Intraday Stock Data

Intraday stock data describe stocks that trade on the securities market during official business hours. This data is used by short-term traders to decide the right time to enter or exit a trade. Datarade helps you find intraday stock data APIs, datasets and databases. Learn more →
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FirstRate Data - S&P 500 Components Historical Intraday Dataset 895 total tickers icon
895 total tickers
FirstRate Data - S&P 500 Components Historical Intraday Dataset USA covered icon
USA covered
FirstRate Data - S&P 500 Components Historical Intraday Dataset 16 years of historical data icon
16 years of historical data
Historical 1-minute OHLCV bars from 2004 for all S&P 500 stocks, including previously including tickers and delisted tickers (895 tickers in total).
FirstRate Data: Historical Russell 3000 Stocks Data (15 years of 1-min, 5-min, 1-hour bars) USA covered icon
USA covered
FirstRate Data: Historical Russell 3000 Stocks Data (15 years of 1-min, 5-min, 1-hour bars) 15 years of historical data icon
15 years of historical data
This dataset contains 15 years of historical intraday OHLCV data for active Russell 3000 stocks as well as 200 major delisted stocks. Prices are fully adju...
37AUSTEN's Historical Movement Algorithm: Historical Price Volatility Data 1K Maximum Data Periods Analysed. icon
1K Maximum Data Periods Analysed.
37AUSTEN's Historical Movement Algorithm: Historical Price Volatility Data 249 countries covered icon
249 countries covered
37AUSTEN's Historical Movement Algorithm: Historical Price Volatility Data 5 years of historical data icon
5 years of historical data
The Historical Movement Algorithm measures an asset's historical price movement based on the asset's time-series data. This algorithm transforms an asset's t...
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FirstRate Data
Based in USA
FirstRate Data
FirstRate Data LLC is a Delaware-registered corporation based in Chicago. We are focused on providing traders and analysts with high-resolution historical da...
datarade.ai - 37AUSTEN profile banner
37AUSTEN
Based in United Kingdom
37AUSTEN
37AUSTEN is a predictive analytics vendor for the financial markets. Unlike other forecasting vendors who rely on historical events, our product is underpinn...
xignite
Based in USA
xignite
xignite is a data provider offering Alternative Data, Bond Data, Bond Pricing Data, Corporate Actions Data, and 14 others. They are headquartered in United S...
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The Ultimate Guide to Intraday Stock Data 2021

Learn about intraday stock data analytics, sources, and collection.

What is Intraday Stock Data?

Intraday is a term used to describe the price movements of stock on the securities exchange market during the official working hours of the day. The securities traded during this time encompass stocks and exchange-traded funds (ETFs). As such, intraday stock data also reveals the highs and lows in price that a given stock achieved in the day. This data is particularly important for traders who use it to make decisions as far as making multiple trades during a regular trading session is concerned.

How is Intraday Stock Data collected?

The easiest way to collect intraday stock data from the securities trading markets is to buy this data from a historical data provider. There are many brokerage platforms which provide raw intraday data on the intraday stock market and provide it via exchanges at the time needed. Depending on the needs for the data, data vendors can provide stock datasets that focus on country-specific stock markets, or global stock markets. Some intraday stock data brokers also offer a DDE connection to their trading platform that enables real-time intraday stock data streaming. A stock trader can take advantage of this real-time connection to capture data using automated algorithms.

What are the common attributes of Intraday Stock Data?

An intradaystock data feed shows the opening price of shares for the given day. The data reveals the highest price the shares have reached and the lowest price they have fallen to in the course of the trading period of one day. It shows the closing price of the shares after a regular day of trading. Intraday stock data also shows the precise date of the observation of the trading period. Lastly, intraday stock data informs investors of the number of shares that have been bought or sold during a day of trading in the stock market.

What is Intraday Stock Data used for?

Intraday stocks data is used to monitor price movements and map these using charts. These movements are applied by short-term traders to decide the right time to enter or exit a regular day trading session. This analysis acts as a solid foundation upon which short-term traders can execute trading strategies hence capitalizing on short-range price variations. Additionally, this data is also applied when trading options. Since option prices do not fluctuate as often as the underlying stock prices, stock traders make use of intraday prices to figure out the precise moment when the option is mispriced compared to the stock. With the advent of technologically-advanced electronic trading, day trading has now become more popular with traders who can conduct transactions by a simple click of a button.

How can a user assess the quality of Intraday Stock Data?

The core quality of intraday stock data is dependent on the ability of the data to provide a real-time overview of the trading session for a given stock market. Real-time intraday stock data portrays real-time information of stock trading volume, a factor that helps a stock trader to have a view of the intricate process of price fluctuations in equity markets. Another quality assessment tool of intraday stock data is its ability to isolate the pre-existing market trend from the surrounding noise. It gives a trader the chance to capitalize on specific developments and therefore initiate the correct entry or exit tactics. Lastly, the quality of intraday stock data ought to give a clear outline of liquidity, volatility and correlation of a given stock on the market.

Who are the best Intraday Stock Data providers?

Finding the right Intraday Stock Data provider for you really depends on your unique use case and data requirements, including budget and geographical coverage. Popular Intraday Stock Data providers that you might want to buy Intraday Stock Data from are FirstRate Data, 37AUSTEN, xignite, Tick Data, and QuantQuote.

Where can I buy Intraday Stock Data?

Data providers and vendors listed on Datarade sell Intraday Stock Data products and samples. Popular Intraday Stock Data products and datasets available on our platform are FirstRate Data - S&P 500 Components Historical Intraday Dataset by FirstRate Data, FirstRate Data: Historical Russell 3000 Stocks Data (15 years of 1-min, 5-min, 1-hour bars) by FirstRate Data, and 37AUSTEN’s Historical Movement Algorithm: Historical Price Volatility Data by 37AUSTEN.

How can I get Intraday Stock Data?

You can get Intraday Stock Data via a range of delivery methods - the right one for you depends on your use case. For example, historical Intraday Stock Data is usually available to download in bulk and delivered using an S3 bucket. On the other hand, if your use case is time-critical, you can buy real-time Intraday Stock Data APIs, feeds and streams to download the most up-to-date intelligence.

What are similar data types to Intraday Stock Data?

Intraday Stock Data is similar to Short Interest Data, ETF Data, Stock Fundamental Data, Stock Price Data, and Corporate Actions Data. These data categories are commonly used for Intraday Stock Data analytics.