I'm writing some software to do charting and analysis of intraday stock data, and so far the only free (or even affordable) feed I've found which gives 15 minute data for the past week or so is Google Finance. But something I've noticed, which I don't understand and has caused many headaches, is that the responses from the API for 15 minute intervals seem to be very inconsistent.
So far I haven't seen this problem with the 30 minute interval, in this case the response is always correct. But if I specify an interval of 15 minutes (900 seconds), I get anywhere from 70 to 200 or more quotes back. The data is correct, but the responses seem to pretty much ignore the number of days I'm specifying. Also this happens for individual stocks, so it isn't a case of some stocks having missing data. Here's an example of an API request I'm sending:
https://www.google.com/finance/getprices?i=900&p=8d&f=d,o,h,l,c&q=INTC
If anyone could help I'd appreciate it, this API doesn't seem to be documented so it's been difficult to find any help with it.
