Intraday Stock Data Definition, Examples & Datasets

What is intraday stock data and how can it be used? Intraday stock data refers to the historical data of stock prices and trading activity within a single trading day. This data is crucial for traders and investors who want to analyze short-term market trends and make informed decisions. Finding the best sources for intraday stock data can be a challenge, but Datarade.ai offers a wide range of options to buy reliable and accurate data.

What is Intraday Stock Data?

‘Intraday’ applies to events occurring during official working hours of the day. As such, intraday stock data describes the daily price movements of stocks and ETFs on the securities exchange market. T). Traders use it to make trade decisions during a regular trading session.

Data Specialist Lucy
Lucy Kelly
Data Specialist

Best Intraday Stock Data Databases & Datasets

Here is Datarade's curated selection of top Intraday Stock Data. These trusted databases and datasets offer high-quality, up-to-date information.

FirstRate Data - S&P 500 Components Historical Intraday Dataset

Available for 1 countries
895 total tickers
16 years of historical data
Starts at
$299.95 / purchase
Pricing available upon request
Start icon4.8(1)

Stock market data | End of Day Pricing Data | Shares, Equities & bonds | Global Coverage

by TagX
Available for 240 countries
10 years of historical data
95% match rate
Starts at
$499$449.10 / month
10% Datarade discount

Global Stock, ETF, and Index data

Available for 249 countries
30 years of historical data
99.95% SLA
Starts at
$29 / month
Free sample preview
Pricing available upon request
Starts at
$399.95 / purchase
Pricing available upon request

Technical Indicators API by Finnworlds

Available for 54 countries
12 years of historical data
Pricing available upon request

37AUSTEN's Future Movement Group Algorithm: Real-Time Directional Forecasting for High Frequency Data

Available for 249 countries
1K Maximum Data Periods Analysed.
5 years of historical data
Available Pricing:
Yearly License

37AUSTEN's Future Movement Algorithm: Real-Time Directional Price Forecasting

Available for 249 countries
1K Maximum Data Periods Analysed.
5 years of historical data
Available Pricing:
Yearly License

Top Intraday Stock Data Providers & Companies

When sourcing for intraday stock data providers, consider factors like data accuracy, reliability, frequency of updates, historical data availability, cost, API integration options, data format, customer support, and any additional features or analysis tools offered.

Intraday Stock Data Explained

How is Intraday Stock Data collected?

The easiest way to collect intraday stock data from the securities trading markets is to buy from a historical data provider. There are many brokerage platforms & financial news outlets which provide raw intraday data. The raw intraday stock market is then provided via data exchange platforms on-demand.

Financial market data vendors provide stock datasets that are either country-specific or global. The chosen geographic coverage depends on the individual data use case.

Some intraday stock data brokers also offer a DDE connection to their trading platform. DDE connections enable real-time intraday stock data streaming. A stock trader can take advantage of this real-time connection to capture data using automated algorithms.

Common Attributes

An intraday stock data feed shows the opening price of shares for the given day. The data reveals the highest price the shares have reached. It also shows the lowest price stocks have fallen to in the course of the trading period of one day.

An intraday stock dataset also shows the closing price of the shares after a regular day of trading. The data will include the precise date of the observation of the trading period. It’ll also indicate surrounding stock market sentiment at the time.

Lastly, intraday stock data informs investors of the number of shares bought or sold during a trading day.

What are Examples of Intraday Trading Data?

Examples of intraday stock data include real-time stock prices, volume traded, bid and ask prices, and time-stamped trade data. All of these data points enable traders, analysts, and researchers to analyze short-term price movements, identify patterns, and make informed trading decisions.

What is Intraday Stock Data used for?

Intraday stocks data monitors price movements. Traders maps these movements and display in charts. Using these charts, short-term traders can decide on the right time to enter or exit a regular day trading session. Intraday data also empowers trader to form larger stock price datasets which look back on a historical trading period.

What is an Intraday trading example?

Thanks to advanced electronic exchanges, day trading has become a popular form of speculation. Traders can conduct transactions with a simple click of a button from the day opening to close.

More widely, intraday stock data enables traders to develop better trading strategies. Namely, strategies for short interest trading. Looking at the data over time, they can capitalize on short-range price variations.

Additionally, intraday stock data applies when trading options. Option prices do not fluctuate as often as the underlying stock prices. For this reason, stock traders use intraday price data to figure out the precise moment when the option is mispriced compared to the stock.

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

The quality of intraday stock data depends on whether the data provides a real-time overview of the trading session for a given stock market. A good quality intraday stock API provides second-by-second (or even millisecond) information of stock trading volume. This way, stock traders have an up-to-date view of the intricate process of price fluctuations in equity markets.

Another quality aspect of intraday stock data is whether it separates key market trends from surrounding noise. This data clarity ensures traders capitalize on important developments and enter or exit in good time.

Lastly, high quality intraday stock data will outline the liquidity, volatility and correlation of a given stock on the market.

Frequently Asked Questions

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, Tradefeeds Technical Indicators API - intraday indicators and support & resistance indicators. by Tradefeeds, and Stock market data | End of Day Pricing Data | Shares, Equities & bonds | Global Coverage by TagX.

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.