source of historical stock data

Posted by rmeador on Stack Overflow See other posts from Stack Overflow or by rmeador
Published on 2009-04-16T03:01:54Z Indexed on 2010/04/24 17:33 UTC
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I'm trying to make a stock market simulator (perhaps eventually growing into a predicting AI), but I'm having trouble finding data to use. I'm looking for a (hopefully free) source of historical stock market data.

Ideally, it would be a very fine-grained (second or minute interval) data set with price and volume of every symbol on NASDAQ and NYSE (and perhaps others if I get adventurous). Does anyone know of a source for such info?

I found this question which indicates Yahoo offers historical data in CSV format, but I've been unable to find out how to get it in a cursory examination of the site linked.

I also don't like the idea of downloading the data piecemeal in CSV files... I imagine Yahoo would get upset and shut me off after the first few thousand requests.

I also discovered another question that made me think I'd hit the jackpot, but unfortunately that OpenTick site seems to have closed its doors... too bad, since I think they were exactly what I wanted.

I'd also be able to use data that's just open/close price and volume of every symbol every day, but I'd prefer all the data if I can get it. Any other suggestions?

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