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I am looking for publicly available high frequency financial data e.g stocks, forex, etc. It would be great if someone can provide relevant links.

TIA!

EDIT: To be more specific, are there any open resources where I can get hourly/ minute level or tick data?

Regards, Lesnar

  • To be clear, there is no "official" stock price at a given moment during intraday, except perhaps at the start and end of the trading day. There is a bid-ask spread, which is what buyers are willing to pay, and seller are willing to accept. Any intraday stock quote will be some combination of bid/ask, usually a simple average. To get real-time bid-ask data, you'd have to have access to a broker portal, since brokers are mediating the transactions. – philshem May 27 '16 at 20:12
  • Thank you for your response! Yes, now I get it that I need access to some broker portal. – Lesnar May 28 '16 at 5:45
  • Do you need current or historical data (please update the question)? – Jan Doggen Feb 16 '17 at 18:28
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I just came across this yesterday: https://github.com/eliangcs/pystock-data powered by https://github.com/eliangcs/pystock-crawler

There's also this measure of the CBOE Volatility Index on the Open Knowledge Labs datasets repository: https://github.com/datasets/finance-vix

  • But are there any open resources where I can get hourly/ minute level or tick data? – Lesnar May 27 '16 at 9:52
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I work at Quandl and we have data covering historical trade-based minute bars showing OHLCV for various stocks, but the data is not free. We do have pricing for single users, though.The databases cover the S&P 500 Index, Dow Jones Transportation Average, Dow Jones Industrial Average, Dow Jones Utilities Average and Nasdaq 100 Index. You can see the databases here: https://www.quandl.com/vendors/as Click on "View Pricing" to see the single user pricing for each database. Hope this helps.

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Not open but available for free:

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