Best Quant Data Sources
Economic Data
World
- OECD.StatExtracts includes data and metadata for OECD countries and selected non-member economies.
United Kingdom
United States
- Federal Reserve Economic Data – FRED (includes URL-based API)
- http://www.census.gov/
- http://www.bls.gov/
- http://www.ssa.gov/
- http://www.treasury.gov/
- http://www.sec.gov/
- http://www.economagic.com/
- http://www.forecasts.org/
Foreign Exchange
- OANDA Historical Exchange Rates
- Dukascopy – Historical FX prices; XML and CSV
- ForexForums Historical Data – Historical FX downloads via Amazon S3
- GAIN Capital – Historical FX rates (in ZIP format)
Equity and Equity Indices
- http://finance.yahoo.com/
- http://www.iasg.com/managed-futures/market-quotes
- http://kumo.swcp.com/stocks/
- Kenneth French Data Library
- http://unicorn.us.com/advdec/
Fixed Income
- LIBOR rates
- FRB: H.15 Selected Interest Rates
- Barclays Capital Live (institutional clients only)
Options and Implied Volatility
- http://www.ivolatility.com/
- http://www.optionmetrics.com/
- http://www.livevol.com/
- http://www.historicaloptiondata.com/
Futures
- http://www.simiansavants.com/cmedata.shtml
- http://www.cmegroup.com/market-data/index.html
- http://www.quandl.com
Commodities
- https://globalderivatives.nyx.com/nl/commodities/nyse-liffe
- LIFFE Commodity Derivatives – 15 min delay; free registration
Multiple Asset Classes and Miscellaneous
- OHIO STATE UNIVERSITY DEPARTMENT OF FINANCE: The Financial Data Finder
- Google Finance APIs and Tools
- QuantNet Master List
- RBS Databank
- http://www.eoddata.com/
- Robert Shiller Online Data
Specific Exchanges
