Historical Intra Day Data

#1
Hi

I want to backtest various trading systems on Intra-Day data and hence I'm looking for Historical Intra-Day Data (1-minute compression) for
1. Nifty Futures and Bank Nifty Futures
2. Around 10 Nifty Equity Scrips

Ideally, I want data from around two years ago till date. (Basically, 1-min data for these instruments for the period Jan 2009 - Feb 2011)

In my search for the same I have come across the following resources but haven't been able to get what I wanted -

5 minute data for NF and BNF - through this post by rkkarnani - http://www.traderji.com/intraday/48491-ieod_data_nf_bnf_2010-a.html - http://rapidshare.com/files/440528288/NF_BNF.rar

Nifty Futures 5 min Data for 2005-06 and 1-min data from 2007-09 - http://www.4shared.com/file/1HZsg6vD/NIFTY_xy_F1_ 10mar05to31dec10. html

An EOD Database from Soumya's post here - http://www.traderji.com/data-feeds/9111-neat-clean-database.html - http://rapidshare.com/users/MJ80N9/

Intra Day data for the period Apr 2010 - Jan 2011 - http://www.4shared.com/dir/AInB7IuU/ODINtoAB.html - The trouble with this link is that it provides a separate file for every day for every single instrument and I haven't figured out how to quickly combine all of them into one file per instrument for the whole time period.

I'm hoping some of the senior members here might have this kind of historical data which they could upload. Or point to a resource on the net where it might be available.

Thanks
 
#2
Hi

I want to backtest various trading systems on Intra-Day data and hence I'm looking for Historical Intra-Day Data (1-minute compression) for
1. Nifty Futures and Bank Nifty Futures
2. Around 10 Nifty Equity Scrips

Ideally, I want data from around two years ago till date. (Basically, 1-min data for these instruments for the period Jan 2009 - Feb 2011)

In my search for the same I have come across the following resources but haven't been able to get what I wanted -

5 minute data for NF and BNF - through this post by rkkarnani - http://www.traderji.com/intraday/48491-ieod_data_nf_bnf_2010-a.html - http://rapidshare.com/files/440528288/NF_BNF.rar

Nifty Futures 5 min Data for 2005-06 and 1-min data from 2007-09 - http://www.4shared.com/file/1HZsg6vD/NIFTY_xy_F1_ 10mar05to31dec10. html

An EOD Database from Soumya's post here - http://www.traderji.com/data-feeds/9111-neat-clean-database.html - http://rapidshare.com/users/MJ80N9/

Intra Day data for the period Apr 2010 - Jan 2011 - http://www.4shared.com/dir/AInB7IuU/ODINtoAB.html - The trouble with this link is that it provides a separate file for every day for every single instrument and I haven't figured out how to quickly combine all of them into one file per instrument for the whole time period.

I'm hoping some of the senior members here might have this kind of historical data which they could upload. Or point to a resource on the net where it might be available.

Thanks
http://www.desitradermall.com
 
#3
Hi
Thank you for that link.
The data seems to be there all right. But the archived data links on their forums aren't up to date. And individual downloads are capped at only 9 files per day, which is a bit of a #fail. (At 9 files per day, it'll take 30 days to download the data for the last year)

Still, it's better than what I had found so far, so thank you.