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Sources for DAX Futures and Index Intraday Data

Article Quant Q&A · Author: Qbik
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Summary

The discussion collects suggestions for obtaining intraday DAX or DAX futures data, with an emphasis on one-minute bars and affordability. It mentions exchange data for DAX futures, downloadable DAX series from a broker-data source whose instrument type may be a CFD rather than a futures contract, and one-minute OHLC data available through trading software. It also points to free historical one-minute aggregates from Deutsche Börse, while noting that instrument coverage may be incomplete.

Other replies identify commercial vendors and packages, including a low-cost monthly exchange-data option and historical futures minute data sold in a bundle. These are community suggestions rather than a systematic comparison or independent verification of data quality. The post does not establish which source is best for a particular research use, and important details such as contract coverage, timestamp conventions, adjustments, licensing, and survivorship or quality checks are not evaluated. Researchers should confirm that each dataset contains the intended instrument and resolution before relying on it.

Key ideas

  • Exchange vendors and commercial providers are suggested for DAX futures minute bars.
  • Some tools provide DAX one-minute OHLC data, though the instrument may be a CFD rather than a future.
  • Deutsche Börse is cited as a source of free historical one-minute aggregates, with possible coverage gaps.
  • The recommendations are anecdotal and do not compare data quality, licensing, or contract details.

Tags

FuturesEquitiesBacktesting
Full text
# Are there any free data of DAX or DAX future in 1-second or 1-minute time resolution?


# Are there any free data of DAX or DAX future in 1-second or 1-minute time resolution?












Are there any free data of DAX or DAX future in 1-second or 1-minute time resolution ? I would be happy to buy them but everywhere prices starts from 1k $ (minimum value of order), 2016 alone would be enought

I've read this : What data sources are available online?

## Answer by Eli (score 4)

https://quant.stackexchange.com/a/32451

If you shop Eurex for 1-minute bars, it's actually fairly cheap: comes down to 37 euro for month of data for DAX futures.

## Answer by Xpector (score 4)

https://quant.stackexchange.com/a/37701

Tickstory downloads, among other assets, DAX data from Duksacopy. However, I don't know if it's their CFD on index or future. Zorro also provides 1-minute OHLC data for DAX.

## Answer by Kermittfrog (score 1)

https://quant.stackexchange.com/a/53010

Deutsche Börse offers free historical data for EUREX and XETRA at 1 min aggregated Levels here https://github.com/Deutsche-Boerse/dbg-pds. I do know that maybe not every instrument is available, but the data is free of charge and an API is available or can be programmed quite easily.

## Answer by JoeBadAss (score 1)

https://quant.stackexchange.com/a/70738

It seems you can find cheap data on https://firstratedata.com/b/29/futures-most-active DAX Fut minutes OHLCV are included in the most active bundle data pack, for 200USD 15 years of data.

## Answer by Ralph (score 1)

https://quant.stackexchange.com/a/76111

I found this: https://www.backtestmarket.com/en/dax-1m I haven'tried it yet but the sample seems good to me.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

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