Questions tagged [data-source]

Questions about sources of (financial) data

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297
votes
31answers
224k views

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?
8
votes
3answers
225 views

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 ...
4
votes
4answers
8k views

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 ...
4
votes
3answers
252 views

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
3
votes
2answers
2k views

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 ...
2
votes
2answers
138 views

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 ...
2
votes
4answers
205 views

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 ...
2
votes
1answer
2k views

netfonds.no - 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: http://hopey.netfonds.no/...
2
votes
1answer
164 views

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 ...
2
votes
0answers
123 views

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 ...
1
vote
2answers
111 views

Historical data for global stocks

Where are companies like finnhub.io 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 ...
1
vote
1answer
849 views

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 lost...do you mind giving a link/suggestion ...
1
vote
1answer
82 views

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 ...
1
vote
0answers
55 views

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 ...
0
votes
1answer
30 views

Why does historical equity ticks from Dukascopy.com 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 ...
0
votes
2answers
49 views

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 (...
0
votes
1answer
73 views

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: ...
0
votes
1answer
34 views

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 ...
0
votes
2answers
5k views

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: ...
0
votes
0answers
59 views

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 ...