Recent content by thekulsk

Unfortunately not, however that does seem like a pretty useful data export! I am looking for intraday data (spanning form Dec 2001 - June 2008) for Indices and not individual stock prices. Thanks for your response though

HI All, Some of you may have seen my recent post regarding the sourcing of intraday data for specific indices of interest for my dissertation. I have had several people mention that the website opentick :: home may be of use. Unfortunately opentick are not currently accepting new registrations...

Hi, as I'm not using the data to trade and purely for research purposes I will see how the finam data fares for now. I am also in the process of sourcing more reliable data through a contact at a bank. As your data is 60-min data I'm afriad this would be of no use to me as I'm specifically...

Hi Guys, I am currently writing a research paper for my MSc, focusing on the extent to which higher frequency data suits particular market conditions when forecasting volatility using MIDAS regression. Basically I am comparing the usefulness of higher frequency data when forecasting the...

Hi Guys, I am currently writing a research paper for my MSc, focusing on the extent to which higher frequency data suits particular market conditions when forecasting volatility using MIDAS regression. Basically I am comparing the usefulness of higher frequency data when forecasting the...