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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) $\endgroup$ 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
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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):

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

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  • $\begingroup$ 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
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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

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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. $\endgroup$
    – emcor
    Sep 12 '14 at 17:13

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