Historical Minute Data for Algorithmic Backtesting

#1
Hello,

I have been trying hard to find historical minute data (free or paid) for Backtesting Algorithms.

If any of you are doing Backtesting, can you tell me how you are doing it? Are you doing it with EOD data? Does Backtesting EOD data actually help?

It would be great if the data is survivorship bias free and dividend adjusted.
 

Algo

Active Member
#2
Hello,

I have been trying hard to find historical minute data (free or paid) for Backtesting Algorithms.

If any of you are doing Backtesting, can you tell me how you are doing it? Are you doing it with EOD data? Does Backtesting EOD data actually help?

It would be great if the data is survivorship bias free and dividend adjusted.
What kind of strategies are these? Have you done it over a charting tool. I thing Ticker Plant might be your requirement. You might take data from Yahoo finance or google as well.
 
#3
hello,

i have been trying hard to find historical minute data (free or paid) for backtesting algorithms.

If any of you are doing backtesting, can you tell me how you are doing it? Are you doing it with eod data? Does backtesting eod data actually help?

It would be great if the data is survivorship bias free and dividend adjusted.
if u want i can help you
 
#4
Hello,

I have been trying hard to find historical minute data (free or paid) for Backtesting Algorithms.

If any of you are doing Backtesting, can you tell me how you are doing it? Are you doing it with EOD data? Does Backtesting EOD data actually help?

It would be great if the data is survivorship bias free and dividend adjusted.
I am interested in this data set too. Have you been able to make any headway? Thanks.
 
#5
What kind of strategies are these? Have you done it over a charting tool. I thing Ticker Plant might be your requirement. You might take data from Yahoo finance or google as well.
Honestly, I don't have any strategy in mind as of now. I wish to play around with few strategies and how they perform when the market trends aren't upward.

Yahoo finance and Google don't give me historical minute data. They only give minute data for last day, though they have historical EOD data.

I'm trying to backtest ordering in realtime market scenario with minute data.
 
#8
Sorry, I haven't got anything. I have been scraping Yahoo! daily minute data for past few months. But it isn't helping much. I want data over past few years.
Thanks for getting back to me.

Would you be open to sharing this data with me? That much data is plenty for me to at least to get my backtesting infrastructure going.

And would you mind telling me how you are scraping the minute data? Say for example I want to scrap a specific stock's prices for today, how would I do it? I am not seeing the specific URL on Yahoo! finance's website that would let me download it (I am able to see the chart though).
 

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