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Topic Title: Where can I find free financial data?
Created On Fri Mar 05, 04 11:49 AM

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Paul
Senior Member

Posts: 3407
Joined: Jul 2001

Fri Mar 05, 04 11:49 AM

We should compile a definitive list, although there is already quite a bit of info scattered throughout the Forums, for example.

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exotiq
Senior Member

Posts: 1885
Joined: Oct 2003

Fri Mar 05, 04 11:52 PM

Great idea, Paul! For starters, here are a few of my favorite sites, which I'm sure most people know of, that have some free data:

1. Historical FX Rates: http://oanda.com/convert/fxhistory
2. Historical Stock Prices: http://finance.yahoo.com/q/hp?s=yhoo
3. Recent LIBOR rates: http://www.bba.org.uk/public/libor/
4. Some Implied Volatilities: http://www.ivolatility.com
5. Delayed Commodities: http://www.liffe-commodities.com/
6. US Fundamentals: http://www.sec.gov

Of course, I also like some economic data:
UK: http://www.statistics.gov.uk
US: http://www.census.gov , http://www.bls.gov , http://www.federalreserve.gov , http://www.ssa.gov , http://www.treasury.gov

What would be really nice to have is a concise list here that includes good sources of international data...

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"Nobody goes there no more; it's too crowded", Yogi Berra

Posts: 23
Joined: Jul 2002

Mon Mar 08, 04 02:02 PM

I am looking for somewhat specific financial datasets. I need prices sampled three times per trading day: open, middle day and close. May be someone can advice where such time series available for free.

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Julianrcook
Member

Posts: 24
Joined: Jul 2002

Thu Mar 11, 04 12:50 AM

You can try www.dukascopy.com. See other discussion in the technical forum. They provide Daily and also Hourly High,low,close prices from which you can extract the centre open, mid and close prices. Their hourly history has a GMT time stamp I think.

Posts: 40
Joined: Mar 2004

Tue Apr 13, 04 07:36 PM

Hi all,

Where can I find data (Standard & Poor, specifically) tick-by-tick down to 1-minute? Finance.yahoo.com only provides daily closing prices. I am doing some research on the dynamics of markets, so high-frequency data are essential. Please help. Thanks a lot.

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I did it my way - Frank Sinatra

Posts: 124
Joined: Sep 2001

Mon May 31, 04 10:42 AM

Back in college days when I did my thesis, I got the help of a friend who works in a bank. Basically all data from Bloomie, Reuters I had access to with her help. This is another great way to get free financial data... guess not all FX traders are arrogant BSDs!

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+Icecloud+

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Xclr8tr
Junior Member

Posts: 16
Joined: May 2004

Wed Jun 16, 04 01:13 AM

Hear are a few for Forex that I use that are free:

This first one was mentioned but I thought I would give the direct link,
there are also other types of data at this site including live(real time) data feeds free.
Dukascopy

Here is a downloader for the site above that is free from
WorkSmarts

This one I just found recently out of Russia, I can't vouch for the quality of the data as
I haven't had a chance to use yet but looks like they have intraday going back quite a ways.
Finam

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Lost in the World of Planet Quant
Xclr8tr Denver, Co

Edited: Wed Jun 16, 04 at 01:22 AM by Xclr8tr

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adas
Senior Member

Posts: 224
Joined: May 2004

Fri Jun 18, 04 08:42 AM

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Where can I find data (Standard & Poor, specifically) tick-by-tick down to 1-minute? Finance.yahoo.com only provides daily closing prices. I am doing some research on the dynamics of markets, so high-frequency data are essential. Please help. Thanks a lot.

I hate be the bearer of bad news, but high frequency data is going to cost you. Are you conducting research at a University? Usually they have access to high freq. data, and many (including mine) allow access to Bloomberg terminals.

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"Like all young men I set out to be a genius, but mercifully laughter intervened."

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exotiq
Senior Member

Posts: 1885
Joined: Oct 2003

Fri Jun 18, 04 04:12 PM

Quote
Originally posted by: adas
Quote
Where can I find data (Standard & Poor, specifically) tick-by-tick down to 1-minute? Finance.yahoo.com only provides daily closing prices. I am doing some research on the dynamics of markets, so high-frequency data are essential. Please help. Thanks a lot.

I hate be the bearer of bad news, but high frequency data is going to cost you. Are you conducting research at a University? Usually they have access to high freq. data, and many (including mine) allow access to Bloomberg terminals.

And specifically, if you are at the University of California, the Berkeley Options Database has tick-by-tick spot and option quotes and trades, but unfortunately only between 1976-1997. For a fee, Berkeley will send you parts of it for commercial or academic research, or if you can tolerate spending some time there amidst all the pollen, political activism, traffic, badly-dressed women, and high state taxes, it certainly is a nice side benefit to have access to that data.

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"Nobody goes there no more; it's too crowded", Yogi Berra

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adas
Senior Member

Posts: 224
Joined: May 2004

Sat Jun 19, 04 01:38 AM

Quote
if you can tolerate spending some time there amidst all the pollen, political activism, traffic, badly-dressed women, and high state taxes, it certainly is a nice side benefit to have access to that data.

Now I'm really hoping I get accepted to their PhD program!

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"Like all young men I set out to be a genius, but mercifully laughter intervened."