Historical financial data collection

 

 

The most used sources (March 2018):

http://stooq.com/

 https://www.investing.com/ 

https://www.dukascopy.com/swiss/english/marketwatch/historical/

 

All sourcers

  1. Internet sources for price history data provided by W.Scott

  2. Dollar Index monthly and daily from Fed

  3. Financial information from Bonnie Lee Hill

  4. Historical wheat prices

  5. Historical data provided by Harvey Hahn

  6. Other sources

  7. RBC.ru

  8. Gold price

  9. ABC Stock Market (French)

 

http://www.global- view.com/ forex-trading- tools/forex- history/  Forex free data

http://www.normansh istoricaldata. com/ inexpensive site for all data needs

http://www.pitrading.com/free_market_data.htm    over 17 Gigabytes of one-minute intraday historical data for over 300 of the most popular and actively traded symbols for stocks, indices, futures, and forex on one DVD-ROM. Click here for further details and pricing information.

http://disktrading.is99.com/disktrading/ 

http://www.futuresbuzz.com/seasonal_charts.html 

http://www.forexdata.biz  Some free from 1987, pay for other stuff
http://www.trading-naked.com/
databank.htm Lots of intraday data, free

http://disktrading. is99.com/ disktrading/ intraday futures data  back as 1995.

Internet sources for price history data provided by W.Scott

 
Commodity Charts & Quotes - Free
CRB - Commodity Research Bureau (CP - Commodity Perspective)
DataShark - DL's data worldwide
Download historical stock quotes
Dukascopy Trading Technologies - Free Charts - Quotes - Products for your site
Financial Data
Forums - QQQ and SPY 1-minute data
FREE End of Day Stock Market Data and Historical Quotes
Free historical stock quotes downloader HQuote Pro intraday daily
GermanSiteWithFreeDailyData
Historical Stock Data
Historical stock quotes download Metastock
History Tick Data
How to get quotes from various markets
HyperTrader Tech. Innovative Technologies for Traders
Marketsource Online - Historical and EOD Stock, Commodity, and Fund Data
MATIF
Olsen Data AG
PINNACLE DATA PRODUCTS - Indices, Breadth, Rates - IDX Database
Stock & Futures Market End of Day Data in MetaStock and ASCII format
The Bull Sector - Stock Market Sector and Industry Lists
This Ones Cool_http--www.fin-rus.com-analysis-export-_eng_-default.asp
TICK DATA - Home
Trader's Access - Stock, Index, Futures, Mutual Fund, & Option Quote Downloading & Charting
traders2traders
URC Trading - Historical Quotes
Data Vendors Directory - Directory of providers of end-of-day quotes, real-time quotes, historical end-of-day data and historical intraday data for stocks, futures, indexes, indices, mutual funds and options. Data can be shipped by: Internet. Available data formats: ASCII(CSV), MetaStock, Quicken and Excel. Free charts are available.
Historical MetaStock data: MLD Downloads historical (eod/intraday) or snapshot quotes
Yahoo data download
Historical stock data
 
 
http://www.finam.ru/analysis/export/default.asp
 

 

Dollar Index monthly and daily from Fed

http://www.federalr eserve.gov/ releases/ h10/summary/ indexb_m. txt (monthly)

http://www.federalr eserve.gov/ releases/ h10/summary/ indexb_b. txt (daily)

Historical wheat prices and war index

monthly since 1704

yearly since 1259

war index

 

Article INFLUENCE OF SOLAR ACTIVITY ON STATE OF WHEAT MARKET IN MEDIEVAL ENGLAND


Historical data from Harvey Hahn

COMMODITY DATA:

Commodity Research Bureau (CRB):
http://www.crbtrader.com/infotech.asp

Norma's Historical Data (commodities):
http://www.normashistoricaldata.com/

Jurik Research:
http://www.jurikres.com/
http://www.jurikres.com/catalog/cat_data.htm

Global Financial Data:
https://www.globalfinancialdata.com/Databases/Data.html
https://www.globalfinancialdata.com/Databases/CommodityDatabase.html

Foundation for the Study of Cycles data series:
http://techsignal.com/library/history.htm
http://techsignal.com/library/history1.htm (includes commodities)

Historical futures data [newer data only]:
http://www.turtletrader.com/hpd.html

Historical futures data [newer data only]:
http://www.historical-futures-data.com/

TFC Commodity Charts [newer data only]:
http://futures.tradingcharts.com/

MORE GENERAL DATA:

Historical data:
http://www.price-data.com/

Barron's Historical Database:
http://www.goldmarketdata.com/gmdlist4.php

Historical data with emphasis on metals, forex, etc.:
http://www.goldmarketdata.com/

Time Series Data Library:
http://robjhyndman.com/TSDL/

Financial Data Finder:
http://fisher.osu.edu/fin/fdf/osudata.htm

BOOK W/CD-ROM:

The CRB Encyclopedia of Commodity and Financial Prices + CD-ROM:
http://www.amazon.com/Encyclopedia-Commodity-Financial-Prices-CD-
ROM/dp/0470344067

Brad Cowan's commodity data CD-ROMs:
http://www.cycle-trader.com/soybeans.htm (covers 1913-2003)
http://www.cycle-trader.com/wheat.htm (covers 1259-1998)
http://www.cycle-trader.com/cattle.htm (covers 1969-1997)

Brad Cowans's stock market data CD-ROM:
http://www.cycle-trader.com/stockmarket.htm (covers 1790-2010)

Another "favorite" data source for me is Pinnacle Data Corp., but the
files cover a wide range of data only from 1900 and later:
http://www.pinnacledata.com/products.asp

I'm aware of a number of other historical data providers, but they are
very expensive, and so I did not include them here. (I'm sure you can
find many of them by searching Google for providers of historical
data.) I hope this helps you find the data you're looking for!

Harvey

Other sources

RBC.ru

http://quote.rbc.ru/commodities/  - gold, wheat, oil

 

Gold price

http://www.usagold.com/reference/prices/history.html

http://stooq.com/q/d/?s=xauusd

ABC Stock Market (French)

http://www.abcbourse.com/boutique/rubrique-cotations_boursieres-cot.aspx

 

Wikiposit (!!!)  http://wikiposit.org/w?filter=Finance/

Gold Stock Analyst http://www.goldstockanalyst.com/

http://www.sentimentrader.com/

 

Free Intraday data http://www.stockrageous.com/charting.jsp

S&P and Dow Jones indices (have to register, for free) https://www.djaverages.com/

Free Futures Forex data http://www.tradingblox.com/tradingblox/free-historical-data.htm

http://www.forexrate.co.uk/forexhistoricaldata.php free intraday data 

Historical and real-time market database  http://www.tickstory.com/

Free Forex data daily and hourly  http://www.fxhistoricaldata.com/

Free Forex data daily http://stooq.com/

Fintech Finance (40 yeras of FX data int the cloud)  http://www.fintech.finance/news/tradermade-puts-40-years-of-fx-data-in-the-cloud/

 

Get Free Access to Historical & Live Data of 10,000 Economic Indicators and Market Data of Global Markets. http://www.assetmacro.com/market-data/

 


Quandl over 7,000,000 financial, economic, and social datasets http://www.quandl.com/

 

 

HiExplanation regarding volatilitry indexes    http://www.cboe.com/micro/volatility/introduction.aspx

 

www.investing.com a lot of free historical data


********************* Data from Jim Ranum ********************************


AlphaVantage
AlphaVantage is a leading provider of free APIs for historical and real time data on stocks, physical and crypto currencies,.
All you have to do is register to get your free API then take a look at their documentation:
https://www.alphavantage.co/documentation/

To export historical daily quotes, here is the URL that you need to request:
https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=[SYMBOL NAME]&apikey=[API KEY]



Financial Content
Financial content is a very popular data provider that is used by several websites and companies. Here is the URL to get historical data 
http://markets.financialcontent.com/stocks/action/gethistoricaldata?Month=12&Symbol=[SYMBOL NAME]&Range=300&Year=2017


Tiingo
Tiingo is another data provider that allows you to download historical daily data free using their API.
Documentation can be found here:
https://api.tiingo.com/docs/tiingo/daily#Software

And here is the API call format to retreive EOD data:
https://api.tiingo.com/tiingo/daily/[SYMBOL NAME]/prices?startDate=2012-1-1&endDate=2016-1-1


Quotemedia
Quotemedia is a leading provider of financial data. It provides EOD data for US and Canadian securities via this link:
http://app.quotemedia.com/quotetools/getHistoryDownload.csv?&webmasterId=501&startDay=1&startMonth=1&startYear=1900&endDay=17&endMonth=5&endYear=2017&isRanged=true&symbol=[SYMBOL NAME]


Investopedia
The popular world's leading source of financial content, Investopedia, also provides historical data. You can get EOD data via this link:
https://www.investopedia.com/markets/api/partial/historical/?Symbol=[SYMBOL NAME]&Type=Historical+Prices&Timeframe=Daily&StartDate=Nov+28%2C+2017&EndDate=Dec+05%2C+2017


Macrotrends
Macrotrends is a research platform for long term investors. Via their website, they allow exporting data for several series including U.S. securities.
Here is the URL to get this data:
http://download.macrotrends.net/assets/php/stock_data_export.php?t=[SYMBOL NAME]


Wall Street Journal
The Wall Street Journal or WSJ website provides an online corverage of breaking news and current headlines from the United States and around the world.
Here is the URL to export data from the WSJ website:
http://quotes.wsj.com/[SYMBOL NAME]/historical-prices/download?MOD_VIEW=page&num_rows=6299.041666666667&range_days=6299.041666666667&startDate=09/06/2000&endDate=12/05/2017


Nasdaq Website
The Nasdaq official website allows you to download data for U.S. securities.
To download data for APAM, browse the following URL then click on the "Download" link at the bottom:
http://www.nasdaq.com/symbol/apam/historical

The download cannot be easily automated but here at QuantShare we have a downloader for this.
You can get it here:
Historical Quotes from Nasdaq Website


Yahoo Finance
There has been a lot of discussion about Finance Yahoo recently and how they changed their URL to prevent automatic data download.
You can now download data manually from Yahoo.
Example:
https://finance.yahoo.com/quote/IWM/history?p=IWM
Then click on the "Download Data" link.

Or you can use the following QuantShare downloader to get data automatically from Yahoo servers:
Historical Stock Market Data


Stooq
Stooq is a Poland based company and a financial portal.
Data download cannot be automated, however you don't have to do that since all you need is download the entire database via a simple link.
Databases can be found here:
https://stooq.com/db/h/

You can download data in CSV or Metastock format for several markets including U.S stocks, U.K stocks, bonds, commodities, currencies, indices, macroeconomy data...
Data is available in daily, hourly and 5 minutes format.

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