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Minute data feed S&P-500, DJIA and DAX for backtesting


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  #1 (permalink)
 Gabriel123 
Stockholm
 
Experience: Intermediate
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I am searching for minute data (tick data isn't necessary) for S&P-500, DJIA and DAX. (The Swedish stock index OMXS30 is also interesting). I am looking for data over a long period of time, I would prefer from 2000 to 2015.

I am open for different options. Of course I prefer data that is correct and sorted.

Thanks in forward!


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  #3 (permalink)
 
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 Big Mike 
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Gabriel123 View Post
I am searching for minute data (tick data isn't necessary) for S&P-500, DJIA and DAX. (The Swedish stock index OMXS30 is also interesting). I am looking for data over a long period of time, I would prefer from 2000 to 2015.

I am open for different options. Of course I prefer data that is correct and sorted.

Thanks in forward!

Pretty sure there is minute and tick data for ES for 2003 to present in Elite section. Probably 2008-09 or so to present for YM, and a dozen or so other instruments.

You can also sign-up for IQFeed. There are discounts for Elite Members. I believe they have minute data going back to 2006 or so I believe, tick data is 180 days.

Mike




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  #4 (permalink)
 Gabriel123 
Stockholm
 
Experience: Intermediate
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Trading: DAX
Posts: 40 since Jul 2015
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Big Mike View Post
Pretty sure there is minute and tick data for ES for 2003 to present in Elite section. Probably 2008-09 or so to present for YM, and a dozen or so other instruments.

You can also sign-up for IQFeed. There are discounts for Elite Members. I believe they have minute data going back to 2006 or so I believe, tick data is 180 days.

Mike

I have tried to search for that thread (I am an Elite member now) - but I haven't found anything in the Elite section. Could you please post me a link?


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  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Gabriel123 View Post
I have tried to search for that thread (I am an Elite member now) - but I haven't found anything in the Elite section. Could you please post me a link?

This one goes back a few years for the most popular instruments and ETFs



Beyond that just search for "historical tick" like "ES historical tick"



Or CL



etc

Most of those threads became inactive after the first QCollector thread became popular, everything is consolidated there.

Mike




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  #6 (permalink)
 Gabriel123 
Stockholm
 
Experience: Intermediate
Platform: ProRealTime
Trading: DAX
Posts: 40 since Jul 2015
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Big Mike View Post
This one goes back a few years for the most popular instruments and ETFs



Beyond that just search for "historical tick" like "ES historical tick"



Or CL



etc

Most of those threads became inactive after the first QCollector thread became popular, everything is consolidated there.

Mike

Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:


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  #7 (permalink)
 Gabriel123 
Stockholm
 
Experience: Intermediate
Platform: ProRealTime
Trading: DAX
Posts: 40 since Jul 2015
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Gabriel123 View Post
Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:

It doesn't have to be tick data, minute data could be enough.


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  #8 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Developer
Swing Trader
 
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Posts: 50,669 since Jun 2009
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Thanks Received: 102,557


Gabriel123 View Post
Thanks Mike. However, I am especially looking for DAX. In the QCollector thread DAX is only included from July 2014. I only found this thread about DAX, and that wasn't really helpful:

I would try posting in that thread to see if anyone has older data. I personally don't have any FDAX data, sorry.

Mike




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