Use the Bloomberg (see access details) Excel Template XLTP XADD. Access it from the terminal: Type XLTP XADD and hit <GO>.
- Data are available for the following indices:
- S&P 500
- S&P Midcap 400
- S&P SmallCap 600
- Dax Index
- Dax 100
- Nikkei 225
- Data go back to the mid 1990's.