Indices — Intraday and End-of-Day OHLC

Schema

Data formats

• Intraday bars (1-minute, 5-minute, 30-minute, 1-hour): the timestamp has the date and time, yyyy-MM-dd HH:mm:ss (US Eastern).
• End-of-day bars (daily): the timestamp is the date only, yyyy-MM-dd, with no time.
• Columns: timestamp, open, high, low, close, with no volume at any frequency.

Intraday bars (1-minute example)

timestamp,open,high,low,close
2026-10-01 09:30:00,7666.47,7672.86,7663.87,7664.03
2026-10-01 09:31:00,7663.22,7666.43,7659.7,7661.79
2026-10-01 09:32:00,7661.35,7668.71,7660.51,7668.5

End-of-day bars (daily)

timestamp,open,high,low,close
2026-10-01,7666.47,7684.75,7616.78,7666.45
2026-10-02,7726.24,7754.67,7700.51,7722.72

One CSV per ticker per frequency, delivered as bulk zip archives.

Methodology

Values are index levels as published by the calculating exchange or provider, with no adjustments applied.

Intended uses

• Market-regime and volatility features for forecasting models
• Benchmarks and targets for time-series models
• Backtesting and quantitative research

Known limitations

• There is no volume column, because index levels are calculated rather than traded.
• Start dates vary by index. Most begin in January 2008, but some, such as the CBOE implied-correlation indices and VIX1D, begin in 2022–2023.

How to cite

@misc{frd_us_indices_intraday,
  title  = {Indices — Intraday and End-of-Day OHLC},
  author = {FirstRate Data},
  year   = {2026},
  url    = {https://firstratedata.com/ai/datasets/us-indices-intraday}
}