Locating reliable sources for historical intraday or daily float data specifically for small-cap stocks can be challenging due to the niche demand and varying data collection methods. However, there are a few places where you can obtain this type of data:
Market Data Vendors: Platforms like Bloomberg Terminal, Reuters Eikon, or FactSet offer comprehensive data services that include intraday and daily stock metrics. While these are typically used by institutional investors and may come at a high cost, they are highly reliable.
Financial Data APIs: Services such as Alpha Vantage, Intrinio, or Polygon.io offer API access to financial data. Some of these services provide historical data including daily stock information, though the availability of specific float data might depend on their individual offerings.
Stock Exchanges and Official Reports: Some stock exchanges, like NASDAQ, may offer historical data through their data products. At times, they provide specific datasets for small-cap stocks or company float, usually available for purchase.
S&P Capital IQ: This is a professional service that provides detailed equity data, including float information. Although expensive, it offers a high level of data integrity and historical coverage.
Yahoo Finance or Google Finance: While more limited in their historical data depth and specific metrics, these platforms occasionally provide float data that can be manually tracked or recorded at market open if needed.
For niche data points like float data on small-cap stocks, specialty data vendors or analytics platforms focusing on small-cap markets might also offer tailored datasets. Keep in mind that accessing detailed historical data might require a subscription or purchase.
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