Master list of free financial data

[Andy Nguyen]

Economic Data

See What are the most useful sources of economics data? on the economics SE.
World

• OECD.StatExtracts includes data and metadata for OECD countries and selected non-member economies.

United Kingdom

• Statistics - release calendar - GOV.UK

United States

• Federal Reserve Economic Data - FRED (includes URL-based API)
• Census.gov
• U.S. Bureau of Labor Statistics
• The United States Social Security Administration
• U.S. Department of the Treasury
• SEC.gov | Home
• Economagic: Economic Time Series Page
• Financial Forecast Center-Financial Market Forecasts and Economic Predictions

Foreign Exchange

• OANDA Historical Exchange Rates
• Dukascopy - Historical FX prices; XML and CSV
• ForexForums Historical Data - Historical FX downloads via Amazon S3
• GAIN Capital - Historical FX rates (in ZIP format)

Equity and Equity Indices

• Yahoo Finance - Business Finance, Stock Market, Quotes, News
• Invest with IASG | Alternatives Market Quotes
• Historical Stock Data
• Kenneth French Data Library
• Advance Decline data

Fixed Income

• LIBOR rates
• FRB: H.15 Selected Interest Rates
• Barclays Capital Live (institutional clients only)

Options and Implied Volatility

• Stock Options Analysis and Trading Tools on I Volatility.com
• http://www.optionmetrics.com/
• http://www.livevol.com/
• http://www.historicaloptiondata.com/

Futures

• http://www.simiansavants.com/cmedata.shtml
• http://www.cmegroup.com/market-data/index.html
• http://www.tradingblox.com/tradingblox/free-historical-data.htm

Commodities

• http://www.liffe-commodities.com/
• LIFFE Commodity Derivatives - 15 min delay; free registration

Multiple Asset Classes and Miscellaneous

• OHIO STATE UNIVERSITY DEPARTMENT OF FINANCE: The Financial Data Finder
• Google Finance APIs and Tools
• QuantNet Master List
• RBS Databank
• http://www.eoddata.com/
• Robert Shiller Online Data

 

[dcifrths]

Andy,

there is a FANTASTIC data source that is actually a central database for a ton of the things you've listed:

www.economagic.com

for $50 you can build a self-updating spreadsheet w/ http codes that update everytime their central database updates.

i know for a fact they have every LIBOR self updating, constant maturity treasuries and a ton of macro economic data and every FX rate vs. the dollar (you can easily calc cross rates obviously).

i use this and have a great spreadsheet that i can pull from to ask all kinds of questions (see my recent post response to paul kruger's article)

hope this helps.

also, it is FREE to simply copy/cut/paste or download any data you want on the site, but it costs $50 only for the privledge of self updating files/codes.

Barron

 

[Bastian Gross]

My favourite for free financial data is the Yahoo Finance Site.

During my risk-management internship in Luxembourg I prefer the german Yahoo site and Onvista.
There're also FX-Rates, implied volatilities and Intraday-prices to find.

But I will use some free data to test my progam.

 

[ramnik]

[wanted] Historical 5 minute bar for ESH8 or QQQQ

I was wondering if there is any way I can download 5/15 minute bars(OHLCV) for ESH8 and QQQQ.
I would prefer it to be some free online source since making payments via the internet is not possible for me right now.
Also if anyone has/can download it please help :sos:
Ideally I would like the period to be as large as possible.(minimum 80 days!!)

 

[alain]

I was wondering if there is any way I can download 5/15 minute bars(OHLCV) for ESH8 and QQQQ.
I would prefer it to be some free online source since making payments via the internet is not possible for me right now.
Also if anyone has/can download it please help :sos:
Ideally I would like the period to be as large as possible.(minimum 80 days!!)

intraday information is usually available to paid subscribers of any service. If you find a free source, let me know.

 

[ramnik]

I have downloaded data(5 minute bars) for 1998-2006 for ES. In case any body wants it PM me. I need data for 2007.... HELP!!

 

[doug reich]

Some of these are duplicated, but here's another reference with other sites.

Wilmott Forums - Where can I find free financial data?

 

[ErikBam]

hi,
I was wondering if there is any way I can download 5/15 minute bars(OHLCV) for ESH8 and QQQQ.
I would prefer it to be some free online source since making payments via the internet is not possible for me right now.

 

[featips]

Free access to financial data

Hi All,

I need bond price data of the day of May 5, 2009. Since this is history data, I guess it shall be available somewhere on the internet, no need to bother with Bloomberg. Generally, what website(s) you use frequently for retrieve those financial data?

Thanks for suggestions.

 

[alain]

Freed Bond data is not as easy to find. If you find a source, post it here.

 

[daleholborow]

if you're looking at the US market, yahoo has bond pricing data available as part of their finance.yahoo.com services i believe. i almost used it for a research topic i was involved in, but ended up going with compustat and datastream (not free) because they were more comprehensive.

agreed... free bond data is very hard to find on the whole.

 

[Andy Nguyen]

Free data finder from Ohio State University
http://fisher.osu.edu/cgi-bin/DB_Search/db_search.cgi?setup_file=finance.setup.cgi

Also a big list for data
The Financial Data Finder A - G

 

[Dwsmith]

DailyFX - Currency Trading News, Forex Trading News, FX News, Forex News has a list of major central bank meetings and a weekly calendar of economic data coming out for the major countries. It is under the economic calendar tab.

 

[doug reich]

From Abnormal Returns blog yesterday:

Free Historical Data Sources Engineering Targeted Returns and Risk

 

[anujjain]

I need the historical volume data for the following countries. Mexico, Brazil, Japan, Singapore.
Does anyone has idea where I can find this?
Thanks in advance.

 

[Joy Pathak]

I need the historical volume data for the following countries. Mexico, Brazil, Japan, Singapore.
Does anyone has idea where I can find this?
Thanks in advance.

You want historical "volume" data? For what? Total volumes at the exchanges in the countries? Do you need daily ? monthly? yearly?

 

[anujjain]

Yes volumes at the exchanges in these countries. I need the daily data.

 

[Joy Pathak]

Yes volumes at the exchanges in these countries. I need the daily data.

You should be able to get it from Bloomberg. I have got lots of data related to daily trading volume on particular securities from Bloomberg before so I would assume exchange data would be on there too. They do provide data for most of the countries mentioned if I am not wrong.

I will have a look at Bloomberg in the lab this weekend and see if I can extract that data for you in an excel file or at least show you how to for one of the exchanges and you can do the rest.

 

[Andy Nguyen]

Updated the first post with some more data sources. If anyone knows of anything out there, feel free to contribute to the list.

 

[sahnoune]

Hello,
I'm trying to get an option and its underlaying asset hitorical prices data, I tried the links above but without success, so please help me !!
Cordially