intraday 1 minute data of the S&P 500 components

[vs1]

Hi everybody,

Could anybody Please let me use for free a ~1 day historical intraday 1 minute data of the S&P 500 components ?

Help will be greatly appreciated!

Thanks in advance,
Vs1

 

[ankurshah]

you can try stockm, i am using it for 3 Months and found accurate and useful. you can get it from w w w.s t o c k m d a t a . c o m. Please remove spaces.

 

[gluino]

Free 1-minute data is hard to find (trust me, I have tried below). If you are patient and not adverse to writing a bit of code, it is actually possible to get the current day's minute tick data by extracting it from the charts on Yahoo and Google Finance. I actually got code like this working some time ago, but it became not worth the hassle so I eventually purchased from QuantQuote (Historical Intra-Day Stock Data).

Google and bit and I think you can find some perl codes for downloading from Yahoo Finance if you want to go the free route (but be prepared to spend a lot of time that could probably be better spent working on algorithms).

 

[Hoggums]

It's easy when you know where...

Forex Historical Data

Scroll down towards the bottom for "SandP-500"

It'll only extract a certain no of rows - but you can change the Data end date to capture different time periods.

Have fun.

 

[nocloud]

This has been discussed many times before. You can save a lot of time and go to the Michael's Musings list of historical data providers. We have been satisfied with this intraday data source.

fod200:

Another spam post of yours???

Stop spamming. You have been posting this all over the internet on various trading sites in threads I am subscribed to, in fact, almost all of the posts in your post history reference Kibot in some way.

Let me guess, you also run Michael's Musings and Kibot? Unbelievable.

 

[alex2000]

Historical Quotes Downloader Historical Quotes Downloader - download free daily stock quotes can download 1-min data for all S&P-500. You'll get it for free in a trial mode, no subscription needed.

 

[Michael's Musings]

fod200:

Another spam post of yours???

Stop spamming. You have been posting this all over the internet on various trading sites in threads I am subscribed to, in fact, almost all of the posts in your post history reference Kibot in some way.

Let me guess, you also run Michael's Musings and Kibot? Unbelievable.

nocloud,

fod200 is not related to me in any way. Ironically s/he posted the same type spam comment on my page Sources for Intraday Historical Stock Datathat s/he linked to. Someone else left this comment on my page as well.

“In short, Kibot data is very very poor quality and I recommend everybody stay away. My customer service experience with them has been poor, problems take a long time to fix IF they fix them, and they even try to charge you money to fix their own mistakes. Google around and you can see numerous examples of bad kibot data.”

I doubt I'll update my research to include Kibot.

Best,
Michael

 

[ast4]

Do you have a list of the constituents on a daily basis?

 

[backtestdata]

If you are referring to Emini s&P 500 future, we have the following data availiable:

ES — E-mini S&P 500
Last
Tick 11/1/1997
Minute 9/1/1997
Day 1/1/1970
Ask
Tick 12/1/2010
Minute 3/27/2009
Day 1/1/2009
Bid
Tick 11/1/1997
Minute 3/27/2009
Day 1/1/2009

Not only the 1 minute but down to 1 tick data. hope you are interested?

Hi everybody,

Could anybody Please let me use for free a ~1 day historical intraday 1 minute data of the S&P 500 components ?

Help will be greatly appreciated!

Thanks in advance,
Vs1