3
$\begingroup$

Where can I download intraday tick data for DAX and S&P500 index prices?

I found only daily closing prices.

$\endgroup$
3
  • $\begingroup$ Related (possibly duplicate) $\endgroup$ Sep 12, 2014 at 12:09
  • $\begingroup$ did you find an intarday free data in the end ? i am also looking for it - and it is not easy.... $\endgroup$
    – user17707
    Sep 30, 2015 at 11:51
  • $\begingroup$ @AssiDahan No its not available, apparently only from paid sources e.g. Bloomberg. $\endgroup$
    – emcor
    Sep 30, 2015 at 15:40

4 Answers 4

2
$\begingroup$

For the SPX, First Rate Data - SPX intraday has about 15 years of 1-minute intraday data.

$\endgroup$
3
$\begingroup$

Here's the SPX & DAX data in CSV format (you can open in Excel):

http://real-chart.finance.yahoo.com/table.csv?s=%5EGDAXI&d=11&e=1&f=2014&g=d&a=10&b=26&c=1990&ignore=.csv

http://real-chart.finance.yahoo.com/table.csv?s=%5EGSPC&d=11&e=1&f=2014&g=d&a=0&b=3&c=1950&ignore=.csv

and this is the Yahoo finance SPX & DAX page to obtain that data:

http://finance.yahoo.com/q/hp?s=^GDAXI+Historical+Prices

http://finance.yahoo.com/q/hp?s=^GSPC+Historical+Prices

$\endgroup$
4
  • $\begingroup$ Thanks but this is the daily data, intraday means like on 1-min or hourly frequencies... $\endgroup$
    – emcor
    Dec 1, 2014 at 9:30
  • $\begingroup$ 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/… $\endgroup$
    – dns
    Dec 1, 2014 at 13:39
  • $\begingroup$ I've posted new question about generating ticks that can follow OHLC data, in case you're interested - quant.stackexchange.com/questions/15713/… $\endgroup$
    – dns
    Dec 1, 2014 at 21:07
  • $\begingroup$ thx its interesting, but I need the empirical real data... $\endgroup$
    – emcor
    Dec 1, 2014 at 21:41
1
$\begingroup$

Here are three links:

$\endgroup$
1
  • $\begingroup$ Thanks, I am looking for specific source to download the data as e.g. Excel? The links contain intraday but cannot be downloaded. $\endgroup$
    – emcor
    Sep 12, 2014 at 17:13
0
$\begingroup$

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.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

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