Alright, what we are having on the table now?
After a little bit of researching, I found some quite interesting things.
1. For those who are looking at the daily data, I think Yahoo Finance would be a good place to start. You can download such historical data as much as you want. Of course, as you might know, it is FREE!
2. However, for those who want to have tick level historical data. Yahoo Finance is definitely not good enough. I found the following data providers, you might consider:
– TickData: providing a full range of historical financial data of all markets in the world, from stock, equity to options and etc. However, the price is not as that nice. E.g: for a complete database of one year of Japan equity, you have to pay 7000 USD, or full database of Japan equity, it would be 61300 USD. They provide a desktop software to manage and process their historical data and store in your favorite format without any hassle.
– CQG Data Factory: seems like a better option for those with lighter pocket as they offer the option for buyer to choose individual instrument rather than the whole market. Also, I couldn’t find they are offering options data (?). About their price, this is an example for your reference. Mini NKY 225, OSE exchange, for 5 months from Jan 2011 to June 2011, the charge is about 90 USD!
– XigNite: ?
What else? Maybe I need to dig some more then.