Historical data to a xls?

Discussion in 'Data Sets and Feeds' started by ronin266, Jun 15, 2011.

  1. Hello guys,

    Is there any way to get the historical price of certain stocks at a desired time directly into a excel sheet, without watching every stock chart??(for example HON, HES at 10:05 the last 2 months)
    Actually I get them live trough Yahoo data feed, but I´m tired of that..

    Anyone has an idea how to achieve that? If data is stored in Yahoo, is there a way to retrieve it??

  2. Last I knew, Yahoo only offers daily summary data on a historical basis. Historical intraday data is hard to come by for free. The bandwidth costs are too high.

    I built a little VSTO program/Excel spreadsheet that replays historical data as if it were a live DDE connection, but you still need to have the data.
  3. Sure Yahoo Finance has EOD data. However, for many purposes this is fine. If you want to download and analyze right away in Excel, then such an VSTO like the one I poded might be helpful.

  4. That's the problem with Yahoo, it gives you direct data but in real-time only (with 20min delay if i'm not wrong), and i'm tired of recording it every day....

    Any idea about the places and price of historical intraday data out there?
  5. Depends how far you want to go back in history. A cheap (almost free) option is to sign up sign up with a CFD broker like XTB, ActivTrades, Alpari or many others. Those brokers have MetaTrader 4, which you might use to retrieve historical data and export it. Mostly this data is very close to the underlying future.

    E.g. at ActivTrades the instrument Ger30Sep11 is related to the Future contract ending in Sept 2011 on the DAX index. History reaches back ca 1 year.
  6. This has been covered 1000 times in other threads. Do a site search.
  7. I´m searching equities data, only NYSE stocks :)...