About the data

S&P 500 (1985 – 2023)

Daily open, high, low and close for the S&P 500 index (^GSPC), downloaded from Yahoo Finance's public chart service. Black Monday checks out: 16 Oct 1987 closed at 282.70 and 19 Oct closed at 224.84 (−20.5%).

Usage rights: Yahoo data is provided for personal, non-commercial use. Fine for a private learning tool; for a commercial product, license data from a vendor (e.g. S&P Dow Jones Indices, Norgate, Refinitiv). Early-period opens are sometimes recorded equal to the prior close.

FX: EUR/USD, GBP/USD, USD/JPY

Federal Reserve H.10 noon buying rates in New York, via FRED (series DEXUSEU, DEXUSUK, DEXJPUS). Public-domain US government data. EUR/USD starts in 1999.

Limitation: this is one rate per day, not true OHLC. Each simulated bar goes from the previous day's rate to today's, so real intraday highs and lows — and stops that would have been hit inside them — are missing.

Black Monday 5-minute session (reconstruction)

Recorded minute-by-minute S&P 500 data for 19 Oct 1987 is only in paid or restricted archives, so the 5-minute session is a reconstruction. The official daily figures are exact: open 282.70, high 282.70, low 224.83, close 224.84.

The path between them follows approximate checkpoints taken from the SEC's The October 1987 Market Break (Feb 1988) and the Brady Commission report: a steep first hour, a late-morning rebound attempt, a midday slide and a collapse in the final 90 minutes. Bars between checkpoints use fixed random noise, so everyone gets the same path.

Use it to practise the routine and feel the speed of the day. Don't quote a specific 5-minute price from it as history. For exact prints, a licensed intraday data file is the only source.