Historical SPX Intraday data with volume

Question

I am looking for historical SPX 1minute data containing volume. Anyone knows where to get them from?

Thank you,

Have you read through the master list? It might be buried in there somewhere. — chrisaycock, Jun 28 '20 at 03:52

score 4 · Answer 1 · answered Jun 28 '20 at 18:08

If you have an Interactive Brokers account, you can get historical intraday index data, including SPX, through their API.

Many developers find using the Interactive Brokers API to be a challenge, especially for collecting large amounts of data. If you want a more turnkey access, you can check out QuantRocket, which provides data collection tools on top of the Interactive Brokers API (among other data providers).

Disclaimer: I'm affiliated with QuantRocket.

score 1 · Answer 2 · answered Jul 20 '20 at 15:23

1

Last time I checked, algoseek has that kind of data. Their S&P 500 Trades and Quotes+minute bar data set contains OHLC, FINRA volume and etc. You can find a sample of their dataset here

answered Jul 20 '20 at 15:23

Mike Williams

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Historical SPX Intraday data with volume

2 Answers2