Unadjusted DIA and SPY minute data back to 2003

NexusFi · 2014-05-19T22:49:48-04:00

I backtested my strategy on DIA and SPY by using IQFeed minute data. Their data quality is fairly good but can only go back to May 2007. Now I would like to do a more extended backtest to cover the much more quiet time between 2004 and 2007. I did some research on the net and till now only found kibot offering unadjusted data back to 1998. But after checking their sample data, I have to say the quality is not very good. So is there any other data provider offering unadjusted and high quality (both price and …

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Updated May 20, 2014

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Unadjusted DIA and SPY minute data back to 2003

May 19th, 2014, 10:49 PM	#1 (permalink)
xfighter Shanghai/China Posts: 1 since Apr 2014 Thanks Given: 0 Thanks Received: 0	I backtested my strategy on DIA and SPY by using IQFeed minute data. Their data quality is fairly good but can only go back to May 2007. Now I would like to do a more extended backtest to cover the much more quiet time between 2004 and 2007. I did some research on the net and till now only found kibot offering unadjusted data back to 1998. But after checking their sample data, I have to say the quality is not very good. So is there any other data provider offering unadjusted and high quality (both price and volume) minute data back to 2003? Thank you all in advance!