Sources for Intraday DAX and S&P 500 Data

Summary

The document responds to a search for intraday index prices by naming possible sources for S&P 500 and DAX data. It reports that one vendor offers roughly fifteen years of one-minute S&P 500 observations, and points to Bloomberg and Börse Frankfurt as additional places to investigate. Another answer gives historical-data references for both indices, but those references concern daily data rather than intraday series. A further contributor mentions a vendor said to provide intraday and tick data for both markets.

This is a list of leads, not a comparison or endorsement of data providers. It does not establish current availability, coverage, timestamp conventions, costs, licensing terms, or whether the series are index values, futures, or another instrument. Researchers should verify frequency, historical depth, exchange coverage, and usage rights with each source before relying on data for analysis or trading. The page’s useful contribution is pointing toward potential sources while making clear that the original question about intraday access has limited detail.

Key ideas

• The document names potential sources for intraday S&P 500 and DAX data.
• One cited source is described as offering about fifteen years of one-minute S&P 500 observations.
• Other answers mention Bloomberg, Börse Frankfurt, and a vendor said to provide intraday and tick data.
• The references do not compare vendors or confirm current availability, licensing, or data specifications.

Tags

# Where can I download intraday series for DAX and S&P500 Index?


# Where can I download intraday series for DAX and S&P500 Index?












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

I found only daily closing prices.

## Answer by Judo (score 2, accepted)

https://quant.stackexchange.com/a/49193

For the SPX, First Rate Data - SPX intraday has about 15 years of 1-minute intraday data.

## Answer by dns (score 3)

https://quant.stackexchange.com/a/15709

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

## Answer by user12043 (score 1)

https://quant.stackexchange.com/a/14713

Here are three links:

- Bloomberg, S&P

- Bloomberg, DAX

- Börse Frankfurt, DAX

## Answer by Schmoople (score 0)

https://quant.stackexchange.com/a/70058

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.

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