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Q: Historical stock market analysis ( No Answer,   0 Comments )
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Subject: Historical stock market analysis
Category: Business and Money > Finance
Asked by: jumpingjiggy-ga
List Price: $25.00
Posted: 12 Sep 2006 09:43 PDT
Expires: 12 Oct 2006 09:43 PDT
Question ID: 764499
I'm searching for a website (free or pay-based) that offers
historical-data for individual stocks by minute increments.

In example, I'd like to query the top 25 stocks by (% gain) from
(market open) to (market open + 1 hour) for the (past year).  I'd then
like to do a second query for the same stocks at (market open + 2
hours).

Queries like this are only achivable by very granular historical data-sets.

Thanks for your help,

Charles

Clarification of Question by jumpingjiggy-ga on 12 Sep 2006 09:48 PDT
In my example, I'd like to clarify I'm searching for daily occurrences
of the top 25 stocks.

First query -
Top 25 (% gainers by day) of stocks in Nasdaq for 1st hour of trading,
which would include value at start, value @ + 1 hour, and % change

01/01/2006 - A, B, C ...
01/02/2006 - A, B, D ...
01/03/2006 - B, F, Z ...

Second query -
Would re-query same stocks for each day @ market open + 2 hours, which
would also include value at start, value @ + 1 hour, value @ + 2
hours, % change

Request for Question Clarification by elmarto-ga on 12 Sep 2006 18:36 PDT
Hello!
Unfortunately, there are no free sources for the data you need. The
free services only provide the data up to two weeks back.

I was able to find a couple of services that provide the information
you need. The price tag, however, can be quite high, at a few thousand
dollars if you want the data for all the equities in the US. If you're
looking for data on a smaller selection of stocks (such as the stocks
in the S&P 500, etc), it will be cheaper, but may still cost around
$1k - $2k. Please let me know if this is acceptable to you.

Regards,
elmarto
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