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Here is an intraday data downloader that retrieves one-minute bars snapshot for ETFs and Stocks of several major exchanges. Intraday data can be downloaded for stocks listed on the majority of exchanges supported by Yahoo. This includes: The New York Stock Exchange, NASDAQ, OTC Exchanges, National Stock Exchange, Sao Paulo Stock Exchange, London Stock Exchange, Paris Stock Exchange, Hong Kong Stock Exchange, Stuttgart Stock Exchange, Toronto Stock Exchange, Australian Stock Exchange, Buenos Aires Stock Exchange, Shanghai Stock Exchange, Shenzhen Stock Exchange...
The trading object uses the symbol name1 field (Usually set as the yahoo compatible name) to download the last/current day one-minute intraday data. For example, Groupe Danone SA (ADR) ticker name is DANOY and its yahoo compatible name is DANOY.PK. If you are using U.S. Stock Market or the default U.S. Symbols database you will notice that the symbol name of this company is set to DANOY and that its name1 is DANOY.PK. If the downloader cannot get intraday data for a stock, try to add the exchange suffix to that stock symbol in the "Symbol Name1" field (In case it is not already set).
Note that this intraday data downloader gets one-minute bars for the last day only. To get intraday data for +15 days for U.S. Stocks, use the following item Intraday Data for US Stocks.
