Comprehensive List of Free Historical Market Data Sources

· Market Data, MS Excel
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Authors
  • Andreas Grau Website: http://computeraided… Andreas Grau is a passionate financial engineer with the drive to improve the tools for complex economic or financial models. Therefore, he coinvented the methodology Computer Aided Finance, the Monte Carlo Simulation Tool Theta Suite and the MS Excel Speed-up tool Theta Proxy.

Often people ask me where they can find historical data of stock prices, commodities, interest-rates, bonds, fx rates … . In previous posts, we already looked at live data feeds for Matlab, and Excel. Then, we looked at how to load historical data.  Now, we want to focus on where to get the data itself.

Previous posts

Sites with Summaries

  • scraperwiki.com (The community collects free data from the web and converts it into CSV, etc.)
  • wikiposit (The author collects free data from the web and converts it into CSV, etc.)
  • (recommendation) Quandl (Successor of wikiposit: great full-text search, XLS, CSV, JSON export)
  • Matlab Trendy (The community collects free data from the web and converts it into plots)

Foreign Exchange, Forex, FX

Bitcoin

Debt/Interest Rates/Futures

  • historical time series
    • www.euribor-ebf.eu (Interest-Rates: “Euribor, Eonia”), Excel download
    • www.databank.rbs.com (Exchange Rate, Interest Rate, Consumer Price Inflation (CPI), Commodities: “Brent Spot, Henry Hub Spot, I P E Brent crude futures 1-pos, I P E Natural Gas Index, OPEC Fixing, US EIA Crude Imports, WTI Daily”), Excel download
    • www.ecb.int Interest-Rates and Government Bonds, web tables and partly Excel download
    • (German) www.boerse-duesseldorf.de (Bonds, daily), Website table only
    • (German )www.bundesbank.de German money and interest-rate statistics
    • www.mrci.com/ohlc/ (many different future contracts, daily snapshots only)
  • current
    • (German) www.baadermarkets.de (Bonds)
    • (German) www.westlbmarkets.net (2012-07-12: Just went offline, hopefully online again soon), Swaps, Caps, Floors, CSV download
    • www.boerse-stuttgart.de (web table only) yield curves of bonds per rating and maturity
  • interest-rate derivatives
    • (new in the list) erstegroup.com Caps, Floors and Collars in form of Warrents

Stock / Indices

Investment Fonds

Energy

General Historical

Economic data

World

European Union
United Kingdom
United States

Live Cams

Buy Data:

(I did not try any of these, but they look interesting.)

Conclusion

Please leave a comment if you have other good sources or is any link breaks.

Thanks!

27 Comments

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  1. intraday trading strategies

    Woah this weblog is excellent i love reading your articles. Keep up the good work! You recognize, a lot of individuals are looking around for this information, you can help them greatly.

    Reply

  3. John Smith

    wikiposit.org is a good source of all kinds of data reformatted to a consistent format.
    Though the IMF data seems to be mostly non-functional at the moment.

    Reply

      • Tammer Kamel

        Hi Andreas:

        As it turns out I am working on a more mature wikiposit right now (www.quandl.com). I would like to connect with you directly to discuss this and get some insights from you. Can you email me?

  5. Geoff Bradley

    I could get 20 years free end of day data on klowdi.com for US and Europe market

    Reply

  8. Rafia

    Here is another stock market data downloader:

    http://trading.aurorasolutions.org/market-data-downloader/

    Its highly customizable and supports storage of multiple data types including tick level, intra-day bar and daily data.CSVs, relational databases or binary formats storage possible. It allows for different formats of data and the user has the ability to mix and match all the different types.

    Reply
  9. Forex Data Matlab | forexboot.xyz linked to this post.

  10. Marcus Valdez

    For some useful data sets about S&P 100/500 and NASDAQ-100 companies, check this site:

    http://marketcapitalizations.com/historical-data/

    You can export e.g. historical market caps, enterprise values, dividend yields and index components to Excel.

    Reply

  11. Matt Robust

    Not free but you can rent from QuantGo (https://quantgo.com/)

    For those countries where we have historical data, we don’t need to use QuantGo.
    But for those countries where we don’t have historical data and they are not available cheaply, we would definitely consider QuantGo and renting data from them.

    Other notes at:
    http://robusttechhouse.com/quantgo-review/

    Reply

  15. Kamilah Recker

    How’s things?, has anyone got a {real|actual|unbiased{ opinon of the Forex Megadroid software. All of the reviews online seem to be affiliate pages. Thanks

    Reply

  21. Tom

    I use http://intradata.co to get both daydata and 1 minute bars from 30 stock exchanges. They also have forex so it works good for forex strategies also. I would recommend them.

    Reply

  24. Dan

    You mentioned eoddata.com under “Buy Data”, but it’s actually has many free services.

    Reply

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