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Minute Resolution Packages

QuantQuote minute resolution data packages provide a comprehensive view of intraday activity.

QuantQuote minute resolution data files are available for all NASDAQ and NYSE listed stocks starting from January 1998 to the present. The dataset is research ready and contains split and dividend adjustments, earnings data, and accounts for corporate events and survivorship bias.

Minute resolution files are available with a full array of format customization options designed to make the data instantly deployable and compatible with any trading software. For a full list of available data customizations, please visit our minute stock data ordering page.

A full data description and specification can be found in our minute resolution data whitepaper.



Features

QuantQuote minute resolution datasets come with a wide array of features designed to save you time and money.

  • No Survivorship Bias
  • Dividend/Split Adjustments
  • Symbol Change Tracking
  • Earnings Information1
  • Customizable Format1
  • Out-of-Sequence trade filtering
  • Data available from 1998 to present 2
  • 2,5,10,15,30, & 60 minute resolutions also available
  • Free quarterly updates for 1 year 3
  • Daily/Weekly/Monthly update service available
  • Lifetime support

In addition, it is possible to select any combination of symbols and dates and build a custom package allowing for more savings by only purchasing the desired data. Get an instant quote from our purchase page by selecting the Minute Data tab and configuring a Custom Package.

1 Not available on the Complete Package

2 Complete package is updated quarterly, symbols may only be available up to the end of the last quarter, please contact sales for more details.

3 Custom packages are not eligible for free updates

Packages

QuantQuote minute resolution data comes in the following standard packages which are completely free of survivorship bias.

Name Number of Symbols Price
DJIA 41 $150
NASDAQ 100 169 $400
S&P 100 173 $400
S&P 500 895 $895
ETF 252 $500
Complete 1 16206 $9000

1 Complete package is updated quarterly, symbols may only be available up to the end of the last quarter, please contact sales for more details.

Additional packages containing the S&P400/600, and Russell1000/3000 are also available upon request, please contact sales for more details.

Fully custom packages are also available. Get an instant quote from our purchase page by selecting the Minute Data tab and configuring a Custom Package.

TickMAP

QuantQuote's revolutionary TickMAP architecture allows for fully automated corporate event tracking. TickMAP compensates for symbol changes due to spinoffs, mergers, and acquisitions. It also keeps track of dividends and splits allowing for instant adjustment of unadjusted data and vice versa. QuantQuote minute data packages, with the exception of the complete package, come standard with all TickMAP adjustments already performed for ease of use.

The complete package, and some larger custom orders do not come with TickMAP adjustments already performed. Instead, the TickMAP software is provided with the order to perform adjustments on the fly. The TickMAP C++ library is very efficient and easy to use, allowing for symbol mapping and dividend/split adjustment to be done in customer code with minimal overhead. A standalone TickMAP executable which can perform all adjustments on minute data files is also provided so all adjustments can be done locally if desired.

For a full description of TickMAP and its capabilities, please see our TickMAP Whitepaper

Update Services

All QuantQuote minute resolution data packages come with free quarterly updates for 1 year. If higher frequency updates are required, QuantQuote offers three types of update services:

Type Price
Monthly Update $35 / month / 1000 symbols
Weekly Updates $50 / month / 1000 symbols
Daily Updates $100 / month / 1000 symbols

Updates are available at the end of each trading day and provided via digital download. Split/dividend adjustments and symbol mapping are included in each update and delivered via an updated set of TickMAP files. There is no need to update all previously downloaded files for a symbol in the event of a new dividend, a simple update of the TickMAP file allows the TickMAP software to compensate for the new dividend instantly. For more information, please contact sales

Sample Data

For full data format information, please consult our documentation.

Name Link
Sample Minute Data SPY_MINUTE_TRADE.csv
Sample Second Data 1 SPY_SECOND_TRADE.csv
Sample Tick Data (Trade Only) 1 SPY_TICK_TRADE.csv

Note: Actual data will not contain the header in the first line.

1 Second and Tick data is delivered by default in QuantEDGE compressed binaries. Here, sample files are provided in plain text for readability. For sample QuantEDGE format files and code to read QuantEDGE files on your system, please email sales

QuantQuote Free Historical Stock Data

This collection of daily resolution data goes back to 1998 for all symbols currently active in the S&P500. It is updated quarterly, the last update was 07/31/2013 (for more frequent updates, contact us). While this data is available for free from multiple online sources, the QuantQuote Free Daily Data has several advantages not found elsewhere:

  • Full split/dividend adjustments for OHLCV
  • Single zip file makes downloading ~500 symbols a one step process
  • QuantQuote data quality means errors in many free sources (such as Yahoo) are not present.
  • For format information, please consult our minute resolution data documentation.

Our active S&P500 daily resolution collection is provided completely free of charge and because of that, it is not covered under our lifetime support gauranty. Data is provided as is, with no warranty. However, if you do have questions about the data or find errors, please feel free to reach out to our support team at support.

Happy trading,
The QuantQuote Team

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