Where can I download intraday tick data for DAX and S&P500 index prices?
I found only daily closing prices.
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$\begingroup$ Related (possibly duplicate) $\endgroup$– Joshua UlrichCommented Sep 12, 2014 at 12:09
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$\begingroup$ did you find an intarday free data in the end ? i am also looking for it - and it is not easy.... $\endgroup$– user17707Commented Sep 30, 2015 at 11:51
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$\begingroup$ @AssiDahan No its not available, apparently only from paid sources e.g. Bloomberg. $\endgroup$– emcorCommented Sep 30, 2015 at 15:40
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4 Answers
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For the SPX, First Rate Data - SPX intraday has about 15 years of 1-minute intraday data.
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Here's the SPX & DAX data in CSV format (you can open in Excel):
and this is the Yahoo finance SPX & DAX page to obtain that data:
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$\begingroup$ Thanks but this is the daily data, intraday means like on 1-min or hourly frequencies... $\endgroup$– emcorCommented Dec 1, 2014 at 9:30
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$\begingroup$ you can generate intraday ticks using GBM (Geometric Brownian Motion) combined with OHLC daily data to limit the up/down of the ticks, here's the link: stackoverflow.com/questions/13202799/… $\endgroup$– dnsCommented Dec 1, 2014 at 13:39
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$\begingroup$ I've posted new question about generating ticks that can follow OHLC data, in case you're interested - quant.stackexchange.com/questions/15713/… $\endgroup$– dnsCommented Dec 1, 2014 at 21:07
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$\begingroup$ thx its interesting, but I need the empirical real data... $\endgroup$– emcorCommented Dec 1, 2014 at 21:41
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Here are three links:
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$\begingroup$ Thanks, I am looking for specific source to download the data as e.g. Excel? The links contain intraday but cannot be downloaded. $\endgroup$– emcorCommented Sep 12, 2014 at 17:13
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There's a company I have used in the past called Portra. They have both intraday and ticks for the DAX and S&P.
Here's the link to the intraday page.
