Financial Data on the Web
2000-08-11
This link list is the result of an attempt at getting
an overview of what kind of economic and financial information is available on
the web. The focus is on freely available data1,
although a few links to commercial database and news feed providers are also
included. Coverage of (long) historical financial time series by "free" sources
is remarkably sparse.
Easiest for the end user are databases of historic
information, but only few areas (FX rates, stock indexes, select interest
rates, macroeconomic data) are covered, and mostly only at monthly or lower
frequencies. Data on other topics like individual stocks, derivatives, or
high-frequency data is in principal available, too, but requires the automatic
recording of information as it becomes public. Storing the information that is
provided on static web pages can easily be automated
using widely available caching/mirroring software. Information provided through
forms using the POST method requires some
more programming.
With a few exceptions, the only (longer) time series of financial data
are provided by governmental institutions, central banks, and international
organizations. The bulk of that data is (1) macroeconomic (i.e. non-financial)
and (2) at monthly or lower frequency. The following list contains links to
the exceptions and the sources of the "more financial" data.
Tick-by-tick Data
- Andreas Weigend's
Time Series Data
- Tick-by-tick SFR-USD FX data 1985-1991 (330k
ticks).
Daily Data
- US Federal Reserve:
Releases and Historical Data
- Databases of FX rates, US-$ interest
rates, and US macroeconomic data.
- Federal Reserve Bank
St. Louis
- Similar data as in the previous entry.
- Federal Reserve Bank NY
- Prime and discount rates, FX rates, treasury security quotes from 1989 to
1996.
- European Central
Bank
- Monetary aggregates, FX rates, interest rates, and
macroeconomic data. Only a few time series are daily.
- EconoMagic.com
- US
macroeconomic data, interest rates, FX rates, and some stock indexes from US,
Europe, Japan, and Australia. Main sources are: U.S. Government, Bank of
Canada, Bank of Japan and Economic Planning Agency of Japan, Central Bank of
Europe. Only some time series are daily.
- Pacific
Exchange Rate Service by Werner Antweiler, University of British
Columbia
- FX data since 1971.
- sunsite.unc.edu/pub/archives/misc.invest/ (Ed Savage)
- Several shorter time series. Seems to be dormant since 1997.
- Historical Data for S&P 500
Stocks
- 1 year of stock prices for the S&P 500 stocks.
- Yahoo Finance
- Yahoo's
historical data page allows to access complete historical daily data -
including stock splits and dividends - for one stock at a time. Data reaches
back to about 1970, but only 200 quotes are displayed per page. Data is
provided by CSI Data.
- Dreyfus
- has historical data one year back, one symbol at a time. Prices are
not adjusted for dividends or splits.
- MarketConnect
GmbH
- offers a mail service with daily data of all German
exchanges. Data can also be downloaded from the archive, which
contains data since 1998. (Warning: Some zip files are broken, some obviously
incomplete, and some files/dates apparently missing.)
- Norbert Meyer zu
Farwig's Financial Data
- daily data from
from various sources + scripts
Monthly or Lower frequency
- US Bureau of Labor
Statistics
- US macroeconomic data, e.g. Consumer Price Index, Producer Price Index, and International Price Index
data.
- National Bureau of
Economic Research (NBER)
- International macroeconomic data ("Penn World Table" from 1995).
- Leading
Economic Indicators
- Composite index published by The Conference Board.
- EconData
- reformatted data of US Federal Reserve and other US government
agencies
- Global Financial
Data
- Yearly data about financial markets, commodities, and inflation
rates, some dating back to 1264 (!). Monthly and daily data is not free.
- Economic
Information Systems
- US macroeconomic data, mostly
quarterly/annually.
- US Business Cycle
Indicators
- Federal Statistical
Office Germany
- All sorts of data on Germany, including consumer
and producer price indexes.
- U.S. Geological
Survey
- Price histories of all mineral commodities, some only as
PDF.
- Worldbank
Commodity Price Data ("pinksheets")
- Monthly averages
- S&P/Barra
stock indexes
- Monthly stock index data since 1975.
- Closing Futures
Prices by Richard Potts
- All sorts of futures from the CBOT, CME,
NYME, CSCE, KCBT, MGE, NYCE, including meats, grains, currencies, energy,
foods, industrial commodities, precious metals, financials, and stock
indexes. Updated daily. Limited history available.
- CME
- Tick-by-tick data of CME's products.
Quotes and charts through forms are now widely available. To name just a
few:
- Comdirect
- Yahoo Finance
- tradingday.com
Indexes
- Resources for
Economists on the Internet (by Bill Goffe)
- WebEc Economics
Data
- B&E Datalinks
- Extensive list of financial data links sponsored by the Business and
Economics (B&E) Statistics Section of the American Statistical Association (ASA).
- Data on the Net Univ. of
Califormia, San Diego
- Business
& Economics Numeric Data L. Schankmann @ Mansfield University
- SOCIAL SCIENCE
DATA ARCHIVES - EUROPE
- Financial Data
Finder
- extensive index of all kinds of economic/financial data,
slightly outdated
- EconoMagic links
- Statistical Resources on the Web
- Extensive index to statistical datasets on
the web, not only economic/financial data.
- Waldemar's list
- Mark Bernkopf's Central
Banking Resource Center
- Comprehensive list of links to
central banks.
Commercial Data Providers
Data Feeds
- Bridge
Databases
- CRSP,
Graduate School of Business at The University of Chicago
- US stocks, indices, treasuries, mutual funds
- CSI
- Datastream
- T.B.S.P
Footnotes
- "Freely available" means that (a) the data is
served by a publicly accessible http or ftp server, (b) the user is not
required to provide any personal information to aquire an account/password, and
(c) there is either no "terms of use"-document, which together with (a) is
interpreted as an implicit license for any personal purposes, or the "terms of
use"-document does not exclude the use for academic, educational, and private
purposes.
last reviewed: 2001-10-17, Stefan Jaschke