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Northern boy

Intra-day Data for Excel

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Does anyone know where to get Intra-day data for Excel? Preferably free, but if not that's fine too. Looking ideally for forex data, but commodities and equities will do. Website I used to use isn't working anymore.

 

Thanks

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I'm beginning to sound like an Interactive Brokers salesman but it feeds starlight into Excel using DDE or OLE (which is called something else nowadays). Note its 'real time data' is actually aggregated into 200milliseconds (from memory) chunks.

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most brokerages have a download data option which is quite simple. I have searched for public data on this in the past and could not find it.

 

I saw someone say that barchart.com allows this but at the time, I couldn't figure that out:

 

http://charts.barchart.com/chart.asp?sym=ESM9&data=Z10&date=121108&den=MED&divd=n&evnt=off&grid=N&jav=ADV&size=D&sky=N&sly=N&vol=N&late=Y&ch1=011&arga=&argb=&argc=&ov1=&argd=&arge=&argf=&ch2=&argg=&argh=&argi=&ov2=&argj=&argk=&argl=&code=BSTKIC&org=stk

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Not free, but for a very high quality feed at a reasonable price I would recommend DTN IQfeed which a DDE link. It also gives access to many extra fields like 52 week high/low open interest etc.

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I can also recommend the IB datafeed you can get with Excel. With their datafeed you can also get historical data upto one year into the past. If you are looking for backtest data, GainCapital has a tick by tick database available here.

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