Algorithmic Trading Group Forum - Free Historical Data

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Free Historical Data (Read 13817 times)

sany Newbie Offline The only true wisdom is in knowing you know nothin Posts: 6 Greenwich, CT Gender:	Free Historical Data 07/24/08 at 14:05:39 Does anyone know where it is possible to get free (or low cost) historical data (daily/intraday)? I currently use yahoo to automatically grab daily stock data http://finance.yahoo.com/q/hp?s=MSFT and Oanda for FX http://www.oanda.com/convert/fxhistory Any ideas where to get reliable and free financial data (Stocks, ETF, FX, etc.)? Thanks!
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qroach Full Member Offline Posts: 102 London Gender:	Re: Free Historical Data Reply #1 - 07/24/08 at 14:44:59 Have you checked OpenTick? They give some data for free. There should also be many suppliers of intraday data on stocks with 15 minutes delay.
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Free Historical Data Reply #2 - 08/06/08 at 11:59:13 Here is one that provides FX historical data: http://www.fx-forex-trading.com/database.htm
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Co0olCat Forum Moderator Offline Posts: 128 Gender:	Re: Free Historical Data Reply #3 - 08/06/08 at 12:01:37 What about basic swap and interest rates for different maturities? Any source...
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Free Historical Data Reply #4 - 08/06/08 at 12:03:36 Trading-Tools.com sell a number of products that download historical data from various free sources. http://www.trading-tools.com/
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qroach Full Member Offline Posts: 102 London Gender:	Re: Free Historical Data Reply #5 - 08/06/08 at 13:49:27 Co0olCat wrote on 08/06/08 at 12:01:37: What about basic swap and interest rates for different maturities? Any source... There is one source I have across some time ago. But it is probably not for automatic download: http://swap-rates.com/
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Algo Designer

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Nihil desperandum

Posts: 182
Sydney
Gender: male

Re: Free Historical Data
Reply #6 - 01/22/09 at 13:37:08

Yet another source of free historical data for stocks, forex and commodities including 10-second intra-day quotes:

http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/

Quote:

To download historical stock data scroll down the tickers and select the ticker you want data for.
Select your timeframe (daily/intraday) and select the number of points (i.e how many days or hours etc to get data for).
Then click get data. If the data does not download straight away try clicking get data again.

Intra-day file format

Code:

DATE,TIME,VOLUME,OPEN,CLOSE,MIN,MAX
21/01/2009,15:40:01,578,114.64,114.48,114.44,114.74
21/01/2009,15:41:01,567,114.49,114.1,114.01,114.5
21/01/2009,15:42:01,431,114.09,113.35,113.33,114.12
21/01/2009,15:43:01,396,113.35,113.65,113.24,113.68
21/01/2009,15:44:01,346,113.65,113.81,113.59,113.99

« Last Edit: 07/09/09 at 16:40:26 by Algo Designer »

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