Unicorn Trading - Historical Quote Sources
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Free quotes for a one-time fee
- AnalyzerXL
- For $99 you get a suite of Excel add-ins includes BulkQuotesXL.
BulkQuotesXL downloads all kinds of historical quotes (futures
and equities) for free and automatically exports them to text files
for use in TradeStation or MetaStock! The package also can download
options and perform analysis. No intraday, but nice product!
- HQuote
- For $55 you get a nicely designed standalone product that
downloads historical stock, futures, and index data in any time
frame from quote.com, maintains portfolios of data, exports files,
and more. No continuous contracts, but can get intraday data.
Yahoo! Finance -- Historical Quotes |
- This form will get stock and index data only. For futures and
options, see below.
- You will receive the data as a .csv file. This may cause it to
appear in an Excel window in your browser. If so, just save it from
Excel as a CSV file.
- Data will appear in reverse chronological order.
- The history will go back as far as you want, depending on how much
history actually exists.
Finance.Lycos.com Historical Quotes (stocks, indices, futures, options)
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Symbol
Help (futures, options, indices, stocks, breadth)
- This form gets historical data for any ticker symbol: stocks,
indices, futures, options.
- The data appears in chronoligical order, not reverse order like the
Yahoo quotes above.
- You cannot retreive historical data for contracts that have expired.
- You will get a maximum of 500 quotes. That is, 500 intervals of
history, whether they be daily bars or ticks. This is a server
limitation.
- Only date, time, open, high, low, close, and volume are given. No
open interest.
- Retrieving tick data may take significantly longer than retrieving
daily data.
Note: as of 22 October 2004, CBOE has changed
their quote engine so that it can be accessed only from
quote.cboe.com. If I figure out how to spoof it, then this form will
work again.
- The file downloaded will always have the name QuoteTable.dat. You
have to change it to something else when you save it. Rename it to end
in .csv for easy importing into Excel.
- The file has all quotes from all exchanges, so you will see multiple
quotes for the same strike and contract month.
- If you want to view option chains on the web without downloading,
go to quote.cboe.com.
Daily Advance/Decline data from Unicorn Research |
See the Daily Advance/Decline data page.
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