Intraday Historical Composite Datafiles Now Available for Download
Both Intraday and End of Day datafiles are now being generated by the new program. Approximate publishing times are as follows:
Intraday datafiles are compiled hourly on the hour during the trading session using data from our real time data vendor. These datafiles are available for download approximately 8 minutes after the hour (i.e. datafile is available at 10:08 am est. – using prices of 10:00 am est. from our real time data feed).
End of Day datafiles are compiled numerous times after the close using data from our End of Day data vendor. After the close, many price and volume corrections are made by the exchanges. In other words, the later you download this data the more accurate it is likely to be. Additionally, often historical data continues to be adjusted for up to a week after the trading session (sometimes more). With the new program we completely rebuild all historical data from scratch nightly reflecting all updates to historical data provided by our data vendors and the exchanges.
Intraday data works for both EOD and Real-Time MetaStock users. Intraday .csv format datafiles are also available for download.