Through our partnership with FirstRateData we provide downloadable csv files for historical intraday data on over 1000 US stocks and ETFs from 1999 to 2020
All datasets are in .csv (comma-separated value) format and zipped to minimize download times. Most individual files will be over 100MB in size and cannot be opened directly opened in Excel (doing so may truncate the file), to use the data in Excel first open in notepad and copy/paste to Excel or smaller csv files. The datafiles can be safely opened in trading applications such as MetaTrader.
The datasets do not contain bars with zero volumes. These 'filler' bars do not provide any trading information and can significantly increase file sizes.
Datasets are updated on a monthly basis at the start of each month.
The 1-minute bars will not always match the exchange's official open and close prices (e.g. the open price on the first bar may not match the exchange's official open price on that day). This is because exchanges often have specific rules on the type of trade that qualifies as an official open/close whereas the bar data includes all trades for the time interval.