Lookinbg for round the clockhistorical DAX data

This is a discussion on Lookinbg for round the clockhistorical DAX data within the Data Feeds forums, part of the Methods category; i Im looking for historical dax data. But any data i see seems to end at 4.30 p.m. and begins ...

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Old Nov 10, 2016, 2:31am   #1
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Lookinbg for round the clockhistorical DAX data

i

Im looking for historical dax data. But any data i see seems to end at 4.30 p.m. and begins at 8.00 a.m.

But on IG Index the DAX is trade able 24 hours a day. So obviously they are getting their data feed from someplace.

Does anyone know where I can get 24 hour DAX data?

I don't mind paying for it
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Old Nov 10, 2016, 9:14am   #2
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I have been wondering where IG (and now others such as CMC) get their "overnight DAX data". I was under the impression that this did not exist since the DAX futures don't trade on globex. I have emailed CMC asking them how they are determining the DAX prices throughout the night, but have not received a reply.

My suggestion would be to ask IG how they determine the data (and please let us know if they give you a reasonable answer!) and then also whether they can provide you with historical data - which they must have available somehow.

[Data on the DAX from 0700 to 2100 (London time) is available to download from FXCM if you have an account with them. Am sure that this is also possible with most other brokers. But I am sure you know that already!]
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Old Nov 10, 2016, 9:18am   #3
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Yes Dax futures dont trade 24 hours , Ig and Cmc make up their own dax prices overnight by following the US futures ...



http://www.eurexchange.com/exchange-...-Futures/17206
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Old Nov 10, 2016, 11:53am   #4
 
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Out of hours data at IG is entirely fabricated/made-up/dreamed-up by IG themselves. Simply put their algo derives price trends/patterns from 24hour futures markets, fully open cash markets elsewhere in the world, pre-market auction orders and other similar algos elsewhere in the world too.

Basically outside of the hours 07:00 to 21:00 I wouldn't pay any/much attention it... unless it's clearly deviated from the mean by a few hundred points in which a mean reversion trade is on the cards

You can determine when it's using realistic prices by paying attention to the spreads, as soon as out-of-hours time hits the spread will increase dramatically and that's the time to avoid.
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Old Nov 10, 2016, 11:54am   #5
 
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Quote:
Originally Posted by Adecco View Post
Does anyone know where I can get 24 hour DAX data?

I don't mind paying for it
Sign-up for the IG API and you can subscribe to their 24-hour "price data" for free - http://labs.ig.com
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