I can download 1-minute data from Google Finance for the last 15 days using Python script at http://trading.cheno.net/downloading-google-intraday-historical-data-with-python/ .
For SPY, data is provided from 9:30 AM to 4:00 PM EST, but I know that SPY trades actively before and after the official stock market opening and closing times. Historical intraday data from Bloomberg has the same limitation. Where can I get 24-hour historical data for SPY and other ETFs? Thank you.
For SPY, data is provided from 9:30 AM to 4:00 PM EST, but I know that SPY trades actively before and after the official stock market opening and closing times. Historical intraday data from Bloomberg has the same limitation. Where can I get 24-hour historical data for SPY and other ETFs? Thank you.