New to the Game! Intraday Historical Data

[bw43757]

Hi, I am trying to get my hands on some historical data that I can download into excel or at least somehow get it there in the end. The problem I have is that I have the 'End of Day' figures for the past three years but I can not really analise anything because I want the 'Intraday' figures for that period.

Please can someone help!!?

 

[wwatson1]

Take it from me, don't bother.

You can sit and study the data for 3 years 24 hours a day and you won't come up with anything special.

 

[JillyB]

Hi there,

You don't say what you're trading, UK shares, FTSE indices, US shares, indices etc.

If you don't mind posting a bit more info, then one of us should be able to point you in the right direction.

 

[bw43757]

Thanks Jilly and WWatson

I am after the itraday data for the FTSE 100 - help much appreciated

Alan

 

[bw43757]

Me Again!

I know this might be completely wrong but I am new to the game after all - Is there not a place somewhere so traders can share info/data. I may have breached every ethic this site has by suggesting that but what the hey, I ain't a clue!!!

 

[JillyB]

Hi there (again)

FTSE intraday, hmmmm. Not sure that I can think of anywhere you can get hold of this without paying (subscribing). If you're willing to pay then there are quite a few oufits - Sharescope, ProReal Time, etc that will give you access to this data.

Not too sure what you need it for though. If you're intraday trading, then what's happened during the last five days should be enough to set support/resistance levels from and thats available on Yahoo.

If you're trading longer term, then end of day is all you need. Word of warning - Yahoo end of day highs and lows are incorrect. The open/close price is correct, but not the highs and lows (had this discussion before on another thread). Also ProReal Time end of day is free too (and correct).

Sorry I can't be more help.

 

[roguetrader]

Try this.
http://www.advfn.co.uk/

 

[roguetrader]

I know this might be completely wrong but I am new to the game after all - Is there not a place somewhere so traders can share info/data. I may have breached every ethic this site has by suggesting that but what the hey, I ain't a clue!!!

Hmn, that is unlikely, if the data was free then it would be pointless to take it to another website in order to share it. If the data is paid for then, firstly it is protected by copyright, and secondly I shouldn't imagine too many people are going to pay for data and then give it to other people for nothing.

 

[Captain Haddock]

Here you go....all you can eat.

http://www.fin-rus.com/analysis/export/default.asp

 

[Ian XX]

Please Help

Hello everybody!
I'm hunting free intraday historical data for E-mini S&P 500 (ES), but I'm still without any positive result I need it for my backtesting..

Thank you for your time and patience with newbies :!:

 

[Captain Haddock]

See above..........

on the market box select futures, then select mini on the ticker box, then selct your time period etc

 

[Ian XX]

See above..........

on the market box select futures, then select mini on the ticker box, then selct your time period etc

Hi thanks for reply,

I know you mean http://www.fin-rus.com/analysis/export ,but this site I know long time and local data for miniS&P index are different when I compare them with another free source (for instance - compare between fin-rus.com and futuresource.com)

Data from fin-rus.com

Name <DATE> ,<TIME>,<OPEN> ,<HIGH> ,<LOW> ,<CLOSE>
-----------------------------------------------------------------------------------------------------------
miniSP500,06/24/05,11:00, 1204.75000,1204.75000,1204.50000,1204.75000
-----------------------------------------------------------------------------------------------------------

Data from futuresource.com

----------------------------------------------------------------------------------------------------------
miniSP500,06/24/05,11:00, 1201.50 ,1202.50 ,1201.50 ,1201,50
----------------------------------------------------------------------------------------------------------

Can you explain it to me?

 

[Captain Haddock]

Hi Ian, I believe the time and date is Moscow local time (BST+3 I think), just adjust it to suit.

(Easiest way to check is see the time stamp on the market you are looking at's open and compare. EG FTSE cash opens at 8am, time stamp is 11am)