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 ...
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 ...
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 have used both Xignite and FinancialContent for economic data and stock quote data feeds.
Both companies offer JSON, XML and CSV formatted feeds.
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) ...
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.
Understanding exactly where the price data comes and which trades are incorporated into the data is important.
A CFD is a derivative instrument. The market maker of the insturment (in this case, Dukascopy) maintains this derivative market by offering a bid/ask spread against the underlying instrument. Certain CFD providers will transparently place your ...
https://www.cqgdatafactory.com/ - historical bar and time sales data (ticks)
https://develop.cqg.com/qd/?page=ContinuumDocumentation - api for getting realtime, historical data and trade routing.
There is also a related question on the economics stack:
Answers from there: The American Economic Association has a list of resources for Economists, including a page for data. There you find links to many institutions that offer all kinds of data, as well ...
Thinknum.com is a new financial data provider. We have financial time-series data and data for building cashflow models. Thinknum's plotter is similar to tools like GS plottool and JPM data-query in that it allows users to manipulate time-series data using mathematical expressions.
EDIT: Hi, I'm incredibly sorry. I'm archiving tendollardata.com and chartsonlygoup.com (link), as of April 1, 2021.
All data will only be up to December 31, 2020.
I feel compelled to be on a new mission now (link). All orders should have been refunded already. Quant StackExchange is the only place I've advertised my sites.
There are many data services out ...
It seems that the way to do it free is to scrape them yourself.
Elektron Market Data Feeds | Thomson Reuters
AlphaFlash | The fastest machine-...
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 ...
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.
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 ...
The data belongs to Stoxx but you accessed it using Bloomberg.
To proper cite you should use:
The stock level data come from Bloomberg Ticker XXX accessed on 03 Jan, 2017, [link here if applicable].
See some examples of those type of citations:
Concerning the backtesting engine I would recommend R, especially with the packages quantmod and PerformanceAnalytics.
I wrote a blog post which gets you started by providing a simple step-by-step template:
Load libraries and data
Create your indicator
Use indicator to create equity curve
Evaluate strategy performance
You can find the post here: Backtest ...
If you have access to Thomson Reuters customer zone, log in and look for GCODE Database. There is a type for delisting, but not very granular.
If you don't have access to customer zone, see user guide, page 137:
My first port of call would be to read some reports from investment banks'/brokers' research analysts. I admit that's not easy to get hold of though if you're not working in investments. If you are in the industry just speak to your firm's sales reps and get them.
Assuming from your question, though, that you're a student you may nevertheless have access (...