26

quandl is a new data source for all kind of econometric time series.


18

I don't know how interested you are in the CME data, but I have been learning about options and volatility modeling. I have been working with delayed CME data. I have been able to extract the JSON queries and now have been able to run them in my .NET application to get data for every asset type. Exmaple of ES options data: Run the query below in Chrome ...


16

Academic access to Thomson Reuters Tick History: www.sirca.org.au The Thomson Reuters Tick History database provides millisecond-timestamped tick data going back to January 1996, covering 45 million OTC and exchange-traded instruments worldwide. The database currently updates at a rate of 1 million messages per second and is around 3 Petabytes uncompressed....


11

To get a consolidated feed of most of the data feeds here use Quandl. This is free for limited amount of requests per day.


10

Somewhat more economic data can be found at e.g.: The World Bank The United Nations The OECD More financial: The IMF European Union / EFTA / EMU data: Eurostat European Central Bank (financial) Data from these sources is all freely available. You can also play with data from many of these sources using the Google Public Data Explorer.


9

Quandl is a free one, with good economic and market data and an API http://www.quandl.com/


7

I did a fair amount of searching for a good source of historical data and I came across Norgate Investor Services. They provide the data in MetaStock format. I used the data for analysis in MATLAB via Metastockread. They have data for the US, Australia and Singapore.


6

It seems to be a good question for a Community Wiki ^^ Please note this wiki is devoted to Intraday data only. If you are looking for other financial data : see What data sources are available online? List of Available Intraday API Please add your links with the following syntax: 1) website - 2) minimum time frame - 3) Is it possible to retrieve Real ...


5

Information on the FOMC Meeting dates can be in the tables of this article and on the FED website but one would need to manually retype the data which takes time and is error prone. Here's a Python script to parse the meeting dates from the federalreserve.gov page that you linked: pastie.org/2566958. It pulls the dates from the url of the "Minutes" link for ...


5

Miscellaneous data, extending back hundreds of years in some cases, is available from Global Financial Data


5

Futures and Forex: http://www.tradingblox.com/?page_id=218 Indicies, Forex, Futures: http://pitrading.com/free_market_data.htm Commodities, Forex, Stocks, Interest Rates, Mutual Funds, Hedge Funds and more: http://www.wikiposit.com


5

www.historicaloptiondata.com for CBOE options data stretching back 10 years (EOD only). They also have an FTP service which allows you to download EOD option data on a daily basis after market close.


4

Mostly (macro-)economic but also stuff from xignite free (as of 2011-11-15): http://datamarket.com


4

Whether you are an institution or individual you if you want to find some data related to finance, you can check out from here: http://fundamentals.morningstar.com/ http://equityapi.morningstar.com/


4

General data source: WRDS Fixed Income: Fed historical daily rates


4

I have yet to see Bloombergs open API in this thread... Bloombergs API This is the link to the actual API on that page. The second link is the actual link to the latest api


4

I have used both Xignite and FinancialContent for economic data and stock quote data feeds. The plus side of FinancialContent is that they have JavaScript widgets (free with ads or paid with no ads). Both companies offer JSON, XML and CSV formatted feeds.


4

The master list already has dukascopy listed for forex historical tick data. Dukas also now has selected CFDs of indices, metal/energy, and individual stocks. The forex data for the majors go back to 1997 or so. It's free, so you get what you pay for. The data that is more recent (last 5 years) has almost 0 gaps on the majors and crosses. What was also ...


3

Our startup SimFin, provides both historical and actual data for free, since we couldn't afford the pricey premium solutions back when we were students and wanted to overcome the hegemony of the data market. To this date, we have 70+ financial ratios, Financial statements (directly sourced from the SEC's XBRL data and up to 10y back; quarterly, H1 and 9M) ...


3

For the US market nearly all options on securities are american whereas the options on indexes are european. What you can do is to use a database such as OptionMetrics which adjusts the stock american options to european options by taking into account the early exercise premium.


3

AYLIEN provides historical news content via an API. You can try it here. Full disclosure I work for AYLIEN.


3

This site has the company name, symbol, and index weight of all 3 indexes you are asking about. The data is not downloadable, however, simply copying and pasting the data from the page into a spreadsheet works as does scraping the page. SlickCharts.com


2

For the best historical data on options, go to OptionsDatamine. It has options prices, OHLCV, and open interest over two years historical. Graphs and charts are available too.


2

It seems that the way to do it free is to scrape them yourself. PAID Sources AP http://www.ap.org/products-services/financial-services Elektron Market Data Feeds | Thomson Reuters http://financial.thomsonreuters.com/en/products/infrastructure/trading-infrastructure/elektron-enterprise-data-management/market-data-feeds.html AlphaFlash | The fastest ...


2

Stock / ETF at 5-minute intervals can be downloaded from Yahoo Finance. See the code below: from urllib import urlretrieve import numpy as np, pandas as pd, sys import datetime as dt, requests import datetime, re, StringIO symbol = sys.argv[1] url='http://chartapi.finance.yahoo.com/instrument/1.0/%s/chartdata;type=quote;range=3d/csv' % symbol response = ...


2

For what concerns Forex data which is, however financial data after all, I often use http://www.histdata.com/. Their data is delivered in .CSV format. For timeframes, I quote the website: We can only deliver you time ordered Tick and M1 (1 minute) data. The data that we have available is organized by forex-pair/year/month. They also provide data for ...


2

Here's a snippet of a detailed list of data sources and tools which available on my blog at http://the-world-is.com/blog/resources/general-investor-resources/. Fundamental Financial Data Institutional: CompuStat (S&P Capital IQ) – Compustat offers what I believe to be the highest value instutional-level fundamental financial data. The data ...


2

I did not know this provider, but had a look. for daily data, the url seems to be http://www.netfonds.no/quotes/paperhistory.php?paper=GOOG.O&csv_format=txt for market depth: http://www.netfonds.no/quotes/posdump.php?date=20160303&paper=E-SABL.BTSE&csv_format=txt for intraday trades: http://www.netfonds.no/quotes/tradedump.php?paper=E-SABL.BTSE&...


2

At CloudQuant we have been using historical sentiment data and news data from bloomberg. This news includes the news title text. I believe that the full text is also available but we aren't using it. We allow our clients in the CloudQuant Elite product to be able to access the news sentiment in our historical backtesting. Bloomberg's "EVENT-DRIVEN TRADING ...


1

Try out Intrinio's api. It isn't free but it's the cheapest I've come across for a retail investor (and I was actually suggested them by Xignite employee who suggested that they might be a good fit). I write a C# wrapper for their API, but am not associated.. unfortunately I didnt need, and so didnt implement, the functionality to get the news data, but if ...


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