Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

According to this link I try to get intraday data of SAP listed at Xetra.

Intraday data with timestep of 1 second would be great. I do not understand parts of the command, I try

http://www.google.com/finance/getprices?q=SAP&x=ETR&i=60&p=5d&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218

Now, first thing I ask myself: Why is there a date column (COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN)? I mean, since this is intraday data of 5 days, there should be more rows per day than just one?

How can I get intraday data of SAP at Xetra of the last 10 years with this command?

share|improve this question
add comment

1 Answer 1

The data is numbered by order in the date column. Its not a real timestamp, to find the actual time, you need to look at the header, where the exact time where the data starts is noted.

For 1 second intervals, change the i-flag in the URL to 1, like here:

https://www.google.com/finance/getprices?q=SAP&x=ETR&i=1&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218

I also removed the period-flag (p) which was previously limiting the request to the last five days. This should provide you with all data thats available on a one second interval, but if you play around with the p-flag a little, you may be able to find more. Alternatively try to mess with the ts-flag, which would supply a start date.

share|improve this answer
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.