Does any one know where you can get historical data for shares in the FTSE 100 that you can download into excel for analysis, intra day data is what I am after as I can get end of day data from Yahoo?
TIA.
Historical FTSE Intra Day Data
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superfrank
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i get mine via NinjaTrader (Zen-Fire data feed).
not sure you'll find it easily on the net for free but if you sign-up for a demo futures a/c that might be an option?
not sure you'll find it easily on the net for free but if you sign-up for a demo futures a/c that might be an option?
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andyfuller
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- Joined: Wed Mar 25, 2009 12:23 pm
Cheers for the reply, does that give you intra day data, eg. hourly. and can the raw data be downloaded into excel? Or just viewed on a chart?
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superfrank
- Posts: 2762
- Joined: Fri Aug 14, 2009 8:28 pm
tick, minute or day - can be downloaded into a txt file then imported into Excel.
it's done per futures contract though so have to remove the duplicates because futures contracts overlap (take the highest volume).
it's done per futures contract though so have to remove the duplicates because futures contracts overlap (take the highest volume).
I did some work on intra day data about 12-15 years ago, can't remember when exactly.
But after a lot of work I ended up modelling the market based around the black scholes equation and that matched the data and work I had done collating intra data. It's a really good model if you understand it fully.
I went on to come up with a binary pricing model to use on Betfair for it. But I quickly realised that somebody in the market had a significant time advantage over me so it fell by the wayside.
But after a lot of work I ended up modelling the market based around the black scholes equation and that matched the data and work I had done collating intra data. It's a really good model if you understand it fully.
I went on to come up with a binary pricing model to use on Betfair for it. But I quickly realised that somebody in the market had a significant time advantage over me so it fell by the wayside.
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andyfuller
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- Joined: Wed Mar 25, 2009 12:23 pm
Just in case anyone is interested I have figured out a way of getting free live share prices into Excel on up to a 1 minute refresh. You get the following Data:
Last, Previous CLose, High, Low, Volume, Change, % Change, 52 Week High, 52 Week Low, Market Cap, EPS, P/E Ratio, #Shares Out
Rather than me explain it here is a YouTube video someone has done but I only just found:
http://www.youtube.com/watch?v=nlGtH_28af0
To get no US stocks this is a useful link:
http://support.microsoft.com/kb/163870
So for example Betfair would be:
GB:BET
Now I need to dust off my excel skills and try and remember how to do various things like use it to trigger price alerts and log the data.
Lastly, I am sure there are other ways of getting live prices into Excel, say using Google Finance, so if anyone knows how to do so please share.
Last, Previous CLose, High, Low, Volume, Change, % Change, 52 Week High, 52 Week Low, Market Cap, EPS, P/E Ratio, #Shares Out
Rather than me explain it here is a YouTube video someone has done but I only just found:
http://www.youtube.com/watch?v=nlGtH_28af0
To get no US stocks this is a useful link:
http://support.microsoft.com/kb/163870
So for example Betfair would be:
GB:BET
Now I need to dust off my excel skills and try and remember how to do various things like use it to trigger price alerts and log the data.
Lastly, I am sure there are other ways of getting live prices into Excel, say using Google Finance, so if anyone knows how to do so please share.
Hey Andy,
I use an Excel sheet linked to Metatrader (http://www.metatrader4.com/forum/235 - although you can probably find more detailed help or even example spreadsheets)
Just grab a demo broker account and that will provide the data feed. An Oanda FX demo account will cover the major indices plus FX and some commodities.
This should help with the FTSE but you may need find another method for individual stocks as they are not usually traded via Metatrader.
I use an Excel sheet linked to Metatrader (http://www.metatrader4.com/forum/235 - although you can probably find more detailed help or even example spreadsheets)
Just grab a demo broker account and that will provide the data feed. An Oanda FX demo account will cover the major indices plus FX and some commodities.
This should help with the FTSE but you may need find another method for individual stocks as they are not usually traded via Metatrader.
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andyfuller
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- Joined: Wed Mar 25, 2009 12:23 pm
Thanks for the info - will have a look at it.
Good ol' dukascopy.