Yahoo finance forex historical data

What sources of financial and economic data are available online? Which ones are free or cheap? What has your experience been like with these data sources? See What are the most useful sources of economics data? I don't know how interested you are in the CME data, but I have been learning about yahoo and volatility modeling. I have been working with delayed CME data. I have been able to extract the JSON queries and now have been able to run them in my. NET application to get data for every asset type.

Run the query below in Chrome and you will see the JSON response. In other browsers you will be prompted to download the JSON file. To parse it you just use the. NET Serialization class add reference to system. Yahoo Thomson Reuters Tick History database provides millisecond-timestamped tick data going back to Januarycovering 45 million OTC and exchange-traded instruments worldwide. The database currently updates at a rate of 1 million messages per second and is around 3 Petabytes uncompressed.

It is a comprehensive, accurate and precise historical record of market behaviour. Includes API and MATLAB API access. Contact Sirca for more information. What do you mean by that?

Nominal, real, corrected due to monetary-base-change, corrections with Y-other-things? What is your goal? Please, note that you cannot always finance the data, sometimes they are nominal or real, and sometimes you won't know the type of data. To get a consolidated feed of most of the data feeds here use Quandl. This is free for limited amount of requests per day. Data from these sources is all freely available. You can also play with data from many of these sources using forex Google Public Data Explorer.

I did a fair amount of searching for a good source of historical data and I came across Norgate Investor Services. They provide the data in MetaStock format. I used the data for analysis in MATLAB via Metastockread. They have data forex the US, Australia and Singapore.

MBT Quote API was designed for third-party software finance and provides access to the following data historical. They also have an FTP service which allows you to download EOD option data on a daily basis after market close. Miscellaneous data, extending back hundreds of years in some cases, is available from Global Financial Data.

Commodities, Forex, Data, Interest Rates, Mutual Funds, Hedge Yahoo and more: The master list already has dukascopy listed for forex historical tick data. The forex data for the majors go back to or so. It's free, so you get what you pay for. The data that is more recent last 5 years has almost 0 finance on the majors and crosses. What was also not mentioned was that you need to either use their jForex platform to download the historical or you'd have to download the data manually from their website.

This could become quite cumbersome. There are two tools that data automate most of this for you:. TickStory StrategyQuant's Tick Data Downloader. With those free tools, you can also export the data into csv format, which can then be used in most charting applications. In data case of metatrader 4, you need to convert the csv into their binary format. Birt's free csv2fxt forex can help with that.

I also used Birt's TDS to get variable spreads with the backtests done in mt4. Information on the FOMC Forex dates can be in the tables of this article and on the FED website but one would need to manually retype the data which takes time and is finance prone.

Here's a Python script to parse the finance dates from the federalreserve. It yahoo the dates from the url of the "Minutes" link for each meeting. Fed historical daily rates. Mostly yahoo economic but also stuff from xignite free as of Whether you are an institution or individual you if you want to find some data related to finance, you can check out from here:. I have used both Xignite and FinancialContent for economic data and stock quote data feeds.

The plus finance of FinancialContent is that they have JavaScript widgets free with ads or paid with no ads. This is the link to the actual API on that page.

Does anyone have any experience with or knowledge of livevol? They are the only source I've found for historical intraday options data, especially including implied volatility and Data calculation, and pricing seems not bad.

Even the real-time service seems decent, although it is unclear how it could potentially be tied in to an API. For the best historical data on options, go to OptionsDatamine. It has options prices, OHLCV, and historical interest over two years historical. Graphs and charts are available too. We have financial time-series data and data for building cashflow models.

Thinknum's plotter is similar to tools like GS plottool and JPM data-query in that it allows users to manipulate time-series data using mathematical expressions.

There is also a related question on forex economics stack: The American Economic Association has a list of resources for Economists, including a page for data. There you find links to many institutions that offer all kinds of data, as well as further journals with data archives for the studies they publish.

In the ReplicationWiki that I work on we have information on more than empirical studies and you can search for which one what kind of datasoftwareand methods were used, if the material is available, and if replications are known.

Many studies can be browsed by JEL codes or keywords. The categorization of data sources and geographical origin of data remains very incomplete but it is a wiki, so everyone can contribute and make suggestions. Thank you for your interest in this question. Because it has attracted low-quality or spam answers that had to historical removed, posting an answer now requires 10 reputation on this site the association bonus does not count.

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Join them; it only takes a minute: Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the historical.

What data sources are available online? Where could I download data for Data issues for NYSE, AMEX and NASDAQ as far back in history as possible NYSE data starts in MarchAMEX data starts in HistoricalNASDAQ data starts in January The best resource for download I was data to find until now is unicorn. Unfortunately with data only from Thanks for any hints where to get this. Does anyone have any experience with OptionData service? It is available in the US stocks historical data package.

I am a co-owner of Premium Data. This post is Quant Stack Exchange's master list of data sources. Please append your links to other data sources to the list below.

Economic Data See What are the most useful sources of economics data? StatExtracts includes data and metadata for OECD countries and selected non-member economies. A download helper script is available on GitHub. Same tick files are linked from Pepperstoneno registration needed. Equity and Equity Indices http: I would suggest you remove it from the list.

The forex link says the API's are no longer available. The Dukascopy FX data is tick level and goes back for over a decade. Quality is pretty decent for free data. If you install the free demo of their JForex client, there is a Historic Data manager that enables you to conveniently download a wide variety of time and price based bars.

I'm only aware about 3 free data sources: Bonds and Equities are available. Interest rates, FX rate, commodities and CPI GAIN Capital. It contains infomation about FX rates only. Exmaple of ES options data: The link below asks CME server to return back options data for given strikes: So for example the C response.

Yahoo it's a call but what is the ? Academic access to Thomson Reuters Tick History: Any idea on the cost of access for academic users?

I have been able to download historical stock prices via yahoo and google. Commercial Data CSI Data: Would you say Yahoo finance's daily data with adjustment for dividends and splits are forex in the sense that you could use them for research?

Do you know if the dividends are adjusted for by the date the dividends are actually paid or on the ex-dividend day? Somewhat more economic data can be found at e. The World Bank The United Nations The OECD More financial: Eurostat European Central Bank financial Data from these sources is all freely available.

Quandl is a free one, with good economic and market data and an API http: Do you have a sample code to connect to MBT Quote API? In Cfor Option chain perhaps? I have yahoo them for years and outside some small issues they have been rock solid.

That is, certain dates are inexplicably missing historical some of the series. There are two tools that will automate most of this for you: TickStory StrategyQuant's Tick Data Downloader With those free tools, you can also export the data into csv format, which can then be used in most charting applications.

Has anyone seen something that is up to date on this? Why are you posting a data as a solution? Any chance you can historical it to the answer? Eric thanks for the flag, I tried to make the question an answer instead as there is some value here. Whether you are an institution or individual you if you want to find some data related to finance, you can check out from here: Both companies offer JSON, XML and CSV formatted feeds.

I have yet to see Bloombergs open API in this thread Bloombergs API This is the link to the actual API on that page. The second link is the actual link to the latest api. Yes, using the API does not give you any access to Bloomberg data. I've used Livevol in the past. They gave me a URL that I was supposed to download a CSV from every 30 seconds.

I wrote a script to wget the file and check its embedded timestamp, then save to disk. A "subscriber" would monitor the destination directory via inotify and load any new CSV. Effectively, I had used the file system as a ticker plant, which got around the API issue.

Was it a good service overall reliable, accurate, any issues? A different trader wanted it for a few months for his model. I didn't use the data myself, so I'm not sure what its quality is like. Proclaim the Need for Net Neutrality. In it, yahoo get: The week's top questions and answers Important community announcements Questions that need answers. Quantitative Finance Stack Exchange works best with JavaScript enabled.

Anybody have a link to downloadable historic CDS data? I have used eoddata premium member and the data quality is horrible.

It contains infomation about FX rates only share improve this answer. Miscellaneous data, extending back hundreds of years in some cases, is available from Global Financial Data share improve this answer.

Note that the CSI data available on the tradingblox site isn't clean. It pulls the dates from the url finance the "Minutes" link finance each meeting share improve this answer. Fed historical daily rates share improve this answer. The second link is the actual link to the latest api share improve this answer. But this forex not an actual data source but rather an API only, right? MathOverflow Mathematics Cross Validated stats Theoretical Computer Science Physics Chemistry Biology Computer Science Philosophy more Meta Stack Exchange Stack Apps Area 51 Stack Overflow Talent.