Master list of free financial data

Discussion in 'Computing' started by Andy Nguyen, 12/31/07.

#1
2. dcifrths New Member

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

#2
3. Bastian Gross German Mathquant

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.

#3
4. ramnik Member

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

#4
5. alain Older and Wiser

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

#5
6. ramnik Member

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!!

#6

#7
8. ErikBam New Member

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.

#8
9. featips New Member

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.

#9
10. alain Older and Wiser

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

#10
11. daleholborow Active Member

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.

#11

#13
14. doug reich Some guy

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

#15
16. Joy Pathak Swaptionz

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

#16

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

#17
18. Joy Pathak Swaptionz

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.

#18
19. Andy Nguyen Member

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

#19
20. sahnoune New Member

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

#20