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6 New Ways to Download Free Intraday Data for the U.S. Stock Market

Updated on 2018-07-25





Recently we updated our very popular blog post about different ways to download free EOD data. We removed the data sources that are no longer working and added new ones.

Today we decided to do the same to the old list of free intraday data providers, so here is the updated list:


Google Finance

Google Finance is one of the intraday data source that was listed in the previous article.

In order to download data, you need to use the following URL:
The URL format is: https://www.google.com/finance/getprices?i=[PERIOD]&p=[DAYS]d&f=d,o,h,l,c,v&df=cpct&q=[TICKER]

[PERIOD]: Interval or frequency in seconds (60 means 1-min)
[DAYS]: Historical data period, where "10d" means that we need historical stock prices data for the past 10 days.
[TICKER]:Ticker symbol of the stock

Here is an example:
https://www.google.com/finance/getprices?i=60&p=10d&f=d,o,h,l,c,v&df=cpct&q=GOOG

Note that the data is available for several countries. You can find the full list here:
https://www.google.com/intl/en_ca/googlefinance/disclaimer/?sa=X&ved=0ahUKEwiSt8DTkaTcAhVs6IMKHbDXD2oQ1AEIUg

You can get data in QuantShare using the following downloader: Intraday Data for US Stocks


Yahoo Finance

Yahoo was also listed in the previous article and it is one of most used data sources for stock data.
It allows you to download intraday data for several stock markets.
You can get data for about 62 exchanges, however, unlike the Google downloader which gets data for the past 10 days, the Yahoo one provides data only for past five days.

Symbol Lookup: https://finance.yahoo.com/q?s=&ql=1

You can get data in QuantShare using the following downloader: Intraday Quotes for Major Stock Exchanges


AlphaVantage

AlphaVantage is a new free API provider for historical, intraday and real time data on stocks.

In order to use their API, you need to register and get a free API key on their website.

Their documentation can be found here:
https://www.alphavantage.co/documentation/

Example of usage:
https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=MSFT&interval=1min&apikey=demo

In the above example, MSFT (Microsoft) ticker symbol is used. You will also need to replace the apikey (demo) with your own key.

You can use QuantShare to download real time intraday data using the Alphavantage downloader:
Intraday Historical Data - Alphavantage


IEX

IEX (Investors Exchange) is a stock exchange based in the United States. It offers free real time, end-of-day and Intraday data.

You can easily download 1-min data without any API key by using the following URLs:
https://api.iextrading.com/1.0/stock/aapl/chart/date/20180629 (Data available for the past 30 calendar days).

To get the most recent day data (include real time updates):
https://api.iextrading.com/1.0/stock/aapl/chart/1d

Note that the new premium version of QuantShare supports the free IEX real time feed.


Finam

Finam is a Russian website that provides data for the stock, futures, ETF and Forex markets. The data is available for only very highlight capitalized securities, however for these securities you can download several months worth of tick data.

Here is how to download stock data:

- Use Google translate to translate this Russian website
- Browse the following URL: https://www.finam.ru/analysis/profile041CA00007/default.asp
- In the top form, select "U.S. Stocks (BATS)" then select a stock (Example: Exxon Mobil)
- Select the start/end dates and frequency (Example: 20.04.2012 -> 24.04.2012 and tick data)
- Click on the "Get the file" button to download stock data in CSV format


Stooq

Stooq is a company based on Poland offering a financial portal and the ability to display data for numerous securities.

Previously, Stooq was offering the ability to get 5-min data in CSV and Metastock format for all securities in a single file.
Unfortunately, that ability is no longer available. However, you can still get data per symbol by browsing a security URL:
https://stooq.com/q/a2/?s=^spx&i=1&t=c&a=lg&z=530&ft=201807101819&l=0&d=1&ch=0&f=0<=58&r=0&o=1 (Example for ^SPY)

Click on the "csv" button at the bottom to download the data.


Here is a table that summarizes these different free intraday data providers:














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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.