Is there any place to get historical intra-day bid/ask data for stocks? (i.e. pricing information for throughout the trading day, rather than end-of-day prices only?)
Does anyone even keep this data long term?
I expect it probably wouldn't be available for free, but free would be ideal.
Interactive Brokers provides historical intraday data including Bid, Ask, Last Trade and Volume for the majority of stocks. You can chart the data, download it to Excel or use it in your own application through their API.
EDIT: Compared to other solutions (like FreeStockCharts.com for instance), Interactive Brokers provides not only historic intraday LAST**** trades **but also historic BID and ASK data, which is very useful information if you want to design your own trading system.
I have enclosed a screenshot to the chart parameter window and a link to the API description.
FreeStockCharts.com keeps some intra-day trading history. You have to create an account to look up individual stocks. Once you create a free account you can get intra-day trading history for the last month (Hourly for past month, 15 minutes for past week, 1 minute for past day). Going back past one month and it only keeps daily close history.
Here is Family Dollary's (FDO) hourly intra-day chart for the past month:
Check the answers to this Stackoverflow question https://stackoverflow.com/questions/754593/source-of-historical-stock-data a number of potential sources are listed
This amazing site will answer all your data questions. You will need some patience and willingness to spend to get the data that you want. A lot of data is available for free too`
