As thebonnotgang(1) stopped updating their database, I was wondering if there are some other free sources of high-frequency data available.
I found a proper tick data api (ca. 25 day history) hosted by onvista which is however undocumented. As some one might be interested I will add a short howto:
urlscheme: http://www.onvista.de/aktien/boxes/times+sales/export.csv?assetId=[ISIN]&assetType=[AssetType]¬ation=[exchangeID]&tradingDay=[TradingDay]
[TradingDay]: Can be calculated by fixing a date e.g. 26-01-2016 as 1453791600 and subtracting the number of days multiplied by 86400. You can find the current trading day here[2]. Just klick on 'Anzeigen' as soon as the page loaded.
[ISIN]: self-explanatory I guess
[AssetType]: Up to know I was only downloading stocks so I used 'Aktie'
[ExchangeID]: I'm not able to offer a full list of all exchanges however '1937897' refers to Xetra and '9385907' refers to Tradegate. You can find more by playing around with the stock exchange dropdown menu [here][3] and looking at ¬ation=[***] within the url.
Example Allianz 06.01.2016: http://www.onvista.de/aktien/boxes/times+sales/export.csv?assetId=DE0008404005&assetType=Aktie¬ation=1937897&tradingDay=1452063600
(I am afraid this link will be broken in a few days due to the time horizon. So it should serve just as an example)
As onvista is restructuring their homepage http://www.onvista.de/index/DAX-Index-20735?beta=off I assume they will take this service down.
So did someone discover something similar?
A similar question[4] has been asked several years ago and provides more trivial/googled results.
http://www.onvista.de/aktien/times+sales/popup/Allianz-Aktie-DE0008404005`
http://stackoverflow.com/questions/6225902/where-can-i-find-high-resolution-financial-data/6226589#6226589`https://stackoverflow.com/questions/6225902/where-can-i-find-high-resolution-financial-data/6226589#6226589`
I didn't have 'sufficient reputation to post the links in correct mode.
