Index Historical Dataset
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NOTE: Only intraday-bars with trading volume are included. Bars with zero volume are excluded. 

Timeframes : 1-minute, 5-minutes, 30-minutes, 1-hour, 1-day
 

Format
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Data is in the format : { DateTime (yyyy-MM-dd HH:mm:ss), Open, High, Low, Close}  
 
- Timestamps run from the start of the period (eg 1min bars stamped 09:30 run from 09:30.00 to 09:30.59) 


Updates
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This dataset is updated daily (update files are available by 11.45pm US Eastern time and 3am the following day for the full historical archive files)*

 

Notes
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- Timezone is US Eastern Time    
- Excel will usually fail to open large files directly. 
  To use the data in Excel, open the files using notepad and then break into smaller files or copy/paste into Excel 
- Data license is available at https://firstratedata.com/about/license
 
  
 
* update times are approximate and users may experience small delays in the event of a server or network outage.


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