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Historical Intraday Market Data

For the serious trader, we have packed over 25 Gigabytes of one minute intraday historical data for over 300 of the most popular and actively traded symbols for stocks, indices, futures, and forex on one DVD-ROM.

FREE Worldwide Shipping or Expedited Electronic Delivery

Features

  • Over 25 Gigabytes of intraday historical data on one DVD-ROM.
  • Consists of 384 of the most popular and actively traded symbols for stocks, indices, futures, and forex.
  • Research quality data for your backtesting, charting, and quantitative analysis needs.
  • Intraday data history is provided in a one minute time interval.
  • Each symbol updated through November 17th, 2017.
  • Compatible with TradeStation, MetaStock, AmiBroker, NinjaTrader, MultiCharts, Excel, Wealth-Lab, and many other products capable of reading ASCII text files.
  • Contains the most followed market indices and breadth indicators.
  • Includes continuous contract data for the popular E-mini futures products.
  • Provides intraday data for the high liquidity forex currency pairs.
  • All E-mini and forex symbols provide both regular and 24 hour sessions.
  • In addition to the most active stocks, it also contains all 30 component stocks for the Dow Jones Industrial Average.

Specifications

  • Each included symbol is stored as a comma-delimited ASCII text file.
  • ASCII is a universal text document format for market data and very flexible in its support and compatibility.
  • Each ASCII file is stored in compressed format (ZIP), which allows for more symbols to be included.
  • Each ASCII data file contains intraday price information in a one minute time interval.
  • Each one minute interval includes Date, Time, Open, High, Low, Close, and Volume fields.
  • The data field is stored and formatted as MM/DD/YYYY.
  • The time field is stored in 24-hour format as HHMM.
  • The one minute time format can be scaled to any time interval of greater duration. For example, from the one minute data provided, time intervals of 2, 3, 5, 10, 15, 30, 60 minutes, daily, weekly, and monthly can be created.
  • All price data is adjusted for corporate actions, including stock splits.

Format

The following is a sample of the format for the first few lines from an ASCII data file:

"Date","Time","Open","High","Low","Close","Volume"
08/29/2014,0930,102.86,102.88,102.68,102.72,1148054
08/29/2014,0931,102.72,102.9,102.72,102.88,250905
08/29/2014,0932,102.88,102.9,102.84,102.88,205223
08/29/2014,0933,102.88,102.89,102.66,102.67,265845
08/29/2014,0934,102.67,102.78,102.67,102.74,196562
08/29/2014,0935,102.74,102.76,102.7,102.76,124446

Sample

Click to download a sample data file for your evaluation.

Pricing and Order

The cost of the Historical Intraday Database, Market Edition is $179 and includes FREE worldwide shipping via USPS. All data is supplied on the one included DVD-ROM. If expedited processing is required, secure electronic delivery within one business day via download is also available upon request.

If you have any questions about this product, please contact us for more information. We are always glad to assist our customers in any way possible.

Symbols

All historical market data is updated through November 17th, 2017. Below is the complete list of included symbols with their corresponding start date for the available intraday data:

Included Symbols

Symbol Description Start Date

Indices

INDU Dow Jones Industrial Average 04/01/93
NDX Nasdaq 100 Index 01/02/97
SPX S&P 500 Index 02/01/83
COMPX Nasdaq Composite Index 01/08/01
RUT Russell 2000 Index 01/02/97
OEX S&P 100 Index 01/02/87
MID S&P 400 Midcap Index 01/02/98
SOX PHLX Semiconductor Sector Index 01/08/01
RUI Russell 1000 Index 01/08/01
RUA Russell 3000 Index 01/08/01
TRAN Dow Jones Transportation Average 01/08/01
HGX PHLX Housing Sector Index 07/08/02
TYX 30-Year Treasury Bond 01/08/01
DXY U.S Dollar Index 08/05/01
VIX CBOE Volatility Index 09/22/03
VXN CBOE Nasdaq Volatility Index 09/22/03
HUI NYSE Arca Gold BUGS Index 01/08/01
XAU PHLX Gold/Silver Sector Index 01/08/01

Futures

ES E-mini S&P 500 Continuous Contract 09/11/97
NQ E-mini Nasdaq 100 Continuous Contract 07/01/99
YM E-mini Dow Futures Continuous Contract 04/05/02
TF Russell 2000 Index Mini Continuous Contract 10/25/01
EMD E-mini S&P MidCap 400 Continuous Contract 01/28/02
QM E-mini Crude Oil Futures Continuous Contract 07/08/02
US 30 Year U.S. Treasury Bonds Continuous Contract 05/13/01

Forex

Forex
USDJPY US Dollar / Japanese Yen 10/21/02
USDCHF US Dollar / Swiss Franc 10/21/02
USDCAD US Dollar / Canadian Dollar 10/21/02
NZDUSD New Zealand Dollar / US Dollar 10/21/02
GBPUSD British Pound / US Dollar 10/21/02
GBPJPY British Pound / Japanese Yen 06/30/03
GBPCHF British Pound / Swiss Franc 10/21/02
EURUSD Euro / US Dollar 10/21/02
EURJPY Euro / Japanese Yen 10/21/02
EURGBP Euro / British Pound 10/21/02
EURCHF Euro / Swiss Franc 10/21/02
EURCAD Euro / Canadian Dollar 03/13/07
EURAUD Euro / Australian Dollar 10/21/02
CHFJPY Swiss Franc / Japanese Yen 10/21/02
AUDUSD Australian Dollar / US Dollar 10/21/02
AUDJPY Australian Dollar / Japanese Yen 10/21/02

Exchange Traded Funds (ETFs)

QQQ PowerShares QQQ 03/10/99
SPY SPDR S&P 500 Growth ETF 07/01/98
DIA SPDR Dow Jones Industrial Average ETF 07/01/98
MDY SPDR S&P MidCap 400 ETF 02/05/99
IWM iShares Russell 2000 Index Fund 06/28/00
BBH Market Vectors Biotech ETF 11/24/99
GDX Market Vectors Gold Miners ETF 05/22/06
OIH Market Vectors Oil Services ETF 02/07/01
PPH Market Vectors Pharmaceutical ETF 02/02/00
RTH Market Vectors Retail ETF 05/02/01
RSX Market Vectors Russia ETF 04/30/07
SMH Market Vectors Semiconductor ETF 05/10/00
XLE Energy Select Sector SPDR Fund 01/04/99
XLF Financial Select Sector SPDR Fund 01/04/99
XLV Health Care Select Sector SPDR Fund 12/22/98
XLU Utilities Select Sector SPDR Fund 01/04/99
FXI iShares China Large-Cap ETF 10/08/04
TLT iShares Lehman 20+ Year Treasury Bond Fund 07/26/02
EEM iShares MSCI Emerging Markets Index Fund 04/11/03
EWJ iShares MSCI Japan Index Fund 07/01/98
IYR iShares U.S. Real Estate ETF 06/19/00
FXE Rydex CurrencyShares Euro Trust 12/12/05
SDS ProShares UltraShort S&P500 07/13/06
VXX iPath S&P 500 VIX Short-Term Futures ETN 01/30/09
SLV iShares Silver Trust 04/28/06
GLD SPDR Gold Shares 11/18/04
USO United States Oil Fund 04/10/06
UNG United States Natural Gas Fund 04/18/07
TNA Direxion Daily Small Cap Bull 3x Shares 11/05/08
TZA Direxion Daily Small Cap Bear 3x Shares 11/05/08
FAS Direxion Daily Financial Bull 3x Shares 11/06/08
FAZ Direxion Daily Financial Bear 3x Shares 11/06/08

Dow Jones Industrial Average Components

MMM 3M Co. 01/02/91
AXP American Express Co. 01/02/91
AAPL Apple Inc. 01/02/91
BA Boeing Co. 01/02/91
CAT Caterpillar Inc. 01/02/91
CVX Chevron Corp. 01/02/91
CSCO Cisco Systems Inc. 01/02/91
KO Coca-Cola Co. 01/02/91
DWDP DowDuPont Inc. 01/02/91
XOM Exxon Mobil Corp. 01/02/91
GE General Electric Co. 01/02/91
GS Goldman Sachs Group, Inc. 05/04/99
HD Home Depot Inc. 01/02/91
INTC Intel Corp. 01/02/91
IBM International Business Machines Corp. 01/02/91
JNJ Johnson & Johnson 01/02/91
JPM JPMorgan Chase & Co. 01/02/91
MCD McDonald's Corp. 01/02/91
MRK Merck & Co. Inc. 01/02/91
MSFT Microsoft Corp. 01/02/91
NKE NIKE, Inc. 01/02/91
PFE Pfizer Inc. 01/02/91
PG Procter & Gamble Co. 01/02/91
TRV Travelers Cos. Inc. 05/07/92
UTX United Technologies Corp. 01/02/91
UNH UnitedHealth Group Inc. 10/10/91
VZ Verizon Communications Inc. 01/02/91
V Visa Inc. 03/19/08
WMT Wal-Mart Stores Inc. 01/02/91
DIS Walt Disney Co. 01/02/91

Most Active Stocks

ABBV AbbVie Inc. 01/02/13
ANF Abercrombie & Fitch Co. 10/01/96
ACIA Acacia Communications, Inc. 05/13/16
ATVI Activision Blizzard, Inc. 05/15/03
AMD Advanced Micro Devices, Inc. 01/02/91
A Agilent Technologies 11/18/99
AKS AK Steel Holding Corporation 03/31/94
AKAM Akamai Technologies 10/29/99
AA Alcoa Inc. 01/02/91
BABA Alibaba Group Holding Limited 09/19/14
ALLY Ally Financial Inc. 04/10/14
AFAM Almost Family, Inc. 02/01/00
GOOG Alphabet Inc. 08/19/04
AABA Altaba Inc. 04/15/96
MO Altria Group Inc. 01/02/91
AMZN Amazon.com, Inc. 05/15/97
AMC AMC Entertainment Holdings, Inc. 12/18/13
AMCX AMC Networks Inc. 06/16/11
AAL American Airlines Group, Inc. 09/27/05
AIG American International Group Inc. 01/02/91
AOBC American Outdoor Brands Corporation 11/06/00
AWK American Water Works Company, Inc. 04/23/08
AMGN Amgen Inc. 01/02/91
APC Anadarko Petroleum Corporation 01/21/91
ANDV Andeavor 01/02/91
ANTM Anthem, Inc. 10/30/01
APO Apollo Global Management, LLC 03/30/11
AMAT Applied Materials, Inc. 01/02/91
ADM Archer-Daniels-Midland 01/02/91
T AT&T Inc. 01/02/91
AN AutoNation, Inc. 01/02/91
AVGO Avago Technologies Limited 08/06/09
AVXS AveXis, Inc. 02/11/16
AAXN Axon Enterprise, Inc. 06/08/01
BIDU Baidu.com, Inc. 08/05/05
BAC Bank of America Corp. 01/02/91
ABX Barrick Gold Corporation 01/02/91
BBBY Bed Bath & Beyond Inc. 06/08/92
BRK-B Berkshire Hathaway Inc. 05/09/96
BBY Best Buy 01/02/91
BB BlackBerry Limited 02/12/99
BLK BlackRock, Inc. 10/01/99
BX Blackstone Group L.P. 06/22/07
APRN Blue Apron Holdings, Inc. 06/29/17
BAH Booz Allen Hamilton, Inc. 11/17/10
BSX Boston Scientific Corporation 05/20/92
BOX Box, Inc. 01/23/15
BP BP p.l.c. 08/01/00
BWLD Buffalo Wild Wings, Inc. 11/21/03
BURL Burlington Stores, Inc. 10/02/13
CCJ Cameco Corp. 03/15/96
CPB Campbell Soup Company 01/02/91
KMX CarMax, Inc. 02/04/97
CAVM Cavium, Inc. 05/02/07
CBOE CBOE Holdings, Inc. 06/15/10
CELG Celgene Corporation 01/02/91
SCHW Charles Schwab Corporation 01/02/91
CAKE Cheesecake Factory, Inc. 09/22/92
CHK Chesapeake Energy 11/06/00
CME Chicago Mercantile Exchange Holdings Inc. 12/06/02
CMG Chipotle Mexican Grill, Inc. 01/26/06
CIEN Ciena Corporation 02/07/97
CRUS Cirrus Logic, Inc. 01/02/91
C Citigroup Inc. 01/03/94
CLNE Clean Energy Fuels Corp. 05/25/07
CLF Cliffs Natural Resources Inc. 01/02/91
CTSH Cognizant Technology Solutions Corporation 01/04/99
CMCSA Comcast Corporation 01/02/91
CNDT Conduent, Inc. 12/13/16
COP ConocoPhillips 01/02/91
GLW Corning Inc. 01/02/91
COST Costco Wholesale Corporation 02/06/97
CREE Cree, Inc. 02/11/93
CMI Cummins Inc. 01/02/91
CSX CSX Corporation 01/02/91
CTRP Ctrip.com International, Ltd. 12/09/03
CVS CVS Caremark Corporation 10/16/96
DECK Deckers Outdoor Corporation 10/18/93
DE Deere & Company 01/02/91
DVMT Dell Technologies Inc. 08/17/16
DNN Denison Mines Corp. 04/19/07
DO Diamond Offshore Drilling, Inc. 10/12/95
FANG Diamondback Energy, Inc. 10/12/12
DKS DICK'S Sporting Goods, Inc. 10/16/02
DG Dollar General Corporation 11/13/09
DLTR Dollar Tree, Inc. 03/08/95
DRYS DryShips Inc. 02/03/05
DSW DSW Inc. 06/29/05
DUK Duke Energy Corporation 01/02/91
DNKN Dunkin' Brands Group, Inc. 07/27/11
ETFC E*TRADE Financial Corporation 08/16/96
EBAY eBay Inc. 09/24/98
EA Electronic Arts Inc. 01/02/91
LLY Eli Lilly and Company 01/02/91
UUUU Energy Fuels Inc. 12/04/13
ETP Energy Transfer Partners, L.P. 02/05/02
EOG EOG Resources, Inc. 01/02/91
EQT EQT Corporation 01/02/91
ETSY Etsy, Inc. 04/16/15
EXC Exelon Corporation 10/23/00
ESRX Express Scripts, Inc. 06/10/92
FB Facebook, Inc. 05/18/12
FNMA Fannie Mae 01/02/91
FDX FedEx Corporation 01/02/91
RACE Ferrari N.V. 10/21/15
FEYE FireEye, Inc. 09/20/13
FDC First Data Corporation 10/15/15
FSLR First Solar, Inc. 11/17/06
FIT Fitbit, Inc. 06/18/15
FIVE Five Below, Inc. 07/19/12
FLT FleetCor Technologies, Inc. 12/15/10
FLR Fluor Corporation 01/02/91
F Ford Motor Company 01/02/91
FMCC Freddie Mac 01/02/91
FCX Freeport-McMoRan Copper & Gold Inc. 11/13/95
GME GameStop Corporation 02/13/02
GPS Gap Inc. 01/02/91
GNRC Generac Power Systems, Inc. 02/11/10
GM General Motors Company 11/18/10
GLBR Global Brokerage, Inc. 12/02/10
GDDY GoDaddy Inc. 04/01/15
GG Goldcorp, Inc. 03/12/99
GPRO GoPro, Inc. 06/26/14
GRPN Groupon, Inc. 11/04/11
GRUB Grubhub Inc. 04/04/14
HAL Halliburton Corporation 01/02/91
HLF Herbalife Ltd. 12/16/04
HOG Harley-Davidson 01/02/91
HIG The Hartford Financial Services Group, Inc. 12/21/95
HCA HCA Holdings, Inc. 03/10/11
HRI Herc Holdings Inc. 11/16/06
HTZ Hertz Global Holdings, Inc. 07/01/16
HPE Hewlett Packard Enterprise Company 10/19/15
HPQ HP Inc. 01/02/91
HLT Hilton Worldwide Holdings, Inc. 12/12/13
HON Honeywell International Inc. 11/06/00
INFO IHS Markit Ltd. 06/19/14
IBKR Interactive Brokers Group, Inc. 05/04/07
ICE IntercontinentalExchange, Inc. 11/16/05
ISRG Intuitive Surgical, Inc. 11/06/00
IQV IQVIA Holdings, Inc. 05/09/13
JCP J. C. Penney Company, Inc. 01/02/91
JBLU JetBlue Airways 04/12/02
JNPR Juniper Networks, Inc. 06/25/99
JUNO Juno Therapeutics, Inc. 12/19/14
KBR KBR, Inc. 11/16/06
KMI Kinder Morgan, Inc. 02/11/11
KLAC KLA-Tencor Corporation 01/02/91
KNX Knight-Swift Transportation Holdings Inc. 07/21/04
KSS Kohl's Corporation 05/20/92
LVS Las Vegas Sands Corporation 12/15/04
LC LendingClub Corporation 12/11/14
LN LINE Corporation 07/14/16
LOW Lowe's Companies, Inc. 01/02/91
LULU lululemon athletica inc. 07/27/07
MNK Mallinckrodt plc 06/17/13
MRVL Marvell Technology Group, Ltd. 06/28/00
MA MasterCard Inc. 05/25/06
MXIM Maxim Integrated Products, Inc. 01/02/91
MDR McDermott International, Inc. 01/02/91
MLCO Melco Resorts & Entertainment Limited 12/19/06
MGM MGM Mirage 01/02/91
MU Micron Technology, Inc. 01/02/91
MOMO Momo Inc. 12/11/14
MDLZ Mondelez International, Inc. 06/13/01
MON Monsanto Company 10/18/00
MS Morgan Stanley 06/02/97
MSI Motorola Solutions, Inc. 01/02/91
NOV National Oilwell Varco, Inc. 12/13/96
NFLX Netflix, Inc. 05/23/02
NWSA News Corporation 09/14/00
NOK Nokia Corporation 04/12/99
NUAN Nuance Communications, Inc. 12/11/95
NUE Nucor Corporation 01/02/91
NTNX Nutanix, Inc. 09/30/16
NVDA Nvidia Corporation 02/12/99
NVR NVR, Inc. 07/01/98
NXPI NXP Semiconductors N.V. 08/06/10
OAS Oasis Petroleum Inc. 06/17/10
ZEUS Olympic Steel, Inc. 03/11/94
ORCL Oracle Corporation 01/02/91
PANW Palo Alto Networks, Inc. 07/20/12
P Pandora Media, Inc. 06/15/11
PE Parsley Energy, Inc. 05/23/14
PAYX Paychex, Inc. 01/02/91
PYPL PayPal Holdings, Inc. 07/06/15
BTU Peabody Energy 04/03/17
PEP PepsiCo Inc. 01/02/91
PRGO Perrigo Company 12/18/91
PBR Petroleo Brasileiro S.A. 08/15/00
PM Philip Morris International Inc. 03/31/08
PIR Pier 1 Imports, Inc. 01/02/91
POT Potash Corporation of Saskatchewan, Inc. 01/02/91
PCLN priceline.com Incorporated 11/06/00
PHM Pulte Homes, Inc. 01/02/91
PSTG Pure Storage, Inc. 10/07/15
QRVO Qorvo, Inc. 01/02/15
QCOM QUALCOMM Incorporated 12/16/91
RMBS Rambus Inc. 05/14/97
RRC Range Resources Corporation 12/31/98
REEMF Rare Element Resources Ltd. 10/27/08
RHT Red Hat Inc. 08/11/99
RIO Rio Tinto 06/03/97
RAD Rite Aid Corporation 01/02/91
ROKU Roku, Inc. 09/28/17
CRM salesforce.com, Inc. 06/23/04
SD SandRidge Energy, Inc. 10/04/16
SLB Schlumberger Ltd. 01/02/91
STX Seagate Technology 12/11/02
SHLD Sears Holding Corporation 01/02/91
NOW ServiceNow, Inc. 06/29/12
SHAK Shake Shack Inc. 01/30/15
SHOP Shopify Inc. 05/21/15
SINA SINA Corporation 04/14/00
SIRI Sirius XM Radio Inc. 09/13/94
SNAP Snap Inc. 03/02/17
SOHU Sohu.com Inc. 07/13/00
SAVE Spirit Airlines, Inc. 05/26/11
SPLK Splunk Inc. 04/19/12
S Sprint Nextel Corporation 02/27/92
SODA SodaStream International Ltd. 11/03/10
SCCO Southern Copper Corporation 01/16/96
SWN Southwestern Energy Company 01/02/91
SQ Square, Inc. 11/19/15
SBUX Starbucks Corporation 06/29/92
RGR Sturm, Ruger & Co., Inc. 01/02/91
SU Suncor Energy Inc. 04/18/97
SWCH Switch, Inc. 10/06/17
SYMC Symantec Corporation 01/02/91
DATA Tableau Software, Inc. 05/17/13
TAL TAL Education Group 10/20/10
TPR Tapestry, Inc. 10/05/00
TGT Target Corporation 01/02/91
TDC Teradata Corp. 10/01/07
TSRO TESARO, Inc. 06/28/12
TSLA Tesla Motors, Inc. 06/29/10
TEVA Teva Pharmaceutical Industries Ltd. 01/02/91
TXN Texas Instruments Inc. 01/02/91
TIF Tiffany & Co. 01/02/91
TWX Time Warner Inc. 03/19/92
TOL Toll Brothers Inc. 01/02/91
TM Toyota Motor Corporation ADS 06/15/92
RIG Transocean Inc. 06/02/93
TRU TransUnion 06/25/15
TRUE TrueCar, Inc. 05/16/14
TWLO Twilio Inc. 06/23/16
TWTR Twitter, Inc. 11/07/13
X U.S. Steel Corporation 05/07/91
UAA Under Armour, Inc. 11/18/05
UPS United Parcel 11/10/99
USFD US Foods, Inc. 05/26/16
VLO Valero Energy 01/02/91
VVV Valvoline Inc. 09/23/16
VNTV Vantiv, Inc. 03/22/12
VRSN Verisign Inc. 02/03/98
VMW VMware, Inc. 08/14/07
W Wayfair, Inc. 10/02/14
WFT Weatherford International Ltd. 09/22/98
WB Weibo Corporation 04/17/14
WFC Wells Fargo 01/02/91
WDC Western Digital Corporation 01/31/91
WHR Whirlpool Corporation 01/02/91
WYNN Wynn Resorts, Limited 10/25/02
WDAY Workday, Inc. 10/12/12
AUY Yamana Gold Inc. 12/05/03
YNDX Yandex N.V. 05/24/11
YELP Yelp Inc. 03/02/12
YRD Yirendai Ltd. 12/18/15
YUMC Yum China Holdings, Inc. 10/17/16
YUM Yum! Brands, Inc. 10/07/97
ZAYO Zayo Group Holdings, Inc. 10/17/14
ZG Zillow, Inc. 07/20/11
ZNGA Zynga Inc. 12/16/11

Indicators

TRIN NYSE Short Term Trade Index 01/08/01
TICK NYSE Issues Up/Down Ratio 07/21/01
TIKI DJIA Issues Up/Down Ratio 01/08/01
ADV NYSE Advancing Issues 11/30/98
DECL NYSE Declining Issues 11/30/98
UVOL NYSE Up Volume 04/10/00
DVOL NYSE Decline Volume 04/10/00
PREM S&P 500 Premium Index 08/06/01
     
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