I found an online article about how to download historical intraday data from Yahoo at : http://www.quantshare.com/sa-426-6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market
But how to get one particular day's historical intraday data for a stock ? For example how to get one-minute interval data for IBM on 2013-01-31 ?
Besides Yahoo, is there any other place that has one particular day's historical intraday data for free ?
You cannot retrieve a single, unique session from Yahoo's intraday feed. Unlike their end of day data provided by CSI, Yahoo only provides a maximum of 15 days of backfill for intraday data.
Google's intraday backfill is also limited to 2 weeks.
I do not believe you can find over a couple of weeks of backfill for free on the internet.
Not sure the resolution you need but firstratedata provides 1-min and 1-hour historic bars on most S&P 500 stocks for free. Otherwise, I haven't found a free source - Quandl is v high quality but not free for intraday.
来源：https://stackoverflow.com/questions/22363043/yahoo-finance-api-how-to-get-historical-intraday-data-for-one-particular-day