IG Index Historical Client Sentiment Data Download

The Excel Price Feed Add-in is, to the best of our knowledge, the only public source of IG Index historical sentiment data (IG Index do not provide historical client sentiment data).

The Add-in enables on-demand downloading of historical IG Index client sentiment data into your Excel spreadsheet.

To get started, launch the Configuration Pane (from the Add-in toolbar), then select the "IG Index" tab and then the "Historical Sentiment Data" tab:

IG Index Historical Client Sentiment Data Download to Excel Screen

To download data, you need to specify the market and range of data you wish to download:

  • Market: Select the market from the list. We are currently collecting historical sentiment data for 30 different markets: stock indices, currencies, commodities, cryptocurrencies and single stocks. Please contact us if a market you are interested in is not currently being collected.
  • Range: Specify either a date range or a number of points back from the current date/time.
  • Resolution: Specify either daily or hourly data points.

Ensure the cell where you would like the data to be downloaded to is selected in your spreadsheet.

Press the "Download Data" button and the requested historical client sentiment data will be downloaded into your spreadsheet:

IG Index Historical Client Sentiment S&P 500 data in an Excel spreadsheet

The column headings describe the data that has been downloaded where each number is expressed as a percentage of IG Index clients:

Daily Data
  • CloseLong: The closing level of long positions.
  • CloseShort: The closing level of short positions.
  • OpenLong: The opening level of long positions.
  • OpenShort: The opening level of short positions.
  • HighLong: The highest long level of the day.
  • HighShort: The highest short level of the day.
  • LowLong: The lowest long level of the day.
  • LowShort: The lowest short level of the day.
Hourly Data

Even though more columns are returned only the first two are applicable to hourly data:

  • CloseLong: The closing level of long positions.
  • CloseShort: The closing level of short positions.

Important: All times are Coordinated Universal Time (UTC). To convert to local time you can use the EPF.Dates.UTCToLocal formula.

Excel Formulas

We also provide VBA and Excel formulas for retrieving historical IG Index client sentiment data.

For example, here we are using the IG client sentiment daily data formula (EPF.IG.VBA.SentimentHistoricDailyLookback) to download sentiment for the S&P500:

IG Index Historical Client Sentiment Excel Formula for S&P 500 data

Using Excel formulas like this is very powerful as each time you refresh your spreadsheet the latest client sentiment data is retrieved.

Comparison and Visualization

You can also use this data in Excel together with the historical IG Index data download functionality to visualise how client sentiment changes based on the underlying market.

For example, here we have plotted historical IG Index client sentiment for the S&P500 against the how the index moves:

Comparing how IG Index Historical Client Sentiment moves versus the S&P 500 Index