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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
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Fri Mar 05, 04 11:49 AM
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We should compile a definitive list, although there is already quite a bit of info scattered throughout the Forums, for example.

P
 
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exotiq
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Fri Mar 05, 04 11:52 PM
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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
 
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Netwalker
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Mon Mar 08, 04 02:02 PM
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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
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Thu Mar 11, 04 12:50 AM
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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.
 
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greenleaf
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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
 
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Icecloud
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Mon May 31, 04 10:42 AM
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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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Xclr8tr
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Wed Jun 16, 04 01:13 AM
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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
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Fri Jun 18, 04 08:42 AM
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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.

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"Like all young men I set out to be a genius, but mercifully laughter intervened."
 
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exotiq
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Fri Jun 18, 04 04:12 PM
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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
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Sat Jun 19, 04 01:38 AM
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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."
 
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esty
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Thu Jun 24, 04 04:04 PM
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I had the same issue with high-freq data when I was in college. My solution was to d/l it from yahoo every minute. The problem is, you need to wait around forever. Obviously, the practicality of this is entirely dependent on your time constraints.
 
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duffman
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Fri Nov 19, 04 05:34 PM
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I looked up the Berkeley Options Data Base and saw that they no longer offer access to the historical intra-day options data for the CBOE. Does anybody know if there's another good source for historical options tick data? I've been looking for while now, but haven't been able to come up with anything yet.
 
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JamesH83
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Thu Dec 02, 04 12:40 AM
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hi, does anyone know where i can get reasonably priced historical intraday FX data? I don't need tick by tick data like the stuff Olsen provides.

Thanks
 
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outrun
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Wed Dec 22, 04 08:26 PM
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The CME has free tick data of all their Globex and pit products. You can download a list of all trades from the previous 5 trading days at http://www.cme.com/ftp.wrap/time/

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Walk on by, walk on through, walk 'til you run and don't look back, for here I am
 
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exotiq
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Thu Dec 23, 04 07:49 PM
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So besides the BBA site for 1-12 month LIBOR fixings (I got the URL http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=141&a=627), does anyone have a site to get free data on long-term interest rates, say swap rates or goverment strips out to 10-30 years?

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"Nobody goes there no more; it's too crowded", Yogi Berra
 
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alexisazen
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Mon Dec 27, 04 08:59 AM
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What about bond prices? End of Day data would be fine (mostly government issues)
 
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htmlballsup
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Tue Jan 11, 05 02:23 PM
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http://www.ma.hw.ac.uk/~andrewc/gilts/

Has UK gilt data,

also

http://213.225.136.206/statistics/yieldcurve/main.htm

has some yield curve data for the UK.....

Anybody know where you can get the ML or JPMorgan indexes?? My company has been banned from downloading data off bloomberg
 
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freshie
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Tue Aug 02, 05 11:54 AM
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Free up to the minute FX Charts from FXCM down to the ticks

Check here
 
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brontosaurus
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Tue Aug 02, 05 06:49 PM
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GBP/USD
 
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FlyingQuant
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Mon Aug 29, 05 08:25 AM
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How about the credit derivs market?

If I wanted CDS, CDO quotes how could I get them? And an even further streatch how about CORR quotes?
 
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