- OECD.StatExtracts includes data and metadata for OECD countries and selected non-member economies.
- EuroNext. Bonds and Equities are available. “Search by Criteria” -> select instrument -> “Data downloads”.
- Federal Reserve Economic Data – FRED (includes URL-based API)
- OANDA Historical Exchange Rates
- Dukascopy – Historical FX prices; XML and CSV
- ForexForums Historical Data – Historical FX downloads via Amazon S3
- GAIN Capital – Historical FX rates (in ZIP format)
Equity and Equity Indices
- Kenneth French Data Library
Options and Implied Volatility
Multiple Asset Classes and Miscellaneous
- OHIO STATE UNIVERSITY DEPARTMENT OF FINANCE: The Financial Data Finder
- Google Finance APIs and Tools
- QuantNet Master List
- RBS Databank
- Robert Shiller Online Data
Example JSON request: The link below asks CME server to return back options data for given strikes:
Example Yahoo CSV:
s: This is where you can specify your stock quote, if you want to download stock quote for Microsoft, just enter it as ‘s=MSFT’
a: start month (’00’ is for January)
b: start day
c: start year
d: end month
e: end day
f: end year
g: interval, ‘d’ for daily, ‘w’ for weekly and ‘m’ is for monthly prices. The default is ‘daily’ if you ignore this parameter.
Intraday and Tick data
In Google Finance, intra-day data is available free for several stock markets. The complete list can be found here.
Data is available in several frequencies with the lowest one being one-minute time frame.
[PERIOD]: Interval or frequency in seconds
[DAYS]: The historical data period, where “10d” means that we need historical stock prices data for the past 10 days.
[TICKER]: This is the ticker symbol of the stock
Symbol Lookup: http://www.google.com/finance
More information: Intraday Data for US Stocks
- The base url is http://www.google.com/finance/getprices
- q is the symbol (AAPL)
- x is the exchange (NASD)
- i is the interval in seconds (120 = seconds = 2 minutes)
- sessions is the session requested (ext_hours)
- p is the time period (5d = 5 days)
- f is the requested fields (d,c,v,o,h,l)
- df ?? (cpct)
- auto ?? (1)
- ts is potentially a time stamp (1324323553 905)
As with Google Finance, Yahoo allows you to download intraday data for several stock markets. You can get data for 62 exchanges.
[TICKER]: This is the ticker symbol of the security
Symbol Lookup: http://finance.yahoo.com/q?s=&ql=1
More information: More information: Intraday Quotes for Major Stock Exchanges
NetFonds is a Norwegian website. It is THE website you should use if you need tick and bid/ask history data for stocks listed on U.S. stock exchanges.
To get tick data:
To get bid/ask price and volume data:
Type the ticker symbol next to “paper=” parameter followed by the exchange code:
The data format (“date” parameter) is YYYYMMDD
The good news is that you can get historical tick data for more than 20 days.
The bad news is that … sorry there is no bad news; there is however another great news: The above link allows you to retrieve real-time tick data too (From BATS exchange).
Two periods are proposed here: 5-Minutes and Hourly. The big advantage however is that all the data is available in one compressed file.
You can also choose to download intra-day data for some specific dates: http://stooq.com/db/
If you do not need low period data then this website will probably become your best source of intra-day data.
Dukascopy, the Swiss Forex Bank has a nice CSV DATA Export tool. You will not get data for the entire U.S. stock market but you will be able to export CSV data of several ones and for different periods (1 minute, 10 minutes, and 1 hour).
Dukascopy has also intra-day data for several currency pairs and indices (Japan Topix index, Canadian TSX Indiex, VIX, Russell 2000, Russian RTS Index, CAC 40, Futsee 100…)
Historical stock quotes data
Several websites use historical data provided by financial content.
chron.com is one of them and here is the URL to get the eod data.
Just change ‘Symbol name’ with the ticker symbol of the company that interests you.
Yahoo has historical quotes and dividend data for US and many international stock markets.
This is the URL that let you download these quotes.
You can automatically download quotes from yahoo using the following downloader Yahoo EOD historical quotes .
Google let you download daily and weekly eod quotes for US, Canada, UK, China and Hong Kong stock markets.
Here is the URL to grab this data:
Investopedia provides end of day quotes, dividends and splits data for the US market.
Quotemedia has US and Canadian stocks historical data.
You can automatically download quotes from quotemedia using the following downloader: Quotemedia Historical Quotes.
Download historical and intraday quotes data.
Click on the dukascopy link, select settings, and then click on ‘Get Data’.
Get historical data for the S&P500 stocks in one file.
Daily, weekly and monthly historical quotes that can be exported in multiple formats.
http://finance.aol.com/.module/download/pfweb/historical/%5BSymbol name]?type=2&symbol=[Symbol name]
MSN provides eod data for the US stock exchanges.
Historical intraday forex quotes data
Finam is a Russian website that allows you to get at least two months worth of one-minute Forex data.
You can use Finam to export data for 12 currency pairs, including EURUSD, EURCHF, EURJPY, EURRUB…
Here is how to get Finam data automatically in QuantShare:
One-Minute Intraday Data for Currency Pairs
If you are looking for free intraday quotes that goes back several years ago then you should use Forexite. This website provides data for 16 currency pairs and the data goes back to 2001.
Periodicity is one-minute.
You can get this data directly into QuantShare by using the following item:
Forex Intraday Data
Stooq allows you to download intraday quotes for Forex and commodities very quickly by collecting all data in a compressed file.
– Go to http://stooq.com/db/h/
– Click on the link under “5Minutes -> ASCII” to download Forex, commodities and indices quotes in a zip file
And here is the corresponding QuantShare downloader:
5-Minute Historical Intraday Data for Forex, Indices and Futures/Commodities
GAIN Capital is a leading provider of online foreign exchange trading, asset management, and B2B Forex services.
Gain Capital archive contains historic rate tick data for several currencies. The data contains the following fields: Currency Pair, Date, Bid Price and Ask Price.
Dukascopy is a Swiss Forex bank. It provides free tick data for several FX majors and crosses (Euro vs. Pound Sterling, Canadian Dollar vs. Swiss Franc, Australian Dollar vs. Yen, US Dollar vs. Singapore Dollar…)
You can download tick data here:
You can also download Forex data compiled in other periods (1 minute, 10 minutes, 1 hour, 1 day, 1 week and 1 month)
The above URL lets you also download quotes for US Stocks and indices.