FTSE price data

[wowpravin]

Hello,

I am doing an analysis on the price action of FTSE when the market is open (8 am-4.30 pm). For this I require the historical open, close, high and low data.

The problem I am facing is that I need the actual open price (gapped up/down). The historical data from yahoo and other sources give the opening price which is same as the closing price of the previous day.

Could anyone please share a data source where I can get the gapped-up/down(if this is the right term to use) opening price?

Thanks,
Pravin

 

[Chorlton]

If you intend to base financial decisions on results of your studies, then I wouldn't use Yahoo Data (or any other "free" data) for that matter. You might live to regret it IMO.

I buy my data from JustData but that is because they also offer Australian price data.

If you don't intend to download the data into excel, etc, then try ProRealTime. Their data from memory used to be pretty accurate and for EOD its actually free!!! However, the data is only available within their charting package and cannot be manipulated.

 

[wowpravin]

Thank u for a quick reply. I am creating my strategies in Excel, so looking for a data provider which gives one in Excel.

I will check out JustData. I hope it gives the correct opening price.

thanks again,
Pravin

 

[Chorlton]

Thank u for a quick reply. I am creating my strategies in Excel, so looking for a data provider which gives one in Excel.

I will check out JustData. I hope it gives the correct opening price.

thanks again,
Pravin

Ok....I've taken a look at the FTSE100 Index (using the data supplied by my provider) with regard to Gaps.

On a Daily timeframe, there were plenty of Gaps up to Sep 1999. After that date, I have only counted 2 more up to Mar2009.

On a Weekly timeframe, no gaps were identified after 2000.

Make your own conclusions............

Hope this helps...

Chorlton