Historical intraday FTSE 100 UKX data

angrybob

Newbie
5 0
Hi,

I am looking for historical ftse100 index (UKX) data, intraday either one a 1 minute (preferably), 2 or 5 minute CSV format, covering open, high, low, close, going back at least a few years. I am aware you can get EOD daily data from yahoo, but its really 1 minute data I need.

I would like to perform some statistical analysis on gaps - There is plenty of data around for the DOW and S&P but nothing for the FTSE opening gap. I have been paper trading a strategy which looks OK but really need to see how it performs over a longer period.

Basically I plan to import it into a database and run some gap trading strategies on it. Obviously, if the data is very 'spikey' it may not work.

Of course, I would be glad to share any results I find, though it may take some time as I would need to write the software (Though I am a programmer, so not that long!)

Can anyone help?

Thanks
 

lurkalot

Active member
177 0
You can get a few days at a time from dukascopy, but I have not found anywhere else.

I realise that this is an old post but did you ever find a way/site to provide the data?
 

rgsharp

Active member
121 1
Hi Angrybob

I am also searching for FTSE Gap stats and for the Dax.

any luck?
Regards
Richard.
 

pb8856

Active member
117 2
I guess not. I have had a look at FTSE overnight gaps but not figured out any kind of pattern yet, i'm finding more consistent results using the opening range breakout 8-9am but would be very interested to hear from anyone that has a theory / strategy for fading the gap.
 

options-george

Well-known member
483 92
bump.

I am doing something similar and am in the process of looking for historical data for the continuous futures contracts for ftse, cac, dax, nikkei, asx and hang seng. After checking through quite a lot of the threads in this section, i have sent some requests to pitrading and disktrading.

if any of you guys are still working/trading this strategy - would be great to discuss.
 

Similar threads


AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock