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Master list of free financial data

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

  1. Andy Nguyen

    Andy Nguyen Member

    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
    United States
    Foreign Exchange
    Equity and Equity Indices
    Fixed Income
    Options and Implied Volatility
    Futures
    Commodities
    Multiple Asset Classes and Miscellaneous
     
  2. dcifrths

    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
     
  3. Bastian Gross

    Bastian Gross German Mathquant

    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.
     
  4. ramnik

    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.
    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!!)
     
  5. alain

    alain Older and Wiser

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

    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!!
     
  7. doug reich

    doug reich Some guy

  8. ErikBam

    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.
     
  9. featips

    featips New Member

    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.
     
  10. alain

    alain Older and Wiser

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

    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.
     
  12. Dwsmith

    Dwsmith Member

  13. anujjain

    anujjain Graduate Student

    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.
     
  14. Joy Pathak

    Joy Pathak Swaptionz

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

    anujjain Graduate Student

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

    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.
     
  17. Andy Nguyen

    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.
     
  18. sahnoune

    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