Backstory:<p>I wanted to play with intraday stock data but couldn't find a free dataset anywhere. IEXCloud [1] offers API access to 1-minute granularity intraday historical price data, but I was worried that it could get expensive or unwieldy to build up a substantial dataset via API calls. Plus, IEX gives out their raw data for free.<p>I probably should have just used the IEXTools python library [2] to parse IEX's raw data dumps, but I was working on a Julia project, so it felt more thematically appropriate to build a new tool from scratch.<p>I haven't been actively using InvestorsExchange.jl a lot lately, but it's made me the proud owner of a 50GB SQLite DB dump covering several years of trade data, and I think it would be awesome if I could help folks in the HN community more quickly build up this kind of dataset for their own curiosity or research.<p>Feedback is also greatly appreciated!<p>[1] <a href="https://www.iexcloud.io/docs/api/#historical-prices" rel="nofollow">https://www.iexcloud.io/docs/api/#historical-prices</a><p>[2] <a href="https://github.com/lvfrazao/IEXTools" rel="nofollow">https://github.com/lvfrazao/IEXTools</a>