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Where can I download intraday tick data for DAX and S&P500 index prices?

I found only daily closing prices.

emcor
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4 Answers4

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Here's the SPX & DAX data in CSV format (you can open in Excel):

http://real-chart.finance.yahoo.com/table.csv?s=%5EGDAXI&d=11&e=1&f=2014&g=d&a=10&b=26&c=1990&ignore=.csv

http://real-chart.finance.yahoo.com/table.csv?s=%5EGSPC&d=11&e=1&f=2014&g=d&a=0&b=3&c=1950&ignore=.csv

and this is the Yahoo finance SPX & DAX page to obtain that data:

http://finance.yahoo.com/q/hp?s=^GDAXI+Historical+Prices

http://finance.yahoo.com/q/hp?s=^GSPC+Historical+Prices

dns
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  • Thanks but this is the daily data, intraday means like on 1-min or hourly frequencies... – emcor Dec 01 '14 at 09:30
  • you can generate intraday ticks using GBM (Geometric Brownian Motion) combined with OHLC daily data to limit the up/down of the ticks, here's the link: http://stackoverflow.com/questions/13202799/python-code-geometric-brownian-motion-whats-wrong – dns Dec 01 '14 at 13:39
  • I've posted new question about generating ticks that can follow OHLC data, in case you're interested - http://quant.stackexchange.com/questions/15713/how-do-i-artificially-generate-intraday-ticks-data-from-a-given-input-open-high – dns Dec 01 '14 at 21:07
  • thx its interesting, but I need the empirical real data... – emcor Dec 01 '14 at 21:41
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For the SPX, First Rate Data - SPX intraday has about 15 years of 1-minute intraday data.

Judo
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Here are three links:

Glorfindel
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user12043
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  • Thanks, I am looking for specific source to download the data as e.g. Excel? The links contain intraday but cannot be downloaded. – emcor Sep 12 '14 at 17:13
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There's a company I have used in the past called Portra. They have both intraday and ticks for the DAX and S&P.

Here's the link to the intraday page.

Glorfindel
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Schmoople
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