Historical Intraday ASCII Database
<  HISTORY MAIN PAGE
Consists of 166 of the most popular symbols
More than 6 Gigabytes of Data
Updated through February 2nd, 2007

For the serious trader, we have over 6 Gigabytes of one-minute intraday historical data for over 160 of the most popular and actively traded symbols for stocks, indices, futures, and forex.


Features

·  Over 6 Gigabytes of intraday historical data.
·  Consists of 166 of the most popular and actively traded symbols for stocks, indices, futures, and forex.
·  Research quality data for your back-testing, charting, and analysis needs.
·  Intraday data history is provided in a one-minute time interval.
·  Compatible with TradeStation, MetaStock, Excel, Wealth-Lab, and many other products capable of reading ASCII text files.
·  Contains the most followed market indices and breadth indicators.
·  Includes continuous contract data for the popular E-mini futures products.
·  Provides intraday data for the high liquidity forex currency pairs.
·  All E-mini and forex symbols provide both regular and 24 hour sessions.
·  In addition to the most active stocks, it also contains all 30 component stocks for the Dow Jones Industrial Average.

Specifications

·  Each included symbol is stored as a comma-delimited ASCII text file.
·  SCII is a universal text document format for market data and very flexible in its support and compatibility.
·  Each ASCII file is stored in compressed format (ZIP), which allows for more symbols to be included.
·  Each ASCII data file contains intraday price information in a one-minute time interval.
·  Each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume fields.
·  The data field is stored and formatted as MM/DD/YYYY.
·  The time field is stored in 24-hour format as HHMM.
·  The one-minute time format can be scaled to any time interval of greater duration. For example, from the one-minute data provided, time intervals of 2, 3, 5, 10, 15, 30, 60 minutes, daily, weekly, and monthly can be created.
·  All price data is adjusted for stock splits.

Format

The following is a sample of the format for the first few lines from an ASCII data file:

"Date","Time","Open","High","Low","Close","Volume"

01/08/2001,0931,2388.72,2388.79,2388.46,2388.46,3

01/08/2001,0932,2387.69,2389.00,2387.66,2388.57,4

01/08/2001,0933,2387.82,2389.16,2387.82,2388.25,3

01/08/2001,0934,2387.17,2387.17,2384.83,2384.83,3

01/08/2001,0935,2381.98,2381.98,2375.69,2375.69,4


Sample

Download a Sample Data File for your evaluation.


Symbols

All historical market data is updated through February 2nd, 2007. Below is the complete list of included symbols with their corresponding start date for the available intraday data:

Included Symbols / Symbol Description Start Date

Indices

INDU Dow Jones Industrial Average 4/1/1993

NDX Nasdaq 100 Index 1/2/1997

INX S&P 500 Index 2/1/1983

COMPX Nasdaq Composite Index 1/8/2001

OEX S&P 100 Index 1/2/1987

IDX S&P 400 Midcap Index 1/2/1998

IUX Russell 2000 Stock Index 1/2/1997

SOX Phlx Semiconductor Sector Index 1/8/2001

TYX 30-Year Treasury Bond 1/8/2001

DXY U.S Dollar Index 6/21/2005

VIX CBOE Volatility Index 9/22/2003

Futures

ES E-Mini S&P 500 Continuous Contract 9/11/1997

NQ E-Mini Nasdaq 100 Continuous Contract 7/1/1999

YM Mini-sized Dow Futures Continuous Contract 4/5/2002

ER2 E-mini Russell 2000 Index Continuous Contract 10/25/2001

QH Heating Oil miNY Continuous Contract 1/17/2006

QM Crude Oil miNY Continuous Contract 7/8/2002

QN Natural Gas miNY Continuous Contract 5/2/2001

QU Unleaded Gasoline miNY Continuous Contract 1/17/2006

ZG 100 oz. Gold Continuous Contract 10/5/2004

ZI 5,000 oz. Silver Continuous Contract 10/5/2004

Forex

USDJPY US Dollar / Japanese Yen 10/21/2002

USDCHF US Dollar / Swiss Franc 10/21/2002

USDCAD US Dollar / Canadian Dollar 10/21/2002

NZDUSD New Zealand Dollar / US Dollar 10/21/2002

GBPUSD British Pound / US Dollar 10/21/2002

GBPJPY British Pound / Japanese Yen 6/30/2003

GBPCHF British Pound / Swiss Franc 10/21/2002

EURUSD Euro / US Dollar 10/21/2002

EURJPY Euro / Japanese Yen 10/21/2002

EURGBP Euro / British Pound 10/21/2002

EURCHF Euro / Swiss Franc 10/21/2002

EURAUD Euro / Australian Dollar 10/21/2002

CHFJPY Swiss Franc / Japanese Yen 10/21/2002

AUDUSD Australian Dollar / US Dollar 10/21/2002

AUDJPY Australian Dollar / Japanese Yen 10/21/2002

Exchange Traded Funds (ETFs)

QQQQ Nasdaq 100 Trust 3/10/1999

SPY S&P Depositary Receipts 7/1/1998

DIA Dow Industries Diamonds 7/1/1998

MDY S&P MidCap Depositary Receipts 2/5/1999

IWM iShares Russell 2000 Index Fund 6/28/2000

SMH Semiconductor HOLDRS 5/10/2000

BBH Biotech HOLDRS 11/24/1999

HHH Internet HOLDRS 9/24/1999

OIH Oil Service HOLDRS 2/7/2001

PPH Pharmaceutical HOLDRS 2/2/2000

RKH Regional Bank HOLDRS 6/23/2000

RTH Retail HOLDRS 5/2/2001

XLE Energy Select Sector SPDR Fund 1/4/1999

XLF Financials Select Sector SPDR Fund 1/4/1999

XLU Utilities Select Sector SPDR Fund 1/4/1999

EEM iShares MSCI Emerging Markets Index Fund 7/1/1998

EWJ iShares MSCI Japan Index Fund 7/1/1998

SLV iShares Silver Trust 4/28/2006

GLD streetTRACKS Gold Trust 11/18/2004

Dow Jones Industrial Average Components

MMM 3M Co. 1/2/1991

AA Alcoa Inc. 1/2/1991

MO Altria Group Inc. 1/2/1991

AXP American Express Co. 1/2/1991

AIG American International Group Inc. 1/2/1991

T AT&T Inc. 1/2/1991

BA Boeing Co. 1/2/1991

CAT Caterpillar Inc. 1/2/1991

C Citigroup Inc. 1/3/1994

KO Coca-Cola Co. 1/2/1991

DD E.I. DuPont de Nemours & Co. 1/2/1991

XOM Exxon Mobil Corp. 1/2/1991

GE General Electric Co. 1/2/1991

GM General Motors Corp. 1/2/1991

HPQ Hewlett-Packard Co. 1/2/1991

HD Home Depot Inc. 1/2/1991

HON Honeywell International Inc. 1/4/1993

INTC Intel Corp. 1/2/1991

IBM International Business Machines Corp. 1/2/1991

JNJ Johnson & Johnson 1/2/1991

JPM JP Morgan Chase & Co. 1/2/1991

MCD McDonald's Corp. 1/2/1991

MRK Merck & Co. Inc. 1/2/1991

MSFT Microsoft Corp. 1/2/1991

PFE Pfizer Inc. 1/2/1991

PG Procter & Gamble Co. 1/2/1991

UTX United Technologies Corp. 1/2/1991

VZ Verizon Communications Inc. 1/2/1991

WMT Wal-Mart Stores Inc. 1/2/1991

DIS Walt Disney Co. 1/2/1991


Indicators

TRIN NYSE Short Term Trade Index 1/8/2001

TICK NYSE Issues Up/Down Ratio 7/21/2001

TIKI DJIA Issues Up/Down Ratio 1/8/2001

ADV NYSE Advancing Issues 11/30/1998

DECL NYSE Declining Issues 11/30/1998

UVOL NYSE Up Volume 4/10/2000

DVOL NYSE Decline Volume 4/10/2000

Most Active Stocks

AMD Advanced Micro Devices, Inc. 1/2/1991

AKAM Akamai Technologies 10/29/1999

AMZN Amazon.com, Inc. 5/15/1997

AMGN Amgen Inc. 1/2/1991

AMR AMR Corporation 1/2/1991

AAPL Apple Computer, Inc. 1/2/1991

AMAT Applied Materials, Inc. 1/2/1991

ADM Archer-Daniels-Midland 1/2/1991

BAC Bank of America Corporation 1/2/1991

BBY Best Buy 1/2/1991

BRCM Broadcom Corporation 5/21/1998

BOT CBOT Holdings Inc. 10/19/2005

CVX Chevron Corporation 1/2/1991

CME Chicago Mercantile Exchange Holdings Inc. 12/6/2002

CIEN Ciena Corporation 2/7/1997

CSCO Cisco Systems, Inc. 1/2/1991

CCU Clear Channel Communications Inc. 11/4/1994

CMCSA Comcast Corporation 1/2/1991

COP ConocoPhillips 1/2/1991

GLW Corning Inc. 1/2/1991

DELL Dell Inc. 1/2/1991

EBAY eBay Inc. 9/24/1998

ELN Elan Corporation 1/3/1995

ERTS Electronic Arts Inc. 1/2/1991

EMC EMC Corporation 1/2/1991

FDX FedEx Corporation 1/2/1991

F Ford Motor Company 1/2/1991

GS Goldman Sachs Group 5/4/1999

GOOG Google Inc. 8/14/2004

HAL Halliburton Corporation 1/2/1991

HOG Harley-Davidson 1/2/1991

JDSUD JDS Uniphase Corporation 11/17/1993

JBLU JetBlue Airways 4/12/2002

JNPR Juniper Networks, Inc. 6/25/1999

KLAC KLA-Tencor Corporation 1/2/1991

LVLT Level 3 Communications 5/21/1998

MXIM Maxim Integrated Products, Inc. 1/2/1991

MGM MGM Mirage 1/2/1991

MOT Motorola, Inc. 1/2/1991

NEM Newmont Mining 1/2/1991

NOK Nokia Corporation 4/12/1999

NT Nortel Networks 1/2/1991

NOVL Novell Inc. 1/2/1991

NVDA Nvidia Corporation 2/12/1999

ORCL Oracle Corporation 1/2/1991

PEP PepsiCo Inc. 1/2/1991

PD Phelps Dodge Corporation 1/2/1991

QLGC QLogic Corporation 3/1/199

Q Qwest Communications Intl 6/24/1997

QCOM QUALCOMM Incorporated 12/16/1991

RMBS Rambus Inc. 5/14/1997

RHT Red Hat Inc. 8/11/1999

RIMM Research in Motion Limited 2/12/1999

SNDK SanDisk Corporation 11/8/1995

SLB Schlumberger Ltd. 1/2/1991

STX Seagate Technology 1/4/1993

SHLD Sears Holding Corporation 1/2/1991

SIRI Sirius Satellite Radio Inc. 9/13/1994

S Sprint Nextel Corporation 2/27/1992

SBUX Starbucks Corporation 6/29/1992

SUNW Sun Microsystems, Inc. 1/2/1991

SYMC Symantec Corporation 1/2/1991

TGT Target Corporation 1/2/1991

TXN Texas Instruments Inc. 1/2/1991

TWX Time Warner Inc. 3/19/1992

TOL Toll Brothers Inc. 1/2/1991

TYC TYCO International Ltd. 1/2/1991

UNH UnitedHealth Group Inc. 10/10/1991

UPS United Parcel 11/10/1999

X U.S. Steel Corporation 5/7/1991

VLO Valero Energy 1/2/1991

VRSN Verisign Inc. 2/3/1998

XMSR XM Satellite Radio Holdings Inc. 10/5/1999

YHOO Yahoo! Inc. 4/15/1996