Want to add that even with IQFeed you cannot have 5years of intraday data; i currently run into limitations where amibroker wont download any more data than 3years even after changing the registry settings to enable it to download and store more data (it can go only upto about 950k bars which on ES will take you about 3years back).
Has anyone done it (download more than 3 years worth of intraday data)? if so how?
-Chaitanya
> From: "venturerider2" <venturerider2@xxx>
> Date: Tue, 05 Jan 2010 14:46:38
> To: <
amibroker@xxxxxxxxxxxxxxx>
> Subject: [amibroker] Recommendation for Intraday Data source?
>
> I currently use eSignal for my intraday data but their standard historical data package only goes back a few months (120 days). If you upgrade to their extended intraday data package, the extended data goes back 10 years but is only accessible through their program. You cannot access the extended data through Amibroker or any other outside package. This is obviously a marketing strategy to "force" people to switch to using eSignal to backtest. Big mistake.
>
> I want to backtest hourly bars going back 5 years. I also need access to shorter time frames (1 min, 5 min, etc.) Can anyone recommend a good reliable intraday data source?
>
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