Data providers?

[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.