Intraday data for Dow Jones

Tray_Dar

Junior member
24 0
Anyone know where I can download/purchase intraday charts for the Dow Jones for the last 5 years or so? I've tried various sites but they all seem to have daily data only.

Could I get this from Sierra/MyTrack?

Thanks.
 

dsmodi

Established member
509 2
Dunno - but if you do ever find out - pls let me know....

However, you can VIEW intraday charts charts from chartmans daily dow synopsis on this website.... they go back less than 2 years - but at least thats something.. ...
 

Phlebas

Newbie
8 0
MyTrack can't provide that much data - limited to a few weeks IIRC.

http://www.tickdata.com provides historic tick data which you could import into the package of your choice. They seem to have data for the Dow from Oct 97, but it would cost $400 so not cheap!!

btw, never used them so can't comment on quality of the data, service, etc.
 

ChartMan

Legendary member
5,580 46
Any particular reason you need the data? I would suggest that if you're day trading, going back 5 years is going to be a bit of a waste. The (nearly) two years of data here has seen just about everything there is to see for daytraders. All that is missing is the raw OHLC data.
 

Tray_Dar

Junior member
24 0
I need it to test a strategy that I've been working on. My feeling is that 2 years would not be enough.

Anyhow, for those of you who are interested the cheapest I could find was here:

http://disktrading.is99.com/disktrading/

The cost is $15 per symbol and the data goes back to 1970!
 

mmillar

Guest
330 5
Tray_Dar,

Have you got any of this data? It is in .omz format. I don't know what that is and can't open it in any of my apps. What timescale is the intraday data - tick, 1 min, 5 min etc.

If seems very cheap!

Cheers

mmillar
 

Tray_Dar

Junior member
24 0
HI,

.omz format is for TradeStation users only but you can get ASCII format as well. This is taken off the website:

'Upon request, we can export all data to any format - ASCII, CSV, MetaStock ASCII or any other according to your specifications - you will have your own customized version of the Historical Data CD! '

I haven't ordered any data yet but I know that they can send the data to your requirements e.g 1min, 15 min etc....

HTH


TD
 

dsmodi

Established member
509 2
I contacted the people mentioned by Tray_dar and these are the replies I received (seems quitet reasonable):-

Hi,
Our original data is in .omz format - tick and daily records, and can be used by both TradeStation 4.0 and 2000i to draw any time-frame charts, starting from tick.

We also have all data exported in ASCII format (.csv) - tick, 1min, 5min, 15min, 30min, 60min, daily, Eastern Standard Time, with the following fields:
Date, Time, Open, High, Low, Close, U, D
MM/DD/YYYY, hhmm, open, high, low, close, upticks, downticks

The last 2 columns "U" and "D" in the ASCII intraday files represent the number of up-ticks and down-ticks for the preceding time interval, in the daily data files these are V (Volume) and Open Interest (OI). These are not used for the tick data.

Our futures data is in continuous format - there is one file per symbol, named after the currently most active contract and containing data from the previous contracts for the time they were most active. We do this by always collecting data for the most active contract in one file and closely comparing the trading volume to the volume of the forthcoming contract. When the new contract becomes more active than the current one, we "rollover" by re-naming the file after the new monthly contract and resuming data collection for the new one, because it is now most active.

If you use MetaStock, we also provide MetaStock import ASCII formatted files (1min, 5min, 15min, 30min, 60min, daily).

All data formats and time frames are included in the prices quoted on our website. If you are ordering separate symbols, we would encourage you to specify the formats/time-frames you will actually need so that it takes you less time to download the files.

You may check the pricing of our 5 CD alternatives and you may purchase online over a secured connection from our web site:
http://disktrading.is99.com/disktrading/
If you order online one of the CD packages we shall deliver it to you by courier /normally 2-4 days/ and shipping is free for you.

If you are interested in separate symbols - the price is 15,-USD per symbol for the whole history of that symbol. You can order the data by using our offline order form:
http://disktrading.is99.com/disktrading/ordersymb.doc

After we receive your order (by fax or mail) we will prepare your data for downloading, process your payment and e-mail you the download access info so that you can download your data.

Currently we offer all our customers free quarterly updates for a period of one year after the purchase.

We also offer end-of-day data service - for pricing and other info, please examine our service order form:
http://disktrading.is99.com/disktrading/orderservice.doc
Data is delivered by e-mail and also uploaded to our server every day between 4:00 am and 8:30 am Eastern Time (except for Sundays).

AND REPLY 2:-

Hi,
Intraday SP data include tick volume starting from the beginning of 2002.
No problem to send you data in ASCII format that you can view in Excel - just have in mind that Excel can open only up to 65535 rows of data so it will not be able to open the large files completely. But you can use a good text editor to open the files and copy/paste pieces of them - a very good choice is
www.ultraedit.com


HTH
 
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