Master list of free financial data

[Andy Nguyen]

If you are student at Baruch, you can find data on Bloomberg/Reuters terminals at the Subotnick trading center.

Here are additional sources I come across from various sites which you can get for free.

1. Historical FX Rates: http://oanda.com/convert/fxhistory
2. Historical Stock Prices: YHOO: Historical Prices for YAHOO INC - Yahoo! Finance
3. Recent LIBOR rates: BBA - British Bankers' Association - BBA LIBOR
4. Some Implied Volatilities: http://www.ivolatility.com
5. Delayed Commodities: http://www.liffe-commodities.com/
6. US Fundamentals: http://www.sec.gov

Economic data

UK: http://www.statistics.gov.uk
US: http://www.census.gov ,
http://www.bls.gov ,
http://www.federalreserve.gov ,
http://www.ssa.gov ,
http://www.treasury.gov

(i) For S&P 500 hist. DB:
Historical Stock Data

(ii) For Euronext's stock markets (5y database):
302 Found

(iii) others (very interesting if you have the ticker):
Yahoo! - 404 Not Found
http://bigcharts.marketwatch.com/historical/

Downloader
Historical stock quotes download Metastock

Extensive Data Series
http://www.economagic.com/

Links
http://cpcug.org:80/user/invest/datahist.html
The Financial Data Finder

Currency Data
http://www.oanda.com/convert/fxhistory

Options Data
Stock Options Analysis and Trading Tools on I Volatility.com
Untitled Document
http://www.maoxian.com/memoranda/putcall.html

Free Nightly Intraday Futures Data
http://www.simiansavants.com/cmedata.shtml

Free Data
http://www.traders2traders.com/linkindex/default.asp


Google api for financial gadgets:
http://www.google.com/apis/gadgets/finance.html
Here is a matlab script for downloading trading data to matlab directly from Yahoo
http://www.mathworks.com/matlabcentr...bjectType=FILE

Once you know the tickers you want, just paste them at tickers.txt and run the script.

The CME has free tick data of all their Globex and pit products. You can download a list of all trades from the previous 5 trading days at http://www.cme.com/ftp.wrap/time/

Equities

• Stock Prices

Interest Rates

• LIBOR Rates
• EURIBOR
• EONIA
• UK Yield Curve

Exchange Rates

• FX Rates
• FX Rates

Commodities

• Commodities
• CME (last 5 days)

Volatilities

• Implied Volatilities

Fundamental and Economic

• US Fundamentals
• UK Economic
• US Economic
• US Economic
• US Economic
• US Economic
• US Economic
• US Economic

Other

• Forecasts

[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]

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
Ideally I would like the period to be as large as possible.(minimum 80 days!!)

[alain]

Originally Posted by ramnik 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 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]

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_Sea...ance.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