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I hate to ask questions that have been asked before. But I am afraid that this is one of them. I have searched the web for days now, read so many forum posts. But I can't find an answer. Most answers about historical intraday data were about sites that offer historical futures and options, but I don't need those (btw. why would you want to use options data, which is derived from the stock data, instead of the actual stock data?).

What I need is historical intraday stock data: At least S&P 500 stocks, dating back 5 years, 30 minute interval (or smaller), a weekly update, OHLC would be nice, but only one of them (close for example) would be sufficient. I need to be able to download the raw data, that means that I can't use something like Quantopian. So the data either needs to be downloadable (like a ZIP folder) or have a python API, so I can download it with the API.

I know, something like this is not free, I would be able to spent up to about $50 a month. I am still a student, so I can't afford much more than that. What I found so far is Kibot and QuantQuote.

Kibot: They seem to have a bad reputation. It seems that their stock data is either inaccurate, or incomplete. I just don't know if this still applies to the last 5 years. Since their data dates back to 1998, I could imagine that they had issues in the beginning but fixed them since they have been in business for more than 20 years. Their Standard subscription costs \$49 per month and includes 1 minute intraday data for all their symbols (6500 stocks, + ETFs, Futures and Forex) with a weekly update dating back 1 year. So I would also need to purchase once their historical S&P 500 data with a 30 minute interval, dating back to 1998 (I would need 2015 and up) for \$150.

I can handle slightly inaccurate data (for example if the pricing is off by 0.5% or something like that), but missing data or inconsistent data (for example if instead of a constant 1min interval, it sometimes jumps multiple minutes) is a problem.

QuantQuote: They are expensive, too expensive. I would need to purchase once their S&P 500 package for \$895 and then \$50/month for a weekly update. They seem to offer the same as Kibot, but for a much higher price and with a higher quality (I assume).

It would help a lot, if you could say something about Kibot or Quantqote, or just about buying historical intraday data. Maybe you know better sites? Or do you know where to look or ask?

Any comment is appreciated!

EDIT: Well no one is answering or commenting, that's sad. I also found IQFeed. They have 10 years of minute data. They cost \$50 initially and after that about \$100 per month, plus \$130 for the program that downloads the data from their feed.

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There are a wealth of providers out there. Your best bet is to sign up for Alpaca markets, which then gives you a free API key to use Polygon.io - they have 1-minute bar aggregates going back a decade for 11k US securities

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There is a demo ticks dataset for S&P500:
https://github.com/Jackal08/financial-data-structures/blob/master/raw_tick_data/ES_Trades.csv.zip
It has 5.5kk entries for 20 days of the year 2013.

The another source of intraday data is here:
https://www.finam.ru/profile/akcii-usa-bats/google-inc/export/?market=25&em=20590&code=GOOG&apply=0&df=17&mf=10&yf=2019&from=17.11.2019&dt=17&mt=10&yt=2019&to=17.11.2019&p=7&f=GOOG_191117_191117&e=.txt&cn=GOOG&dtf=1&tmf=1&MSOR=1&mstime=on&mstimever=1&sep=1&sep2=1&datf=1&at=1

The site is in Russian but you can translate it with a Google translate.

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You asked why someone would want option data rather than stock data. Option price data is derived from the trading activity of people trading options. If you want to simulate an options trading strategy, you'll need option data. The data of the underlying stocks is not enough. You can't calculate the bid/ask/last trading price of an option based on the bid/ask/last of the underlying.

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You could also try firstratedata.com , which has downloadable csv files as opposed to an API. They have 1-min and ticks going back about 10-15 years. It seems they only update monthly, although you might need to check that.

I tried Kibot previously and had no issues with the data, from the traders I know it doesn't have a bad reputation.

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eoddata.com has 1 minute bar data available for just USD 44.95 a month.

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