Given the limitation Bloomberg imposes in terms of the number of days you can go into the past when retrieving historical intraday data, what are similarly reliable alternative solutions? I require some data for a one-time research project, so I would ideally want to download or purchase the data just once, without a subscription.
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6 Answers
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Complete intraday data history can be obtained through the Thomson Reuters DataScope Tick History (TRDTH) archive: http://thomsonreuters.com/tick-history
You may ask them for a trial subscription.
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They provide trade and quote and there is also an API.
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You may try HQD software, downloads 1-min interval data from Yahoo or Google Finance http://www.ashkon.com/downloader.html
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Quandl has some good intraday datasets but requires a subscription
FirstRateData has some free datasets for SP500 and major FX, indices.
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https://algoseek.com/ is an option if you are looking for historical intraday stock data in the US market. You can easily download their samples and the dataset you need on their Explore Data page.
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Money.net provide a relative to Bloomberg Terminal solution.
The platform is a web-application, so you don't need to download the desktop client itself. You could also download tick-data in trial 14 period. But I am not sure about limitations. Their product is subscription based, and it's commercial, but I guess they could extend your trial period for academic purposes.
Also, if you are looking for a data for a back-testing your strategy, you should take a look for a playground /sandbox exchange services, like Helix for NYSE and so on.
