you can get one of the subscription datafeeds that has backfill included or an account with a broker that has backfill. Examples: IQFeed - 10 day backfill, $20/month <A HREF="http://www.quotetracker.com/IQFeed" target="_blank">http://www.quotetracker.com/IQFeed</A> Stockwatch - 10 day backfill, $13.95/month <A HREF="http://www.quotetracker.com/Stockwatch" target="_blank">http://www.quotetracker.com/Stockwatch</A> Ameritrade - 5 day backfill