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What sources of financial and economic data are available online? Which ones are free or cheap? What has your experience been like with these data sources?

lehalle
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John Smith
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29 Answers29

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This post is Quant Stack Exchange's master list of data sources.

Please append your links to other data sources to the list below. Note that a source listed under a certain topic may provide extensive data on other types of instruments as well.

Economic Data

See What are the most useful sources of economics data? on Cross Validated SE.

World

United Kingdom

United States

Foreign Exchange

Equity and Equity Indices

  • http://finance.yahoo.com/
  • http://www.iasg.com/managed-futures/market-quotes
  • http://kumo.swcp.com/stocks/
  • Kenneth French Data Library
  • http://unicorn.us.com/advdec/
  • http://siblisresearch.com/
  • Center for Research in Security Prices (CRSP) - Historic US stock market, investable index and other investing related data. Especially used by academics and subscribed by universities and university libraries in the US.
  • usfundamentals.com - Quarterly and annual financial data for US companies for the five years up until 2016
  • http://simfin.com/
  • Olsen Data / Olsen Financial Technologies
  • https://www.tiingo.com/welcome - Equity, ETF, and Mutual Fund price and fundamental data
  • http://polygon.io
  • Norgate Data - Deep daily history of US, Australian and Canadian equities and indices, survivorship bias-free, and daily updates.
  • PortaraCQG - Historical Intraday Data - Supplies global indices 1 min, tick and level 1 from 1987. Updates and data tools included.
  • Databento - Real-time and historical data direct from colocation facilities. Integrates with Python, C++ and raw TCP. Includes order book, tick data, and subsampled OHLCV aggregates at 1s, 1min, 1h, daily granularity.
  • EquityRT - Historic stock trading, index and detailed fundamental equity (historic and forecast) data and financial analysis along with industry-specific financial analysis and comparisons, institutional shareholding data and news reports provided through Excel APIs or a web browser. Service includes foreign exchange, commodity and cryptocurrency prices in addition to some fixed income, and macroeconomic data. Service was geared towards emerging countries' markets but recently expanded to include developed country markets. Not free but quite reasonably priced.
  • Investing.com - Trading and some fundamental data for equities in addition to pricing data for commodities, futures, foreign exchange, fixed income and cryptocurrencies through a web browser. Only pricing data can be downloaded for free. Historic financials and forecasts and financial analysis available for companies with the pro subscription through a browser along with downloading and charting, no APIs.
  • algoseek - Non-free provider of intraday and other data through various types of APIs and platforms for equities, ETFs, options, cash forex, futures, and cryptocurrencies mainly for US markets.
  • tidyquant - Provides APIs for R to get financial data (historic stock prices, financial statements, corporate action as well as historic economic and FX data) in a “tidy” data frame format from web-based sources.

Fixed Income

Options and Implied Volatility

Futures

Commodities

Multiple Asset Classes and Miscellaneous

Specific Exchanges

Jesse
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Andy Nguyen
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    I have used eoddata (premium member) and the data quality is horrible. I would suggest you remove it from the list. – silencer Dec 12 '12 at 04:15
  • The google link says the API's are no longer available. – Beth Lang Jan 30 '13 at 06:22
  • can I sergest data.gov.uk for data on a wide variety of things in the uk from the NHS to OS maps ect. – user1810626 Jan 30 '13 at 10:22
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    The Dukascopy FX data is tick level and goes back for over a decade. Quality is pretty decent for free data. If you install the free demo of their JForex client, there is a Historic Data manager that enables you to conveniently download a wide variety of time and price based bars. – Tullochgorum May 24 '16 at 07:45
  • knoema has this nice cheatsheet summarizing several data-sources. – zelusp Nov 18 '16 at 02:45
  • Could we add Market Sentiment data to the list? http://api.sentdex.com/ – Troy Witthoeft May 19 '17 at 17:25
  • For technical analysis, Alpha Vantage offers some technical indicators like moving average and TrendlineData has API for support and resistance lines. – Peter Feb 22 '18 at 08:31
  • There is a J.P.Morgan document intituled "Big Data and AI Strategies - Machine Learning and Alternative Data Approach to Investing" that float around the internet. It includes a 100 pages list of alternative data sources, some of which are open. Not sure it was meant to be published (nothing out of reach for a filetype:pdf search on a famous search engine that start with a G). – Lucas Morin Aug 19 '19 at 10:20
  • Hi, could you please tell me the general criteria that was used to shortlist the vendors? Also, is it possible for you to update the list since there are other data vendors who have popped up recently and they have high-quality market and reference data? For example, I have been using AlgoSeek.com for quite some time and they have wonderful data that I can recommend people to try. – Nick Mugisha Sep 30 '19 at 16:41
  • Thanks a lot for the list. I was thinking is there a place that every Quant or engineer trying to work on this could contribute to some sort of list that gathers information from different countries? BTW, is there a way to bookmark Question in stackexchange? – user2189731 Oct 15 '20 at 00:42
  • Is this answer open to datasets on cryptocurrencies? – Hamish Gibson Dec 27 '20 at 13:50
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I'm only aware about 3 free data sources of which 1 is still working in June 2018: - GAIN Capital. It contains infomation about FX rates only

Below ones are not available anymore:

  • EuroNext. Bonds and Equities are available. "Search by Criteria" -> select instrument -> "Data downloads".
  • RBS Databank. Interest rates, FX rate, commodities and CPI
jainashish
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Andrey Taptunov
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  • RBS Databank link is broken, possibly worth removing it, I couldn't find an up to date link. – Tanner Aug 17 '17 at 09:17
  • Lots of old datasources (Google and Yahoo included) are no longer working. A new one I use is http://firstratedata.com for historical intraday prices. – Judo Oct 14 '19 at 05:05
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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 and you will see the JSON response. In other browsers you will be prompted to download the JSON file.

The link below asks CME server to return back options data for given strikes:

http://www.cmegroup.com/CmeWS/md/MDServer/V1/Venue/G/Exchange/XCME/FOI/OPT/Product/ES?currentTime=1311084303814&contractCDs=,ESU1%20C1315,ESU1%20P1315,ESU1%20C1320,ESU1%20P1320,ESU1%20C1325,ESU1%20P1325,ESU1%20C1330,ESU1%20P1330,ESU1%20C1335,ESU1%20P1335

I have been able to get other data as well by just changing the contract Code.

To parse it you just use the .NET Serialization class (add reference to system.web.extensions and using System.Web.Script.Serialization; on .NET framework 4.0)

Bill the Lizard
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user697697
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    love this. you should post it here so i can upvote it. – a113nw Sep 05 '11 at 13:34
  • uhm, yeah, that's amazing! is that public, or did you find a back door? –  Jan 27 '13 at 23:13
  • So for example the C1315 response. Obviously it's a call but what is the 1315? I would have expected a month/year but that doesn't seem to fit here. – Kelly Aug 11 '16 at 02:29
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Academic access to Thomson Reuters Tick History:

www.sirca.org.au

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. It is a comprehensive, accurate and precise historical record of market behaviour. Includes API and MATLAB API access. Contact Sirca for more information.

hroptatyr
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Jono Newton
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-- (historical) stock prices --

What do you mean by that? Nominal, real, corrected due to monetary-base-change, corrections with Y-other-things? What is your goal?

I have been able to download (historical) stock prices via yahoo and google.

Alas looking historical data from Google/Yahoo's screeners can be highly misleading and making conclusion based on it very dangerous. Please, note that you cannot always trust the data, sometimes they are nominal or real, and sometimes you won't know the type of data. Google/Yahoo are only third-parties to provide you the historical data.

Commercial Data

  • CSI Data: it claims to be the provider to Google, Yahoo, Microsoft and other resellers
  • Yahoo's providers here and notice the small writings at the bottom here

Educational and Research Data

  • Shiller Data about stock market data
  • the huge data collection by Ibbotson, book, inflation, interest rates and such things which you must take into account to do any serious research
  • Yale databases (massive work done) here
  • Intelligent Asset Allocator -book, by William Bernstein, in the very end has a summary of very good data sources
otto
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    Would you say Yahoo finance's daily data with adjustment for dividends and splits are reliable in the sense that you could use them for research? Because I'm having trouble finding data thats adjusted for dividends/finding dividends data separately. Do you know if the dividends are adjusted for by the date the dividends are actually paid or on the ex-dividend day? – Good Guy Mike Mar 07 '13 at 19:31
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To get a consolidated feed of most of the data feeds here use Quandl. This is free for limited amount of requests per day.

hroptatyr
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Suminda Sirinath S. Dharmasena
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Somewhat more economic data can be found at e.g.:

More financial:

European Union / EFTA / EMU data:

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.

Bastiaan Quast
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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.

John Carse
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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

Institutional:

  1. CompuStat (S&P Capital IQ) – Compustat offers what I believe to be the highest value instutional-level fundamental financial data. The data standardization methodology is unique and robust (on the order of 1000 pages of business rules). Compustat’s long term competitive edge is cemented by the fact that universities, like UPenn’s Wharton Research Data Services (WRDS), are heavily invested in utilizing the data for research. This, of course, means that finance students (i.e., future financial professionals) are heavily steeped in the pedigree and reliability of this data. Portfolio123 offers cost advantaged access to S&P Capital IQ (CompuStat) data albeit with some limitations.
  2. Bloomberg (aka, “The Terminal”) – When I was at the Board of Trade, a limited number of Bloomberg Terminals were provided for members to utilize during the day. These machines are incredibly powerful, but also very pricey.
  3. FactSet – FactSet has, over the years, subsumed many other premium financial data sets, such as Revere Data, which offered very granular corporate revenue data. Investor’s Edge currently receives their core data from FactSet.
  4. Reuters Fundamentals – Reuters offers a number of applications and APIs to access its company financial. Historically, Portfolio123 used Reuters data before it switched to CompuStat (now S&P Capital IQ). I believe that TradeStation and Interactive Brokers’ IBIS platform still offer API access to Reuters’ fundamentals.

Alternative:

  1. Quandl – Quandl has long offered stock market and fundamental equities data. Quandl’s move to premium (curated) data sets responds to concerns about data over-proliferation and quality control. In addition, Quandl has begun to offer premium commodities data, including robust and verbose methodologies for querying continuous futures data.
  2. Damodoran Online – Aswath Damodoran hosts valuable tools, data, and research publications on his site. He teaches at the Stern School of Business at New York University from whence he is regarded as a leading authority on valuation.
  3. Zacks Data – Now offered on the Quandl API.
  4. Robur Investment Research – Robur’s premise is that a family investment office curates fundamental financial data, and offers it through a research platform. The distinguishing feature, in my mind, is that the core offering for (rare) global fundamental data effectively replicates powerful capabilities offered by the Big 3 (i.e., Capital IQ, Bloomberg, and Factset) at a fraction of the cost. A caveat: I’m not saying anything specific about any provider, but you usually get what you pay for.
  5. American Assocation of Individuals Investors (AAII) – Great bargains on fundamental data and a powerful stock screener.

Economic Data

  1. Quandl - Quandl seeks to democratize (i.e., commoditize?) data. The web platform is pretty basic, but there's a hidden amount of versatility which is unlocked through the web API -- API scripts for querying are available for most quantitative languages. On the downside, Quandl has almost too much data. Founder, Tammer Kamel, has responded by introducing premium data sets. In addition, Quandl offers an API for Economic Data. approved  
  2. Multpl.com - Multpl is a fantastic tool for assessing the market's (i.e., S&P 500's) relative valuation through the cycles. S&P 500 data-sets include: Shiller PE Ratio; price to sales ratio; price to book value; earnings yield; S&P 500 Earnings; and more. approved
  3. YCharts  - YCharts is one of the original financial data aggregators. As it is, vast amounts of data are available from its very simple GUI. Somewhat recently, YCharts incorporated custom variables into toolsets, allowing users to create their financial ratio and time series. 
  4. Trading Economics - Popular site for economic indicators. Offers API access.
  5. Estimize Economic Indicators - Estimize recently extended its crowd-sourcing platform for economics indicators.
  6. ShadowStats - "There are lies, damned lies, and then there are statistics". John Williams has operated this site on "shadow government statistics" for several years. The premise is intriguing. Williams alleges that the US federal government, traditional economists, and the media choose to highlight "mean-reverting" economic statistics. I.e., metrics that media and government promotes are "self-normalizing" and based on "moving goal posts". While cherry-picking the data might not be out-and-out fraud, Williams alleges that canonical economic meausure paint a rosier narrative than what the raw data actually suggests. Williams provides alternative economic data points in order to offset the shortcomings of and provide information which is differentiated from conventional (BLS) data points. 
  7. Yardeni Research - Host to a broad range of market market indicators, research, and indicators.
  8. Leuthold Research: Fund Flows Trends - In addition to margin debt, funds flows have been shown to be very prescient in anticipating market tops and bottoms.
  9. Robert Shiller Data Repository - Includes links to: Yale School of Management's Stock Market Confidence Indexes; Shiller Cyclically Adjusted Price-to-Earnings (CAPE-10) data; US housing price indices from 1890; long term inflationary and consumption data; and more.
  10. St. Louis Fed - Essential resource for macro-economic data.
  11. Federal Reserve Data - Essential data sets on numerous facets of interest.
  12. Federal Reserve DDP - The same data sets as above with enhanced ability to perform bulk queries.
  13. U.S. Bureau of Labor Statistics Data - Primary source for the often cited and misunderstood US unemployment and inflation indices. Also sources numerous other statistics.
  14. OECD Stats Library
  15. OPEC Statistical Data
  16. World Bank Statistical Data

Again, there are more information sources available at http://the-world-is.com/blog/resources/general-investor-resources/.

There is some overlap with what has already been mentioned here, but there is also quite a bit of unique content.

David Addison
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www.historicaloptiondata.com for CBOE options data stretching back 10 years (EOD only). They also have an FTP service which allows you to download EOD option data on a daily basis after market close.

Contango
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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 not mentioned was that you need to either use their jForex platform to download the data or you'd have to download the data manually from their website. This could become quite cumbersome. There are two tools that will automate most of this for you:

TickStory
StrategyQuant's Tick Data Downloader

With those free tools, you can also export the data into csv format, which can then be used in most charting applications. In the case of metatrader 4, you need to convert the csv into their binary format (.FXT). Birt's free csv2fxt script can help with that. I also used Birt's TDS to get variable spreads with the backtests done in mt4.

Jon Grah
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Futures and Forex: http://www.tradingblox.com/?page_id=218

Indicies, Forex, Futures: http://pitrading.com/free_market_data.htm

Commodities, Forex, Stocks, Interest Rates, Mutual Funds, Hedge Funds and more: http://www.wikiposit.com

user508
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    Note that the CSI data available on the tradingblox site isn't clean. That is, certain dates are inexplicably missing from some of the series. – spectralcluster Oct 21 '12 at 23:09
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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 each meeting

Bob Jansen
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Sam
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Miscellaneous data, extending back hundreds of years in some cases, is available from Global Financial Data

babelproofreader
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http://www.mbtrading.com/developersPriceServer.aspx

MBT Quote API was designed for third-party software developers and provides access to the following data feeds:

* NASDAQ Market
* New York Stock Exchange - NYSE
* American Stock Exchange - AMEX
* Toronto Stock Exchange - TSX
* INET and ARCA ECN books
* CBOE Options quotes
* CME Futures Quotes
* CBOT Futures quotes
* Foreign Currencies

Under development.

Marko
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General data source:

WRDS

Fixed Income:

Fed historical daily rates

Ari B. Friedman
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Whether you are an institution or individual you if you want to find some data related to finance, you can check out from here:

  1. http://fundamentals.morningstar.com/
  2. http://equityapi.morningstar.com/
Louis Marascio
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fundamentals
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Mostly (macro-)economic but also stuff from xignite free (as of 2011-11-15): http://datamarket.com

hroptatyr
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I have used both Xignite and FinancialContent for economic data and stock quote data feeds. The plus side of FinancialContent is that they have JavaScript widgets (free with ads or paid with no ads).

Both companies offer JSON, XML and CSV formatted feeds.

bart
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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) and stock prices for over 1000+ US equities, including big indices like the S&P 500. All the fundamental financial data is freely available and you can instantly download it as excel.

Also, as far as the financial statements go, we display both the original as well as the standardized statements and make it transparent how we transition from one to the other.

Feel free to check it out under simfin.com and hopefully find what you are looking for.

As for the user experience and the quality of data, you shall assure yourselves of how good you estimate it and gladly provide us with valuable feedback so we can further improve our service with the power of the community.

HLus
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I have yet to see Bloombergs open API in this thread...

Bloombergs API

This is the link to the actual API on that page.

The second link is the actual link to the latest api

SoftwareSavant
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For the best historical data on options, go to OptionsDatamine. It has options prices, OHLCV, and open interest over two years historical. Graphs and charts are available too.

chrisaycock
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Emil
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Does anyone have any experience with or knowledge of livevol? They are the only source I've found for historical intraday options data, especially including implied volatility and Greeks calculation, and pricing seems not bad. Even the real-time service seems decent, although it is unclear how it could potentially be tied in to an API.

Tal Fishman
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  • I've used Livevol in the past. They gave me a URL that I was supposed to download a CSV from every 30 seconds. I wrote a script to wget the file and check its embedded timestamp, then save to disk. A "subscriber" would monitor the destination directory via inotify() and load any new CSV. Effectively, I had used the file system as a ticker plant, which got around the API issue. – chrisaycock Jul 27 '11 at 18:43
  • @chrisaycock Thanks for the info. Was it a good service overall (reliable, accurate, any issues)? – Tal Fishman Jul 27 '11 at 22:59
  • A different trader wanted it for a few months for his model. I didn't use the data myself, so I'm not sure what its quality is like. – chrisaycock Jul 28 '11 at 14:26
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There is also a related question on the Economics site: https://economics.stackexchange.com/questions/4679/what-are-some-good-repositories-for-economic-data

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 as further journals with data archives for the studies they publish.

In the ReplicationWiki (that I work on) we have information on more than 2000 empirical studies, and you can search for which one what kind of data, software, and methods were used, if the material is available, and if replications are known. Many studies can be browsed by JEL codes or keywords. The categorization of data sources and geographical origin of data remains very incomplete but it is a wiki, so everyone can contribute and make suggestions.

tripleee
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Jan Höffler
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CQG Inc. 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.

Stanislav Berkov
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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 there, but one worth using is mine: https://tendollardata.com.

(earnings, daily price & market cap, minute/intraday data, financial statements, 13Fs)

I made my site specifically for those exploring finance/markets (not professionals). Those who want to do ad hoc analyses, to answer specific questions, etc. It's all cheap, one-time purchase dataset downloads with 4 months free update (with really generous support policy). You can view the data in-use at chartsonlygoup.com, e.g. chartsonlygoup.com/aapl.

Anyways, this is a new venture. Made with the understanding that all the financial data out there is free, but the belief that most solutions are awful (expensive, inconsistent APIs, subscription-based) and people are willing to pay for convenience + peace-of-mind.

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  • Thanks for your openness, best of luck with your new venture. I think it makes sense to delete this sometime after April 1, 2021, agreed? – Bob Jansen Apr 08 '21 at 19:08
  • Sorry, if I was not clear enough. >.< (Just wanted to quickly post, before resuming.) All data will be there for up-to 2020. I think that's worth keeping up for a year. Need to adjust prices very soon. – Tom Wong Apr 08 '21 at 19:10
  • I see that the site is still up though. Will it keep working with data up to December 31, 2020 or not? – Bob Jansen Apr 08 '21 at 19:12
  • Yes, it will. Apologies, we're typing at the same time! – Tom Wong Apr 08 '21 at 19:12
  • Ah great, never mind then. As it might be of use I say we keep the answer as is. – Bob Jansen Apr 08 '21 at 19:13
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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.

gregory
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Quandl is free for end-of-data data and of very high quality, but intraday is for paid subscribers only. For one-off downloads, you can try Firstratedata which has tick and 1-minute bars going back 20 years.

TickData.com has the highest quality tick-by-tick intraday data but is very expensive and needs to be purchased separately for each ticker symbol.

Judo
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For free financial fundamental data, you can use https://invisement.com

It is a collection of csv file.
You can view them online, download, fetch with google sheets or excel or programming languages (R, Python, JS, ...) or embed in your web-page.

It offers SEC data and standardized data.

This is their web-page that explains what data they have:

Ali Khosro
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