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There are lots of services which provide stock market data on ticket-by-ticker basis, so to get the 1-min data for each US stock I will need to perform a few thousand requests each minute. Is there any service which provides something like a single CSV file updated every 1/5/15/60 mins with the data of all NYSE/NASDAQ stocks?

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  • $\begingroup$ Would alphavantage suit you? alphavantage.co/documentation I don't know whether the data is then already aggregated into 1min intervals, though... $\endgroup$ – Kermittfrog Oct 22 '20 at 9:03
  • $\begingroup$ Nope, Alpha Vantage only provides a ticker-by-ticker API, and given that their free rate limit is 5 req/min & their best tariff allows 1200 req/min — it's actually impossible to grab real-time / 1-min candles for all US stocks with their API $\endgroup$ – Dmitry Sokurenko Oct 22 '20 at 9:41
  • $\begingroup$ Sorry, yes - I did not read your bulk download requirement. $\endgroup$ – Kermittfrog Oct 22 '20 at 10:00
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Algoseek is the source, interval aggregations available for bulk snapshots. Hope it helps.

Many Others can provide this as well, request a timely flat file snapshot. That kind of data can get pricey; not sure how much of a factor that is to you. Xignite is another source capable of generating such flat files for you.

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  • $\begingroup$ Yes, they seem to provide bulk exports, but they happen to be more expensive than doing a few thousands requests each minute to grab all the data from some other providers. I was hoping for the opposite... $\endgroup$ – Dmitry Sokurenko Oct 23 '20 at 14:08

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