a particular broker.