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AnEdge

Affordable Historical Intraday Data for US Equities and Options

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My focus is automated US equities and options trading and this requires intraday data. Unfortunately buying this is very expensive but I recently found QuantGo.com and they are leasing data access by the month to years of historical intraday institutional data. Pricing for 1 minute OHLC Equities bars is $100 per month or $200 per month for Equities Trades for access to 5 years of data.

 

QuantGo has built a cloud platform where I can run my own computer instances but with immediate access to years of equities, options, futures and news intraday data. While i am still testing it out, I have liked what I have seen so far...it gives me ondemand access to the data and I can save it to my computer instance.

 

Using a a cloud computer instance instead of my local computer, I have to remember to stop them when not using them so that I do not pay for usage. I have setup a windows instance and a couple of linux instances for calculations... it took some time to install my software and tools but now I just remotely login and can immediately work. Still deciding about how much data I should save on my computer instances versus just downloading when I need it...it costs $0.144 per month per Gb for storage versus zero cost if I download data and then discard it.

 

Has anyone else used QuantGo ?

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