I need data showing open, close, high, low and volume in 5 minute intervals for any US stock exchange for the past 3 years. Having a really hard time finding a reliable source. I tried buying from http://eoddata.com/ and http://nasdaqomx.com but both had unreliable data.

eoddata.com

I already bought from eoddata.com but found errors in their data.

OMED (one minute equity market data) from Tickdata.Com

Have you personally used their data? I don't want to buy something to discover it's full of errors again.

I've used commodity high freq data from tickdata.com and found it reliable. It comes with a handy frequency conversion tool that would take ages to code yourself.

What is your budget?

$2000

I may know of a provider. Do you have any days or times where you found errors or that you are concerned about that you'd like to check any new data against what you have existing?

The whole point of having reliable data is knowing that it's reliable. If errors are found then entire data set is useless because there are likely more errors in it in addition to the ones I found and I have no way of knowing where they are unless I manually go through each line of data one by one and compare to publicly available sources which is pointless because in that case I might as well collect the data this way in the first place instead of buying it.

What do you consider "reliable"?You want 5-minute bars so is the issue that you have been getting snapshot data that's been compiled into bars and therefore because it originated from snapshot data it is missing prices?Have you been getting raw tick data compiled into bars but the raw data isn't "clean" and therefore skews your numbers because of the outside/irregular prints?Do you want cleaned or uncleaned data? Do you literally only need "open, close, high, low and volume" as you stated? If that is what you have been getting how do you know there are errors in there? Are the errors you have found due to splits or dividends or due to halts - or is it something else?

I literally only want "open, close, high, low and volume" in 5 minute intervals. Nothing else. I need it to be adjusted for splits but not dividends. This is what I got from eoddata.com and Nasdaq OMX. Problem is there are errors in both. I noticed errors when doing my research because some daily Open or Close prices looked abnormally high/low so I went and compared them to data available on the Nasdaq website, Google Finance, Yahoo Finance, MSN Money and saw that mine was wrong.