Market Data

Market Data

Explore an overview of global markets performance, including change value (both in absolute and percentage numbers), Open, High, Low and Close values for indexes, commodities, bonds, and currencies.

Download and buy market data

High resolution and complete datasets are generally not available for free; moreover, few vendors provide quality data that can be successfully employed to trade. In general, aggregate data from all US national/regional exchanges are suitable for research use.

  • Yahoo Data has frequent errors in its database and does not contain data for delisted symbols.
  • QuantQuote is largely free of the errors found in the Yahoo data. However, only 500 symbols are available.
  • Eoddata provides daily and historical data for various indexes and assets. Cheap and fine for daily data on main indexes; has a nice page to download symbols.
  • Eodhistoricaldata provides fundamental data, real-time and daily historical prices for stocks, ETFs and Mutual Funds all around the world. No reviews but definitely cheap.
  • Quandl provides free and paid data of various quality as specified.
  • Compustat provides only daily data including delisted symbols and corporate fundamentals data. Expensive.
  • CRSP is like Compustat, expensive.
  • ORATS provides quality option data with greeks
  • IEX Cloud Services provides quality historical and fundamental data for stocks, currencies, and commodities
  • TradingEconomics provides relevant macro data and quality financial information for a wide range of applications
  • Finnhub Stock API provides free stocks, currencies, and crypto data plus two free databases on Kaggle: S&P500 Stocks and Future.

You can check Quantpedia and Quantshare for more extensive reviews. See also our open source project for personal finance Plib.

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