Need intraday stock data for an index

March 10, 2013 1:03 PM

I've been trying to find what should be simple: intraday data on a large market index (such as the S&P 500). I'm willing to pay, but most sites seem to be interested in selling me collections of N stocks (where N is 12, 50, 100...), often by year, and at that rate, I'd end up paying $100s to get 11+ useless chunks of data, and one useful one (because for my purposes, I really only want to look at a single index). What are some economical sources for what I want? And, FWIW, I already know how to extract intraday (minute-wise) data from Yahoo and Google, but that's only good for about the last 90 days or so.
posted by IAmBroom to work & money (4 answers total)

Consider getting the data on an ETF as a proxy for the index. For example, the Diamonds (ticker symbol: DIA) tracks the Dow Jones Industrial Average.

I am not sure if they provide it, but I would look at Telechart to see if they would provide the data.
posted by JohnnyGunn at 1:48 PM on March 10

Can you go directly to the index provider? It will be pricey if you're not an academic, but possibly cheaper than an account with Bloomberg or Reuters.
posted by ripley_ at 3:31 PM on March 10

I'm not sure that index providers can resell the intraday data. You may need to buy the data from NASDAQ or NYSE.
posted by Arthur Dent at 6:29 PM on March 10

Arthur Dent, you were right, although the services Standard & Poors referred me to couldn't help, either.

I ended up going with Pi Trading, which seriously undercuts the competition. I got data back to IPO/1983 for hundreds of stocks, about 20 indices, FOREX, indicators... much more than I needed, but for $180ish, much much lower than others (some wanted to charge me $10-$20/year, with $150 min order - if I'm going to pay over $100, I might as well get more than one damned index).

Not as cheap as I'd like, but still way under the market price. I'm happy.
posted by IAmBroom at 8:45 PM on March 18