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I am trying to find historical data (OTCBB, OTC PINK, NASDAQ, NYSE, ...) to use to train/test to eventually grow into a predicting AI. I think eoddata.com is great, but it is unclear. Furthermore, they have an API service with ws.eoddata.com.

Where could the information at an affordable price? Quality of service is at least as important to me as the data itself. Give me your opinion.

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    $\begingroup$ Did you try contacting OTC Markets? $\endgroup$
    – Bob Jansen ♦
    Feb 18, 2018 at 20:30
  • $\begingroup$ @BobJansen Could you build a full answer? $\endgroup$
    – J.Doe
    Feb 19, 2018 at 14:20
  • $\begingroup$ Hard to build a full answer out of this. I don't have any experience with acquiring this data but I believe you need to build a commercial relation with a data vendor yourself. Hopefully, someone has experience and can give guidance but I don't think you can expect much more from an answer. $\endgroup$
    – Bob Jansen ♦
    Feb 20, 2018 at 9:23
  • $\begingroup$ Interactive Brokers have an API for accessing market data. But you need to be a client and have funds deposited on account. $\endgroup$
    – Attack68 ♦
    Feb 20, 2018 at 18:27
  • $\begingroup$ Yes thanks, I am with Questrade, and they have also an API. I've heard about IB API. Sometimes I will have also this broker for the advantages of shorting stocks. $\endgroup$
    – J.Doe
    Feb 21, 2018 at 2:34

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https://Polygon.io for full CTA, UTP and OTC feed coverage. It's not free: $199/m. It uses JSON format, not CSV. They provide a websocket and restful APIs.

https://iextrading.com/ if you aren't looking for full market coverage, you can check out IEX exchange which provides historic level 1 and level 2 data for free. However it only represents about 3-4% of total market volume. Which means a lot of the time the prices will be off slightly. They also provide a websocket and restufl APIs as well as financial data for companies ( splits, dividends, etc. )

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algoseek.comhas a wide range of historical market data products from tick level data to different versions of minute bars, as well as End of Day data.

algoseek is a high-quality data vendor specialized in providing comprehensive data for machine learning and quantitative trading, and the quality is really good. Their minute bar has separate volume calculations for volumes from FINRA/TRF and odd lots, also has detailed information on market microstructure and dynamics, such as trades at bid/mid/ask, spread information, etc.

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Dukascopy is widely used and has historic prices for the main stocks, forex and indexes for the last years, tick by tick or M1, M5, etc.

For downloading it there are different SW tools available. I use tickstory.com and I´m pretty happy with it.

You can export from tickstory to a CSV format with your own design of columns, and feed your SW with it.

Take a look to tickstory.com it´s easy to test it and see if it meets your specific requrements. In my case I feed Matlab to do my strategy tests.

Dukascopy allows tickstory to download the data for free, and tickstory charges you a one time fee.

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  • $\begingroup$ Sorry, I am from Canada, so your it is not relevant in my case, but thanks! $\endgroup$
    – J.Doe
    Feb 27, 2018 at 5:14

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