Live Data Download

21/09/2011 10:47:08

The live realized measures computed for:

  • S&P 500
  • DAX 30
  • FTSE 100
  • Russel 2000
  • Nikkei 225

is availble for download.  The data is updated daily with the latest values.  You can find the data on the download page.

We will be adding new series to this data set on a regular basis.  The new additions will come in 2 forms:

  1. New instruments - We will be adding in more equity indices, as well as FX, Commodities and Treasuries.
  2. New realized measures - Currently we only compute 5-minute RV and the standard non-flattop Realized Kernel

We will make further announecments when these are implemented.