Questions tagged [data-source]

Questions about sources of (financial) data

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CBOE Option Sentiment alternative datasource [duplicate]

I am interested in CBOEs Option Sentiment data ( It contains high level (aggregated) Options data on a daily basis delivered in a csv file. Main Datafields:...
Stan's user avatar
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2 answers

Where can I get fundamental data on US public stocks in original form?

I'm looking for fundamental data on US public companies. If anyone could recommend paid or free sources of the fundamentals in original, non-standardized form that would be great. I tried scraping the ...
intuition's user avatar
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How to get Adj.Open, High and Low prices?

I am trying to get adj.Open , adj.High and adj.Low prices. Most data sources like yahoo and google finance provide only adj.close price. Is it possible to derive other adj. prices using close and adj....
Stupid_Intern's user avatar
1 vote
3 answers

Find current and historic (15 years) delistings in the US stock market

I wonder if there is any source for the following information concerning stock delistings in the US stock market: date and stock symbol of the delisting (required) covers at least 15 years history (...
meberhard's user avatar
6 votes
5 answers

Alternatives to Zipline backtester / Alternatives to futures data from Quandl

I intend to set up a fully automated system for trading equities and futures. As preparation for this project, I worked through a couple of books on the topic, e.g., "Trading Evolved" by ...
Tobson's user avatar
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I require help to find a good data source for my thesis

I require help to find a good data source for my master thesis. I am doing a regression analysis for macroeconomic indicators and valuation multiples, for eurozone stocks. I need quarterly information ...
David Bock's user avatar
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Why does historical equity ticks from not contain trade ticks?

I've found that ticks for equities (for example for companies from US market like Amazon or Apple) someone could name as "best bid/ask offer" (or Level 1 type of tick data) and them clearly ...
V.Medvedev's user avatar
1 vote
2 answers

Historical data for global stocks

Where are companies like or finance portals getting their data from? Do they fetch the historical stock quotes from the exchanges directly? If so, the have to collect the data from a lot ...
eztam's user avatar
  • 203
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Reputable source for historical US-listed EOD options data for backtesting

I've gone through the data thread and found a few viable options. in particular has what I'm looking for (EOD US-listed NBBO options price data, volume, OI, history back to 2000) but ...
Chris's user avatar
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2 votes
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Data Sources/Vendors for Closed End Fund NAV data

I am seeking NAV pricing for closed end funds as a data source. Listed CEFs are required to disclose NAV once every quarter at the least, and many disclose daily at the most. I do see a previous ...
inetplumber's user avatar
1 vote
1 answer

What methods of Data-Screening are necessary before starting an analysis with Thomson Reuters Datastream?

So im currently focussing my research on Momentum-Trading Strategies. I downloaded Constitutents of different All Share indices (including Price, Return index, Market value and Dividend Yield). For ...
KDMS's user avatar
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2 votes
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where to download current composition of popular indexes?

What are reliable sources to download plain-text files listing current composition of various popular indexes such as S&P 500 (SPX) or Dow Jones Industrials (DJI) or Nasdaq 100 (NDX) ? At a ...
BaltoStar's user avatar
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Where to Find Foreign Countries Index Option Data

OptionMetrics database contains option data for several US indexes (SP500, SP100...). But I don't see any option data for foreign indexes. Is there a place from which I could get/purchase the options ...
SQL1118's user avatar
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2 votes
1 answer

Data: Why is a firm stock delisted?

Shumway (1997) highlights that stock returns in cross-sectional portfolio analysis have to be adjusted for firm delistings. The CRSP database maintains a monthly delisting file (msedelist) with ...
skoestlmeier's user avatar
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1 vote
1 answer

What preprint repositories are available online?

Besides data sources, what preprint archives are available for academics and practitioners in the fields of Quantitative Finance and Economics? I have subscribed Google Scholar alerts and regularly ...
skoestlmeier's user avatar
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Reputable Sources

I am not sure this that is the correct stackexchange but I could not find a more suitable one. I am writing an essay which consists of comparing two companies (Ford or Volkswagen) and analysing them ...
user30871's user avatar
4 votes
3 answers

Data sources to get past news articles

Are there data sources from which we could get news articles from the last 2 years? I tried reuters but they had data spanning back to just 3 months. Any suggestion/pointers are appreciated
Nick M's user avatar
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Data Sources - When citing source

This question is not about where to gain access to data - but how to properly cite it. Frequently in publications like the WSJ or Bloomberg, the data is cited as "Bloomberg" or "WSJ". For example: ...
Jared's user avatar
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5 votes
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List of Intraday stock prices API

I am looking for an API to request intraday data for the London stock exchange. I have seen products like eSignal but this seems to include a lot more than the simple data as XML or JSON and is fairly ...
user2145312's user avatar
2 votes
1 answer
3k views - High Frequency Data

I originally got the idea from Python for Finance. But there are nomerous other examples on how to get high Netfonds (here and here). They don't seem to work any more:
Joachim's user avatar
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2 votes
3 answers

Options Data Sources

I am using Option Metrics to study a couple of things related to options. However, Option Metrics is quite limited in terms of scope (mainly it's US equities). I was wondering two things: 1) Are ...
phdstudent's user avatar
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8 votes
3 answers

Where can I get two to four years worth of historic data news for companies included in DJ and S&P?

Where can I get two to four years worth of historic data news for companies included in DJ and S&P? I mean not just prices historic data but also news. Preferably for free and in CSV or any ...
Ivegotaquestion's user avatar
3 votes
2 answers

Free high resolution financial data

As thebonnotgang(1) stopped updating their database, I was wondering if there are some other free sources of high-frequency data available. I found a proper tick data api (ca. 25 day history) hosted ...
user47489's user avatar
2 votes
0 answers

Equity Index Announcement Data

Does anyone know of a data source that provides announcements of future index events (adds/drops/re-balances), specifically for equity indexes? I know these are mostly available somewhere on each ...
goric's user avatar
  • 468
1 vote
1 answer

Where are the prices of real European Call options listed?

In order to solve an exercise, I need data from real European Call Options (on the same underlying). It sounds definitely trivial, but actually I feel a bit you mind giving a link/suggestion ...
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0 votes
2 answers

Yahoo intraday historical download Timestamp

Yahoo offers an API to download historical intraday data, but I am unable to understand the timestamps on the data. The URL request is: ...
Ryan Sheftel's user avatar
18 votes
1 answer

What is the best live options data API?

What is the best/cheapest service to get real-time (as real-time as you can get) on stock options? I'm looking for the fastest update on the ENTIRE market, with a few stocks prioritized, so I need ...
David Menard's user avatar
321 votes
29 answers

What data sources are available online?

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?