New answers tagged market-data
2
For the SPX, First Rate Data - SPX intraday has about 6 years of 1-minute intraday data.
0
Is this a generic question or specific to Eurodollar options?
And I note that "Z3" will now return Dec '23, not Dec '13.
3
The actual term for this is downsampling. If you are trying to take 1-minute bar data and create 5-min bar data there are a few rules you should follow.
The bar name is where it starts, not where it ends. The bar in your example should be called the 15:00 bar, not the 15:05 bar.
It should not include the 15:05 1-minute bar. The bar should start at 15:00 ...
1
I've built an Excel Add-in (https://www.excelpricefeed.com/) which enables retrieval of data from Yahoo Finance (as well as other data providers). The Add-in currently provides live and historic prices to Excel cells via simple formulas such as:
=EPF.Yahoo.Price("AAPL")
=EPF.Yahoo.Historic.Close("TSLA", "1 May 2019")
It also has a UI for bulk downloading ...
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