4

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

Improve this question
3
  • 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, 2016 at 20:12
  • Thank you for your response! Yes, now I get it that I need access to some broker portal.
    – Lesnar
    May 28, 2016 at 5:45
  • Do you need current or historical data (please update the question)?
    – user4293
    Feb 16, 2017 at 18:28

3 Answers 3

Reset to default
7

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

Improve this answer
1
  • But are there any open resources where I can get hourly/ minute level or tick data?
    – Lesnar
    May 27, 2016 at 9:52
4

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.

Improve this answer
4

Not open but available for free:

Improve this answer

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.