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 ...
Academic access to Thomson Reuters Tick History:
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....
Somewhat more economic data can be found at e.g.:
The World Bank
The United Nations
European Union / EFTA / EMU data:
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.
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.
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 ...
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 ...
I have used both Xignite and FinancialContent for economic data and stock quote data feeds.
Both companies offer JSON, XML and CSV formatted feeds.
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 ...
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) ...
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.
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.
It seems that the way to do it free is to scrape them yourself.
Elektron Market Data Feeds | Thomson Reuters
AlphaFlash | The fastest ...
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
url='http://chartapi.finance.yahoo.com/instrument/1.0/%s/chartdata;type=quote;range=3d/csv' % symbol
response = ...
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 ...
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
CompuStat (S&P Capital IQ) – Compustat offers what I believe to be the highest value instutional-level fundamental financial data. The data ...
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&...
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 ...
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 ...