SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
muxControl
Posts: 72
Joined: June 23rd, 2006, 1:40 pm

Where can I find free financial data?

January 6th, 2008, 10:14 pm

Hello all,Where can I find US treasury bonds futures data for free? Many thanks!
 
User avatar
mosta
Posts: 24
Joined: October 17th, 2002, 4:48 pm

Where can I find free financial data?

January 17th, 2008, 8:08 am

I want to analyze the universe of equity options, end of day prices--all names, all series (or at least all close to the money, up to maybe 1 year out)--for at least 1, maybe up to 5 years. My project idea is at its very earliest stages, and it could head in both an academic direction as well as towards a trading application. I accept the fact that I should spend money if I'm going to be making money--but I need to build up my confidence a little before I invest thousands of dollars, which is what these datasets cost. And my school does not have access to the IvyDB. But I can get get to a professional Bloomberg terminal through friends. My question is: if I were to (try to) download this much data at my friend's workplace, would it let me, and more importantly would it get my friend in trouble at work? thanks for any insights.
Last edited by mosta on January 16th, 2008, 11:00 pm, edited 1 time in total.
 
User avatar
MatlabTrader
Posts: 2
Joined: January 18th, 2008, 7:35 pm

Where can I find free financial data?

January 19th, 2008, 2:31 pm

OpenTick is not perfect but it does give you acceess to a huge amount of tick data. I'm currently only paying $2 a month. They have futures and US equities for sure, and maybe options. They have APIs written for just about every language. I used the java API to pull data into Matlab. Be sure to read their (short) forum to find out the problems with some missing data, etc.Also, Yahoo has really convenient dividend and split-adjusted historical prices. Unfortunately, they don't carry dead tickers. They also have the current constituents of most stock indexes.I wrote a bunch of scripts to pull this data into Matlab - free: MatlabTrader
 
User avatar
stp02
Posts: 7
Joined: May 22nd, 2008, 10:01 am

Where can I find free financial data?

July 19th, 2008, 12:33 pm

QuoteOriginally posted by: jaguaracerIn the lines of phenomenologist's post:Euribor-based Interest Rate Derivative QuotesFor iTraxx data, go right to the source International Index Company (org behind the iTraxx & iBoxx indices)Hi,Markit Ltd has bought International Index Company. They are changing the whole access structure. So if you want iTraxx or iBoxx data you should hurry. International Index ComanyS
 
User avatar
Maursh
Posts: 32
Joined: August 24th, 2005, 10:16 am

Where can I find free financial data?

August 2nd, 2008, 2:30 pm

Hi there,Does anyone know where I can obtain very old pricing data for for FTSE and S&P index options? I'm doing a project which looks at the how index options traded in sudden high market downturns such as Black Monday and 9/11. The big data providers (Reuters, Bloomberg, Datastream etc) only seem to have histories up to 1 year. Any ideas or suggestions (including anything in print rather than electronic) would be gratefully received. Thanks
 
User avatar
ale3jandro
Posts: 3
Joined: October 19th, 2009, 7:53 pm

Where can I find free financial data?

October 20th, 2009, 11:39 am

QuoteOriginally posted by: MaurshHi there,Does anyone know where I can obtain very old pricing data for for FTSE and S&P index options? I'm doing a project which looks at the how index options traded in sudden high market downturns such as Black Monday and 9/11. The big data providers (Reuters, Bloomberg, Datastream etc) only seem to have histories up to 1 year. Any ideas or suggestions (including anything in print rather than electronic) would be gratefully received. ThanksHi MaurshI have been also searching for S&P Index option prices with maturities in 2007 and 2008 and have also been facing the same problems. I even have access to Reuters, Bloomberg and Datastream through Uni, but I they only seem to have data up to 1 year. Maybe I didnt search properly. Has anyone found already such information in such data providers? If yes, how did you do it?I kept searching and have asked Option Metrics Database and even the Chicago Board of Exchange. But I think I finally found what I was looking for:Market Data Express: They seem to have the information I was looking for but they ask 75 USD for it and I would have to calculate the closing prices myself with the data they will provided me. They are actually recommended by the CBOE. If I dont find anything else, I would have to go with them...As crazy as it sounds, I still cant believe that I havent found my data. There must be away. So does anybody know where I can obtain S&P 500 settlement option prices with maturities in 2007 and 2008? I dont mind paying as long as the quality of data is good...I appreciate any hint or help!Regards, Walter
 
User avatar
futuresmkt
Posts: 1
Joined: November 9th, 2007, 2:47 pm

Where can I find free financial data?

November 1st, 2009, 1:38 pm

 
User avatar
Jomanba
Posts: 1
Joined: July 23rd, 2007, 8:38 am

Where can I find free financial data?

November 4th, 2009, 2:41 pm

http://www.databank.rbs.com for a fair amount of historic data (base rates, libor, more...) which can be donwloaded to Excel.Hope this is useful.
 
User avatar
araiss
Posts: 2
Joined: October 17th, 2008, 8:22 pm

Where can I find free financial data?

December 23rd, 2009, 4:36 pm

Hello,I was wondering if it is possible to obtain time series of CDS spreads, bond prices/rates, and options prices for few companies (for free, if possible).I'm doing my master's thesis on the links between the credit and the equity market. More precisely, I'm interested about how to hedge a cds using options. And obviously, these data would significantly help me.Thanks lots for your helpA.
 
User avatar
tbarelli
Posts: 6
Joined: August 26th, 2009, 2:11 am

Where can I find free financial data?

December 23rd, 2009, 5:32 pm

www.wolframalpha.com has extensive financial data but not "real time"
 
User avatar
araiss
Posts: 2
Joined: October 17th, 2008, 8:22 pm

Where can I find free financial data?

December 23rd, 2009, 10:10 pm

After checking, this website doesn't seem to contain the data I'm looking for.Thanks anyway, any other help would be appreciated !
 
User avatar
gwadkar
Posts: 13
Joined: August 18th, 2008, 2:40 am

Where can I find free financial data?

March 28th, 2010, 10:25 am

Free NSE Historical Tick data
 
User avatar
mrunner
Posts: 4
Joined: July 1st, 2010, 10:29 am

Where can I find free financial data?

July 2nd, 2010, 8:17 am

Hi,Where I can obtain historical quotes for Eurobonds?Thanks!
 
User avatar
yoyoteng
Posts: 1
Joined: September 12th, 2011, 3:26 am

Where can I find free financial data?

September 17th, 2011, 3:56 am

Recent intraday stock price (15 days) can be obtained from Google with no charge.Below links provide the Matlab and C# examples for pulling the data.Matlab Solution:http://www.mathworks.com/matlabcentral/ ... ock-priceC# Solution:http://www.codeproject.com/KB/IP/google ... .aspxHappy data mining!
 
User avatar
sbrewer
Posts: 1
Joined: November 7th, 2011, 2:13 am

Where can I find free financial data?

December 6th, 2011, 1:04 pm

here's another site that lists free financial data sources: www.freefinancialdata.com
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On