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Trading Strategies >> Research >> Free Historical Data
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Message started by sany on 07/24/08 at 14:05:39

Title: Free Historical Data
Post by sany on 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!

Title: Re: Free Historical Data
Post by Yury R on 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.

Title: Re: Free Historical Data
Post by Algo Designer on 08/06/08 at 11:59:13

Here is one that provides FX historical data:

http://www.fx-forex-trading.com/database.htm

Title: Re: Free Historical Data
Post by Co0olCat on 08/06/08 at 12:01:37

What about basic swap and interest rates for different maturities? Any source...

Title: Re: Free Historical Data
Post by Algo Designer on 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/

Title: Re: Free Historical Data
Post by Yury R on 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/

Title: Re: Free Historical Data
Post by Algo Designer on 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