Intraday prices

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Intraday prices

Please make sure you have the most updated mfd_dm, mfd_ta and mfd_tex packages for Stata installed for this post.

This post is rather technical. It basically explains the steps of downloading intraday prices from different sources.


Nasdaq provides real-time prices tick-by-tick throughout the day. Prices are available for pre- and port-market hours as well. This is a free and very valuable service.

Yahoo! Finance

* Reference:
* Format :[TICKER]/chartdata;type=quote;range=1d/csv
* Example:;type=quote;range=1d/csv

* Reference:
* Example for tick data: