I am a machine learning engineer who is interested in building trading algorithms. To be able to backtest my algos, I need historical data in raw form (so that I am not tied to any particular charting/trading platform). For example, I will be processing this data in Python programming language and building models based on that.
From where can I download (or buy) historical intraday data (for, say, currency derivatives)? Tick-by-tick data would be better but I know that can be expensive and I can work with seconds-wise data as well. I do NOT need this data in real-time, and a delay of even 10-15 days can be good enough.
As you said it yourself - tick by tick data is expensive even if its delayed. If you want this data you will have to contact a data vendor - suggest you touch based with Neo Trade Analytics to see what they have to offer you.
We at Global datafeeds provides historical IEOD 1 min format data as compressed CSV files. You can check by downloading sample file from our website if it fulfills your requirement. Please find more information about this product at: http://www.globaldatafeeds.in/price_list__subscription_charges.html#priceieoddata or you can contact me at 08080690002.