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Madrid Stock Exchange - Historical Data

by The trader, 3651 days ago
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The "bolsamadrid.es" website provides historical end-of-day data of companies listed in the Bolsa de Madrid or the Madrid Stock Exchange. The item I have created downloads the historical end-of-day quotes of all the 157 symbols for a specific start and end date ('From' date and 'To' date).

The list of symbols could be downloaded here: Madrid Stock Exchange. This list is mandatory because the downloader uses the ISIN numbers, which are available in the above list, to get historical data.

In very rare cases, the close, high or low fields are reported as 'n/a', and because parsing this causes some errors, I have handled this issue by removing the lines when an 'n/a' is found. I have done this using the Pre-Script; you can access and update the script if you want to override this behavior. The way the script works is very simple, it loops through all the lines and checks for the value of the close, high and low fields. If it finds an 'n/a' value, then it will call the 'IsIgnoreLine' property and set it to true.

NB: There is no open field; I use the last close price as the open for the current bar. In case the last close price is lower than the low price, I use the Post-Script to update this value. The same logic applies when the last close price is higher than the high price. Consequently, you should not use the open time-series in your analysis or backtesting.
The data spans from 2007 to present.

You can also download historical EOD quotes for Spain companies using the Yahoo downloader: Yahoo EOD historical quotes; you will need the following list of symbols: Spain Stock Market


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Type: Download Script

Object ID: 236


Country:
Spain

Market: Stock Market

Style:
All

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.