SPX Historical Data

Discussion in 'Data Sets and Feeds' started by MasterRaistlin, Oct 2, 2005.

  1. Hello,

    I'm looking for some SPX historical data that includes if the price gapped up or down. Yahoo has good data but their close price is the same as the open price on every entry. Anyone know where I can find this data?
     
  2. ozzy

    ozzy

  3. Prevail

    Prevail Guest

    Have you tried the spy?
     
  4. gummy

    gummy

    Hmmm ... never noticed that before :(
    It sho nuff makes the ^GSPC candlestick look strange:
    [​IMG]
    I reckon it's Standard and Poor's fault, not Yahoo's.
    Here they provide an explanation (sort of):

    The opening index value (9:31 am) which is available on standardandpoors.com reflects the 500 securities at that time and in the case of the stocks which have not yet opened (as all stocks do not open up simultaneously) the previous day's closing price for any stock that has not opened.

    Interestingly enough, S&P don't hardly do dat when dey do da TSE, here.
     
  5. just21

    just21