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What sources of financial and economic data are available online? Which ones are free or cheap? What has your experience been like with these data sources?

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    $\begingroup$ Anybody have a link to (downloadable) (historic) CDS data? $\endgroup$ – Samo Aug 21 '11 at 10:25
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    $\begingroup$ Where could I download data for Advance-Decline-Unchanged issues for NYSE, AMEX and NASDAQ as far back in history as possible (NYSE data starts in March 1965, AMEX data starts in February 2002, NASDAQ data starts in January 1978.) The best resource for download I was able to find until now is unicorn.us.com/advdec which is really great. Unfortunately with data only from 2002. I am looking for NYSE Up/Dn Issues and volume since 1965. Thanks for any hints where to get this. $\endgroup$ – user1392 Sep 16 '11 at 9:53
  • $\begingroup$ Does anyone have any experience with OptionData service? $\endgroup$ – Timka Oct 31 '13 at 1:20
  • $\begingroup$ user1392. Our NYSE Advance/Decline data goes back to 1931. It is available in the US stocks historical data package. premiumdata.net/products/premiumdata/uslayout.php Disclosure: I am a co-owner of Premium Data. $\endgroup$ – Norgate Data Apr 25 '15 at 2:53
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    $\begingroup$ opendata.stackexchange.com is a good place to ask for open data sets. $\endgroup$ – Nicolas Raoul Aug 24 '15 at 1:44

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Quandl is free for end-of-data data and of very high quality, but intraday is for paid subscribers only. For one-off downloads, you can try Firstratedata which has tick and 1-minute bars going back 20 years.

TickData.com has the highest quality tick-by-tick intraday data but is very expensive and needs to be purchased separately for each ticker symbol.

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