How to get the data for intra-day candlestick charts for stocks on eg Nasdaq

Posted by Chris on Stack Overflow See other posts from Stack Overflow or by Chris
Published on 2009-12-23T03:14:36Z Indexed on 2010/03/25 23:13 UTC
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Hi, For a learning exercise, i'm wanting to create candlestick (stock) graphs for stocks using zedgraph.

Now on google finance, i can get daily open-high-low-close data which is perfect for making these graphs, but i'm wanting to create intra-day graphs, eg open-high-low-close data for an hour (or 5 mins, or 1 min even).

Is there any way to get that kind of data without having to subscribe to any expensive service? I've heard opentick mentioned in an old SO question, but their site is defunct now.

I was thinking of polling google finance once a minute to get the latest stock price, then with an hour's worth of 60 prices, i could then roughly calculate the open-high-low-close, but this is a bit of an estimation and i'm open to other suggestions.

Cheers all.

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