Interpreting Google Finance Intraday Data for SAP

Summary

The document discusses retrieving intraday prices for SAP shares listed on Xetra using Google Finance’s historical data interface. It explains that the DATE column may contain sequential offsets rather than ordinary date-and-time values, so the response header is needed to identify the starting time and interpret the observations. The answer also describes changing the interval setting to request one-second observations and removing the period limit to seek the available history.

The guidance is exploratory rather than a verified account of complete historical coverage. The question asks about obtaining ten years of data, but the response does not establish that the service provides that span or that every one-second observation is available. It suggests adjusting request parameters to explore possible coverage, without giving a tested retrieval workflow or discussing data quality, missing observations, or service availability.

Key ideas

• The date field may encode observation order instead of a full timestamp.
• The response header can provide the start time needed to interpret the sequence.
• The interval parameter controls the requested sampling frequency.
• Removing a period restriction may request a broader history, but complete coverage is not demonstrated.

Tags

# Get intraday data of SAP with google Finance


# Get intraday data of SAP with google Finance












According to this link I try to get intraday data of SAP listed at Xetra.

Intraday data with timestep of 1 second would be great. I do not understand parts of the command, I try

http://www.google.com/finance/getprices?q=SAP&x=ETR&i=60&p=5d&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218

Now, first thing I ask myself: Why is there a date column (COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN)? I mean, since this is intraday data of 5 days, there should be more rows per day than just one?

How can I get intraday data of SAP at Xetra of the last 10 years with this command?

## Answer by zuiqo (score 3)

https://quant.stackexchange.com/a/7719

The data is numbered by order in the date column. Its not a real timestamp, to find the actual time, you need to look at the header, where the exact time where the data starts is noted.

For 1 second intervals, change the i-flag in the URL to 1, like here:

https://www.google.com/finance/getprices?q=SAP&x=ETR&i=1&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218

I also removed the period-flag (p) which was previously limiting the request to the last five days. This should provide you with all data thats available on a one second interval, but if you play around with the p-flag a little, you may be able to find more. Alternatively try to mess with the ts-flag, which would supply a start date.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.