Historical Intraday data

Scripophilist

Active member
221 7
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
3 0
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
221 7
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
186 1
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
 

Scripophilist

Active member
221 7
a320, I already use these guys, I note they have DOW data for long periods also.

I am sure there is lots out there its just finding it. I was half hopeful that somebody would pop up and say, here have mine. But alas no luck yet.

Still with the data I got from IS99 I've written a spreadsheet that takes a life feed and plots the probabilities for the DOW till close. It works really well. All I need is more data to qualify my work.
 

rdlowrey

Newbie
3 0
Asian markets: Does anyone know of sources of intra-day historical prices for Asian markets, particularly indicies such as Nikkei 225, Taiwan, etc.
 

alpha_monkey

Member
97 5
Anyone in possession of intraday CME / EUREX / LIFFE data out there?
Thinking 1 min OHLC(V) for FX futures, B/B/S, DAX, SMI, EUROSTOXX, FTSE, GILT...
 

truffleman

Newbie
7 0
plavender said:
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 !)
Try tickplusdata.com who have a comprehensive service.
 

gerrymul

Newbie
1 0
Hi, Regarding the historical Data, Does anybody know of a data provider who would be able to provide custom spread data rather than outright data?

If I was to build a custom spread in a platform like TT or CQG the real time data will create an accurate OHLC bar chart of the spread. Is it possible to buy this data?
 

JoeMarfice

Newbie
1 0
Export of MARKET DATA to CSV is a free app that lets you download up to 2000 consecutive intraday entries for any of several listed stocks.

Again, a sufficiently clever monkey can put together an automated request program, and then piece the various 2000-minute CSV responses together into a single data source.

Or, you can do it by hand.

This data includes after/before market data, which is preferable to me, but requires a bit more handling for some people.
 

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