I've been looking for MXEF (MSCI Emerging Markets) intraday historical data for a while now. I can stitch it together myself but continuous is preferred. Does anyone have this around that can share or have ideas where to obtain it freely or for low cost?
http://www.kibot.com/historical_data/All_ETFs_Historical_Intraday_Data.aspx intraday etfs. They have MXDE emerging markets etf and they have ishares.
I'm also interested in the overnight moves so that rules out EEM. Continuous contract seem to be available through IB API but only seem to extent to 2018. Still interested in older expired contracts.
Yeah. Since this has only non-US components, it moves a lot overnight. For backtesting an ETF is not the equivalent. I might give Barchart a try on this.