Hello everyone!
As the title says, I’m wondering if it’s possible to access historical data from 5 years ago for NASDAQ stocks. Specifically, I want to analyze trades from May 2019 to December 2021. For each trade, I have the exact date and either the opening and closing price or the opening and closing time. I need to view 1-minute and 5-minute charts with data on Volume, VWAP, and sometimes EMAs and SMAs. For some trades, I also need Level 2 data, as well as access to Pre-Market and After-Hours data.
From what I’ve seen, TradingView offers only 40,000 historical bars even on their most expensive plan, which isn’t enough. To make matters worse, many of the traded stocks are either bankrupt, merged, or have moved to the OTC market.
I use IBKR and can access some data there, but they don’t have an option to jump directly to a specific date on the chart. This means I have to scroll manually for an hour to find the right period, and when I change the time frame, I have to start over…
I’m even open to coding my own software for viewing charts, but I’m not sure where to find the data. Additionally, I’d like to test stock scanners for those periods to find parameters that would have identified the exact stocks on the exact dates.
Does anyone have experience with this? Any suggestions would be very helpful.
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