Where to find sample intraday data? One to two days or more

Question

I'm looking for some intraday stock data. Doesn't really matter what kind of security... I'm just looking for price, volume, bid, and ask. I'm looking to test a model based on the dynamics and kinematics of a body and how it can be applied to stock price movement, however I have no source of sample data to test on. I don't feel the need to purchase any data because I'm not looking for huge quantities... Only a small amount to test on, perhaps just a day's worth, doesn't even matter from what date.

Any source of such sample data? Or should I write up a data scraper and just run it for a week to get this data?

Here is a link to a research publication that models stock movement from Newton's Second Law of motion: http://apmr.management.ncku.edu.tw/comm/updown/DW0904222241.pdf

Answer 1

Check out Quandl's collection of intraday data from AlgoSeek: https://www.quandl.com/vendors/as

These are historical trade-based minute bars showing OHLCV for stocks.

If you click on each database in the link above, you'll see a tab for "Free Sample Data" to the left.

For example: https://www.quandl.com/data/ASTRAN/documentation/free-sample-data

Note that to download the free sample data, you'll need to create a Quandl account so that you get a Quandl API key. Making an account is free and easy. Our API is also free to use.

Hope this helps!

[Disclosure: I work for Quandl]

Answer 2

Tick Data has some sample equity data with bid/ask.

First go to the Tick Data equities web site:

https://www.tickdata.com/equity-data/

Then find the Sample Data link.

Answer 3

You can get it from google finance:

https://www.google.com/finance/getprices?q=LHA&x=ETR&i=60&p=5d&f=d,c,h,l,o,v

Answer 4

TickData has institutional quality high-resolution data at around $25 per ticker per year (for bulk orders of around 100+ ticker/years)

If you are ok with 1-min and 1-second bars instead of tick data then FirstRateData has 1-min bars for some stocks and 1-hour bars.