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For a personal experiment I need to acquire 10 years worth of data (with time resolution hourly at least) for a single stock. It doesn't really matter which stock, and the data doesn't need to be very recent.

It would be a waste to purchase data for an entire exchange. Does any company let you buy data for just 1 stock? Or is there some free public sample data out there that spans 10 years?

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You dont need to buy data if you need any stock from NYSE or NASDAQ. There are plenty options available as your tick time is not so small(1 hr). 1. As suggested by @ eSurfsnake you can try pulling hourly data from Quandl with API(Free). 2. Alphavanatge API is free for smaller tick time also. For your reference

Alpha vantage API Not working for NSE while the same query is giving output for NYSE stocks

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Try Quandl - should be enough to get this for free, I believe.

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  • $\begingroup$ I'm attempting now to acquire via Quandl. Will post results $\endgroup$ – Caleb Aug 10 '18 at 13:11
  • $\begingroup$ They were the cheapest I found. The question is if it is granular enough. But even daily closing for every listed U.S. stock going back forever was, I believe, something like $29 for a month's access. $\endgroup$ – eSurfsnake Aug 13 '18 at 2:22
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In other words, what you are looking for is a Tick data. It needs resources to catch this data and so it won't be available for free but its available on demand from some websites. I refer you two of them here Intrinio and Tick Data

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    $\begingroup$ Tickdata.com charges 25 dollars per symbol per year, but they have a 1000 dollar order minimum, so a single stock for 10 years becomes expensive. $\endgroup$ – Alex C Aug 10 '18 at 6:17
  • $\begingroup$ I contacted intrinio support. They said their only data which spans 10 years is their EOD data. Also, I think I agree with @Alex_C. I'm willing to buy data... but $1000 for data on a single stock is too much. $\endgroup$ – Caleb Aug 10 '18 at 14:03
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I was also looking for sources of intraday data that covered a period of time, I came across the following sources https://www.algoseek.com/: Intraday data back to 2007 for US Equities, Futures and Options. Intraday they have tick, 1 sec, 1 min and 5 min OHLC bars. Institutional data and well priced.

https://www.tickdata.com/ : Global Equities, Futures and Options. Intraday bar data from 2004. Consolidated tape since 1993. Have tick and bar data with 1 sec/1 min/5 min OHLC. Institutional quality data but very expensive.

https://www.barchart.com/ : Been collecting Futures data for 50+ years. Also have Options and some Equity. For Futures data they have a great reputation. Bloomberg : All the data you ever need BUT you are limited in the amount of intraday data you can export from your Bloomberg and upto about 250 days historically.

There are much more out there I haven't stated, but you can choose to try out on the above because they are the ones which are majorly used by most people.

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I used Quandl at my previous firm but they seem to restrict the data sales to institutional customers. If you are only looking for S&P 500 stocks FirstRate Data has some datasets for free - but most stocks only have 1-hour bars available.

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Have you tried Algoseek they offer historical institutional intraday data for the US Market. They have stock, options, futures, Index and ETF data goes to 2007 so you are covered.

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