Historical financial data collection

The most used sources (May 2023):

https://www.measuringworth.com/datasets/gold/result.php Here are gold quotes since 1257, but they are in British pounds, and some quotes since 1950 are measured in dollars, we need to bring them to a common denominator, I don’t have the 1950-1971 part, if they were found there would be no gap, and if there were daily quotes of the British pound to gold since 1792, then the rest of the gold on an annual basis could be resampled into daily ones.

All sourcers

Internet sources for price history data provided by W.Scott
Dollar Index monthly and daily from Fed
Historical wheat prices
Historical data provided by Harvey Hahn
Other sources
Gold price

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

http://www.pitrading.com/free_market_data.htm over17 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://www.forexdata.bizb Some free from 1987, pay for other stuff

Internet sources for price history data provided by W.Scott

Dollar Index monthly and daily from Fed

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

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

Historical wheat prices and war index

monthly since 1704

yearly since 1259

war index

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

Historical data from Harvey Hahn

COMMODITY DATA:

Jurik Research:
http://www.jurikres.com/

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

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

MORE GENERAL DATA:

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

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

http://techsignal.com/data/long_term_data.htm Long Term Historical prices series can be found at the Foundation for the Study of Cycles data page, they cost $35 per series.

Gold price

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

http://www.sentimentrader.com/

Historical and real-time market database

http://www.tickstory.com/

Fintech Finance (40 yeras of FX data in the cloud)

http://www.fintech.finance/news/tradermade-puts-40-years-of-fx-data-in-the-cloud/

Explanation regarding volatilitry indexes

http://www.cboe.com/micro/volatility/introduction.aspx

https://www.cftc.gov/MarketReports/CommitmentsofTraders/HistoricalCompressed/index.htm Commodity Futures Trading Commission

stocks-for-the-very-long-run-the-uk-100-and-327-years-of-british-equity-history#:~:text=In%201694%2C%20the%20Bank%20of,and%20the%20South%20Sea%20Co

Research Bank of England https://www.bankofengland.co.uk/statistics/research-datasets