IQFeed provides extensive information on many tradable instruments (including stocks, options, futures and SSFs, funds, bonds, indices,currencies and more) from several dozen listed markets.
Requirements: installed IQFeed client. Download it here:
Download IQFeed Client
Sign up for a free trial of IQFeed
Supported timeframes: 1,3,5,10,15,30,60 Minute, Daily
To filter data outside market hours, use the Market Manager (Tools menu).
Known issues and limitations:
1. On large DataSets, downloading security names might not work correctly.
2. While Streaming is enabled for a symbol, moving it to a different market group in the Market Manager can potentially mix its streaming bars with other symbols' data.