Historical Intraday data

padnoter

Junior member
Hi,

I'm new to this site (great btw).

I'm trying to find a source of historical intraday (1 or 5min ? or whatever is available) data - initially 3,6, or 12 months worth of the ftse100 index.

Can anyone tell me of a website/company/individual that supplies such data please ?

Thanks
Phil

p.s. I have had a search on this site (& search engines) but so far can't find anything definite - apart from the official stock exchange - but that seems very expensive !)
 

Zenda

Well-known member
US or UK?

If its US stocks Historical Data from www.prophet.net DJIA from beginning!! 7 day free trial - The Gold is Live Data plus everything just $35 per month abour £5 a week! contact them quote John B
 

padnoter

Junior member
Yes it's UK I'm after John B.

Thanks v. much Skimbleshanks for link - that'll do for the FTSE100 index.

Does anyone know of anything similar for UK listed shares ? (again historical intraday prices)
 

Scripophilist

Active member
Anybody ever order from these guys mentioned on these sites? I am looking for as much intra day data as possible on DOW and FTSE?
 

padnoter

Junior member
ordered intraday data for ftse100 & DJI indices from disktrading site - very quick & prompt ($30 for 2 indices -downloadable from their site - multiple formats). intraday went back to 1996 for Dow, and 1998 for ftse. price also includes quarterly updates for 1 year.
 

Trader333

Moderator
Hi Scrip,

Yes I have ordered from IS99 and have been pleased with the data which they will put in whatever format you require.


Paul
 

Scripophilist

Active member
I have found a company in the US that has DOW intraday data going back to 1933!!!

30 Min data to 1987 then hourly data from there.

I would love to get my hands on this data but the cost is high.

$1500

If there were enough people we could group together and fund the cost, any interest?
 

SUNSEEKER

Established member
can I just give a word of warning on Disktrading 99...no big deal, but be aware of the following: the data can from time to time get fairly "dirty". By that I mean I had to manually go through each day of many years worth of data to make sure that there were not more entries than there should be. Very often, and I mean, almost every single intra-day data had entries which had to be deleted...in the case of the FTSE intra-day, that would be data from before 08:00 or data after 16:30

it is of course very easy to correct in Excel, but neverthelss time consuming when you are doing 10 years worth of data or more.

On that note, does anyone know how to import the data from Excel in E-Signal????????????

thx
 

SUNSEEKER

Established member
I have found a company in the US that has DOW intraday data going back to 1933!!!

30 Min data to 1987 then hourly data from there.

I would love to get my hands on this data but the cost is high.

$1500

If there were enough people we could group together and fund the cost, any interest?

are you serious.....I would love to get hold of that...what is the format?

that is like finding the missing link....

are you saying intra-day, as 1-minute or 5 minute????

PM me if necessary,....that data is MINE....I need it bad....
 

Scripophilist

Active member
I have received some data from IS99, transaction was smooth but the data is a little dirty which is annoying. Had to spend most of this weekend looking for errors before I put it to use.
 

rdlowrey

Newbie
Is the DOW data from 1933 to 1987 the 30 minute data, or is the the data from 1987 to present the 30 minute data?

Is the DOW data the Industrials?

What format is the data in?
 

Scripophilist

Active member
I had seen a sample of this data. It is hourly.

It would be useful but based upon the work I have done on the IS99 data for me not worth $1500 but I would still be interested in sharing the cost with other members if we can get a group together.

It is INDU datta.
 

wysinawyg

Active member
As far as the FTSE is concerned you can go straight to the horses mouth and buy the data from LIFFE. Have a look round their site but it is fairly easy to find and I don't seem to think it was too astronomical in price, especially as it is likely to be decent quality and reliable (I would have thought).

wysi
 
 
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