Welcome, Guest. Please Login or Register
Algorithmic Trading Forum
 
  HomeHelpSearchLoginRegister  
 
Pages: 1
Send Topic Print
Free Historical Data (Read 10593 times)
sany
Newbie
*
Offline

The only true wisdom
is in knowing you
know nothin

Posts: 6
Greenwich, CT
Gender: male
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!
Back to top
 
 

"However beautiful the strategy, you should occasionally look at the results." - Churchill
  IP Logged
qroach
Full Member
***
Offline



Posts: 102
London
Gender: male
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.
Back to top
 
 
  IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 181
Sydney
Gender: male
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
Back to top
 
 

"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
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...
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 181
Sydney
Gender: male
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/
Back to top
 
 

"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
qroach
Full Member
***
Offline



Posts: 102
London
Gender: male
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/
Back to top
 
 
  IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 181
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
 


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

"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
Pages: 1
Send Topic Print