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Posted

Hi all

can anyone post intraday (1 min or 5 Min) format data of S&P 500 index (cash not future) data.

 

data format either metastock or ASCII

 

2-3 month latest month data will be fine

thanks

Posted
It's normal. My software shows the time of the close of the bar so 9:31 is the bar from 9:30 - 9:31. The last bar of the day is the bar from 16:14 - 16:15 and is listed as 16:15. The one hour difference is because RTH is 9:30 - 16:15 NY time (Eastern) while the 8:30 - 15:15 time is the same period but Chicago time (Central).

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