Despite checking the wiki and the relevant search engines, I'm still struggling to find:
- 20+ years of data
- at minute resolution
- for the S&P500 constituents
There seem to be two cheap(ish) datasources from which I purchased, but my plausibility checking scripts flagged so many glaring errors that I'm afraid as to how many subtle errors the data might contain.
I often see Iqfeed and Algoseek mentioned, but as far as I can tell their data only starts in 2005 or 2007. Please, what datasources do you folks have positive experience with, that fulfill the above requirements?
Submitted October 14, 2020 at 10:11AM by George161803