Historical Intraday Stock Quotes (NYSE & NASDAQ)

Key deliverables: a set of CSV files containing historical intraday (5-minute) stock quotes for all S&P 500 equities from 1/1/2001 through 7/31/2007. Requirements: - quotes should be provided in 5-minute intervals, covering every trading day on the NYSE and NASDAQ for the period specified above - for each 5-minute interval, each quote should specify the date and time of the start of the interval, the stock's open, high, low, and closing prices, the actual volume of shares traded in those 5 minutes, and the split-adjusted volume of shares traded in those 5 minutes. - all price figures should be split-adjusted - there should be one CSV file for each stock, named appropriately (i.e. [url removed, login to view]) (field structure specified below) - [url removed, login to view] must not be used, as its historical data contains gaps !!!NOTE: I do not know where this data may be easily obtained. If I did, I would have built the data files already. I am hoping that someone out there either (a) has this data already (maybe leftover from a previous project?), or (b) knows where the data may be obtained.

## Deliverables

A set of CSV files containing historical intraday (5-minute) stock quotes for all S&P 500 equities from 1/1/2001 through 7/31/2007. Each CSV file should have the following fields: Date,Time,Opne,High,Low,Close,Volume,AdjVolume

## Platform

N/A -- looking for complete set of data files, no software

PHP

Nº del proyecto: #3171780

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