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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.


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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 ...


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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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