3
$\begingroup$

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

I found only daily closing prices.

$\endgroup$
  • $\begingroup$ Related (possibly duplicate) $\endgroup$ – Joshua Ulrich Sep 12 '14 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 '15 at 11:51
  • $\begingroup$ @AssiDahan No its not available, apparently only from paid sources e.g. Bloomberg. $\endgroup$ – emcor Sep 30 '15 at 15:40
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

$\endgroup$
  • $\begingroup$ Thanks but this is the daily data, intraday means like on 1-min or hourly frequencies... $\endgroup$ – emcor Dec 1 '14 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 '14 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 '14 at 21:07
  • $\begingroup$ thx its interesting, but I need the empirical real data... $\endgroup$ – emcor Dec 1 '14 at 21:41
1
$\begingroup$

Here are four links:

http://www.bloomberg.com/quote/SPX:IND http://www.bloomberg.com/quote/DAX:IND

eu.spindices.com/indices/equity/sp-500 www.boerse-frankfurt.de/en/equities/indices/dax+DE0008469008

$\endgroup$
  • $\begingroup$ 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 '14 at 17:13

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

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