Data providers?

[Harry]

Members,

Andrei's question prompts me to write a follow-up question. I primarily do all my backtesting with Matlab and am looking for a reasonable priced intraday (1-minute) data provider. I have some $Tick, VWAP, EV ideas I'd like to play with over the upcoming holiday. Ideally the data would be split adjusted but not dividend adjusted. From recent replies, I have seen Esignal and IQFeed as potential sources.

Does Tradestation allow one to export data? I read IB may be a source too but need to learn more? EODData looked reasonable but is not split adjusted. Interested in your thoughts on reasonable sources of data to backtest with in Matlab.

Regards,
Harry

[EB]

I've used IQFeed and have read mostly nothing but good things about it. eSignal is also supposed to be reliable, but a bit more expensive. It is possible to export data from TradeStation with simple scripts. I found a way to do it on a bulk basis with the Scanner app. I've heard IB data is not reliable, especially intraday.

[Harry]

Thank you EB. If others have anything else to add, please do not hesitate.

I'll be sure to report back if I backtest an idea that demonstrates further exploration.