Historical tick data? Broad range of stocks?
May 21, 2009 6:13 PM   Subscribe

I am looking for something similar to Reuters DataScope Tick History, or something that can provide historical data for thinly traded securities. Most importantly I would like to download this in a structured format so I can manipulate this. <$5k or something with student discounts would be a huge plus. I do not need a real-time feed.

How's Interactive Broker's API? Does it cover a broad range of securities, derivatives, etc.? Especially historical data? It looks okay, has anyone used it?

I don't need a brokerage account, I don't need it to have the capability to trade, I just need the data.
posted by geoff. to Work & Money (5 answers total)
If you are a student, as is implied in the student discount, your university might have a Bloomberg terminal somewhere. I haven't used one, but I understand that they have tons of historical data available. I don't know if it is at the tick level, though.
posted by procrastination at 6:20 PM on May 21, 2009

Yeah since you're a student I would start with the business school library if you have one, otherwise your campus library. They may well subscribe to a service like this already, or at least can point you in the right direction. Also reach out to profs or other students (the investment club would be a good place to start).
posted by zachlipton at 7:38 PM on May 21, 2009

If they offer any student discounting, it comes right into your price range..
posted by gomess at 8:23 PM on May 21, 2009

Check TeleChart
posted by JohnnyGunn at 9:27 PM on May 21, 2009

I'm taking a community college course in French... I think I might try IB. NYSETAQ looks good except no OTC, but that might not be that bad of a deal considering the price. $2,600k a mo. is pretty steep, I might need to convince someone to go in on it with me. IB looks to just require $10k in a brokerage fee plus something like $10 / mo. if you don't trade. Not a bad deal, especially if I move all my investments over to IB and setup an IRA ($4k or something for that)? I'll ask IB if they offer historical data, which I doubt. It looks like their API is more for program trading and real-time analysis.
posted by geoff. at 10:37 AM on May 22, 2009

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