Historical Data Vendor List
| Spikeet 22+ Years of historical data. Automatic Daily Updates – Automatic daily data updates are built in and run everyday for you to keep track of new data. No Coding Required – You don’t have to learn how to code to use our platform, you get the data in spreadsheets. All Data-Sets – Technicals, fundamentals, SEC filings, technical indicators, earnings, corporate actions, splits, etc’. Advanced filtering – Advanced filtering of technical, fundamental and Intraday data. Evaluate your Trading Strategies – We are able to generate a performance report / backtest your trading strategies. | Personal/Retail: Monthly subscription model with a free tier option. paid packages are $79, $149 and $189 per month Institutions/Funds: Contact for Custom requests, pricing and strategy analysis |
| Algoseek Historical US Market & Reference Data:Asset Classes Covered: All major asset classes including Equity, ETF/ETN, Equity Indexes, Futures, and Options͏ Intraday Datasets: TAQ (Trade + Quote), Trade Only, TAQ Minute Bar (including 80+ data points), Adjusted Minute Bar (adjusted by corporate events),͏ EOD Datasets: Standard OHLC, Adjusted Daily OHLC, Primary Exchange OC, etc.͏ Reference Data: Equity Security Master File, Future Security Master File, Equity Adjustment Factors, Full Corporate Events͏ Upcoming Products: Cash Forex, Crypto Currencies, Option Greeks and IV͏ Services: Data Customization and Management͏ Features: Most comprehensive data products in the financial data industry, featured rich information for Machine Learning and Quant Trading “As-is” data collected from Equinix co-lo servers Flexible payment options: Buy, Rent, Lease Easy and convenient data access through Cloud, AWS CLI, AWS SDK, FTP, Browser, Jupyter Notebook, or Rest API Excellent technical support and data customization ability | Sample PricingFor more pricing information, refer to https://www.algoseek.com/pricing.html#pricing͏ 1 Year of Equity Trade and Quote Minute Bar (Full Universe) + Daily Research Updates One-time purchase cost: $4000 + $630 per month for the daily updates Lease cost (per month): $83 + $380͏ 1 Year of S&P 500 Trade and Quote + Daily Research Updates One Time Purchase: $4,580 + $720 Lease cost (per month): $95 + $430͏ 1 Year of Futures Trade and Quote Minute Bar (Full Universe) + Daily Research Updates One-time purchase cost: $4000 + $630 per month for the daily updates Lease cost (per month): $83 + $380͏ 1 Year of Futures Security Master File (Full Universe) One time purchase cost: $1000 Daily Research Updates: $160 per month͏ 1 Year of Equity Security Masters File (Full Universe) + Daily Research Updates One time purchase cost: $1500 Daily Research updates: $230 per month |
| Thomson Reuters Thomson Reuters provides multiple platforms for market data: Lipper – database covers prices and fundamental data for mutual funds, closed-end funds, ETFs, hedge funds, retirement funds and insurance products Tick History – 2 petabytes of microsecond, time-stamped tick data, from 1996 More than 45 million OTC and exchange-traded instruments worldwide, historical index constituents, integrated corporate actions, exchanges and third-party contributed content | price on request at http://thomsonreuters.com/en/contact-us.html |
| Factset Historical prices (intraday / daily) and other data: fixed income (since 1984) – approx. 55 000 issues futures (since 1972) – approx. 900 contracts equity, index and futures options (since 2004) – approx. 7200 underlying equities (since 1972) – approx. 25000+ issues mutual funds (since 1984) – approx. 28 000 issues short interest data company data for international equities – fundamentals, classifications, ESG data etc. news and research | price on request at http://www.factset.com/weblead |
| Bloomberg Terminal Institutional-class standard: historical data from hundreds of exchanges (all time frames from tick-by-tick), all assets (stocks, bonds, currencies, commodities, derivatives, funds, indexes etc.) historical macroeconomic data, fundamental data, indicators, financial news, ESG data etc. integrated risk/portfolio analytics tools, trade execution and analysis | price on request (~2000$ per terminal) |
| S&P Capital IQ S&P Capital IQ platform provides historical data for: global macroeconomic indicators (inflation, employment, GDP, balance of payments etc.) Compustat database – equity fundamental data from 1950daily historical price data – world equities, mutual funds, fixed income, indices, commodities, currencies, credit, derivatives and rates | price on request at http://www.spcapitaliq.com/forms/request-a-trial |
| CRSP Academic research-quality market databases: daily prices for US stocks since 1925intraday price data for various indexes US Treasuries prices (monthly since 1925, daily since 1961) Survivor-Bias-Free US Mutual Fund Database since 1962CRSP/Ziman Real Estate Data Series (REITs prices and fundamental data)CRSP/Compustat Merged Database – fundamental data within a single linked database | price on request at [email protected] |
| Portara CQG Historical Daily & Intraday Databases: Futures Forex Cash to inception 1965 Daily |1987 Intraday CQG Datafactory local modularized databases Award winning front end Actual Data | Continuous Data creator / extractor RTH Data | flexible sessions | overnight bars | randomize OHLC Automatic updates from CQG to your machine 4 x daily Auto Roll | Auto Compression | Auto Exe logic 256 Global Exchanges 400 – 10,000 Symbols | Subscription based model95% discount on raw CQG Datafactory Pricing E.g. Continuous data access and build – $220 per symbol per year. Further discounted rates for larger portfolios:E.g. A database of 400 symbols $15,000 down plus $1,200 pcm Prices include updates |
| Tick Data (highly recommended) Historical prices (quotes & trades, trades or minute data): – equities – futures – equity & index options – forex – cash indexes (over 60 indexes) – market indicators (VIX, NASDAQ TICK etc.) | complete equity database ($98,800 for quotes and trades, $48,400 for minute data) complete futures database ($27,000 for quotes and trades, $16,500 for minute data) complete options database ($170,100 for quotes and trades, $83,300 for minute data) complete forex database ($26,200 for quotes and trades, $13,100 for minute data) complete indexes database ($16,500 for trades)complete indicators database ($4,300 for trades) equities per symbol-year ($30 quotes and trades, $15 minute data) futures per symbol-year ($500 quotes and trades, $125 minute data) options per symbol-year ($500 quotes and trades, $200 minute data) forex per symbol-year ($300 quotes and trades, $150 minute data) indexes per symbol-year ($125 for trades)indicators per symbol-year ($125 for trades) |
| Morningstar Institutional-class standard, Morningstar provides multiple platforms for historical data: Morningstar Quotes – point-in-time snapshots or full tick-by-tick data from 2003 (EoD data from 1998), data for global equities, ETFs and listed derivatives (futures, options etc.) Morningstar Data for Equities – data since 1973, global equity fundamentals, EoD pricing, mutual fund, insider, and institutional ownership Morningstar Indexes – equity, fixed income, alternatives, multi-asset indexes Morningstar Data for Commodities – 300+ aggregated data sources, historical prices, fundamental data MS Excel integration | price on request at [email protected] |
| DTN IQ Feed Historical intraday/daily data: 180 calendar days of tick data (includes pre-post market) Forex 1-minute data since Feb 2005 E-minis 1-minute data since Sep 2005 Stock/Futures/Indexes 1-minute data since May 2007 15+ years of OHLC data (Daily, Weekly and Monthly) for Forex/Stock/Futures/Indexes | DTN IQFeed – Base Service $75/mo, tick by tick and historical market data with access to stocks, futures, forex and option IQFeed Forex Only – Base Service $30/mo tick spot forex feed with 180 days of tick history 10 years of 1 minute history |
| Tickdatamarket Historical prices (quotes & trades, tick, trades, minute or daily data): over 20 years of tick equity data (40 stock exchanges)over 30 years of tick futures data (1000 futures) over 15 years of tick forex data (10k parities) over 20 years of tick index data (1000 indexes) | complete futures – daily $990, 100 futures series tick $11,990 or trade & quotes $44,490 complete forex – daily $470, 900 forex pairs tick $5,030 or bid/ask $8,990 50 indexes – daily $590, tick $4,850 futures per time series – daily $50, tick $380 or trade & quotes $990 forex per time series – daily $50, tick $380 or bid/ask $990 indexes per time series – daily $50, tick $380 stocks & etfs – price on request |
| xignite Historical intraday/daily data: users access historical data via APIs or download files US equities since 1994, international equities since 2000, dividend/split adjusted US equities Fundamental data for last 11 years Futures and spot for gold, silver, palladium and platinum interbank interest rates, treasury and LIBOR based swap and forward rates monthly/daily futures prices international indexes | price on request at [email protected] |
| Quantquote Historical price data: daily/intraday price data for US stocks & ETFs from 1998 no survivorship bias, dividend/split adjustments added earnings information | complete DJIA – $150 complete NASDAQ 100 – $400 complete S&P 100 – $400 complete S&P 500 – $895 complete ETFs – $500 complete database – $9,000 |
| Nanex (highly recommended) Historical prices (intraday from 2004 – trades, best bid/ask quotes, regional exchange quotes, indexes, level 2): US and international equity, index options, indexes futures and futures options | price per data series or complete database on request at [email protected] |
| QuantGo Historical intraday/daily data: users rents data instead of buying it, monthly fee a lot of exchanges worldwide equities, options, futures, news, events; R, Matlab, Python and Java libraries | price on request at https://quantgo.com/sales/ ($250 monthly for 5 years tick data history) |
| TradeStation Historical prices (intraday / daily): US stocks & ETFs (43+ years daily data, 20+ years intraday) stocks, index and futures options (complete history) US futures (61+ years daily, 27+ years intraday) US indexes (40+ years daily, 27+ years intraday) German stocks (11+ years daily, 11+ years intraday) German indexes (12+ years daily, 12+ years intraday) forex (40+ years daily, 8+ years intraday) | free for Tradestation brokerage clients $100 monthly for non-professionals (Tradestation software platform only, without brokerage) $249 monthly for professionals (Tradestation software platform only, without brokerage) |
| eoddata Historical prices (Intraday minute data since 2008): world equity prices equity options data futures indexes and forex | prices per exchange (all symbols), starts at $10-$25 for 5 years daily data intraday data starts at $5 per exchange (all symbols) for one month |
| CSI data Historical prices (daily) and other data: futures futures options indexes & cash markets forex US equities & options mutual funds interest rates & economic data COT reports | price per data series or complete database on request at [email protected] |
| Global Financial Data Historical data (daily/monthly): US Equities to 1693, Foreign Stocks to 1693, Delisted Stocks to 1693 Fixed Income to 1520, Commodities to 1252, Real Estate to 1835, Exchange Rates to 1383 Economic Data to 1168, Inflation to 1209 Asset Allocation to 1800 | price on request at [email protected] price per data series or complete database |
| CME Group Historical data (daily / intraday) from CME, CBOT, NYMEX, COMEX: market depth top-of-the-book time & sales end of day block trades | price per data series or complete database on request at [email protected] |
| WRDS (highly recommended) Wharton Research Data Services (WRDS): is a hosted research platform with over 300 terabytes of historical data across multiple classifications including Accounting, Finance, Banking, Economics, Health Care, and Insurance WRDS supports over 50,000 corporate, academic, government and nonprofit users at 400+ institutions in 30+ countries | for more information and pricing please visit www.whartonwrds.com |
| OLSENDATA Historical tick-data forex prices since 1986: futures and indexes tick-data available since 1990s | $45,000 yearly for complete forex tick-data databaseper-series pricing available here |
| Six Financial Information Historical price data (daily): global equities, indices, funds, bonds, foreign exchange data, selected derivatives, structured products, warrants and options millions of symbols (more than 1000 of exchanges and data contributors), data delivered as .csv | price on request at [email protected] |
| CambridgeFIS CambridgeFIS: Cambridge is a financial information services firm that provides market data and security prices to OTC market participants. Its content includes: Global yield curves and discount factors FX option volatility surfaces (33 ccy) Swaption volatility cubes (20 ccy) Credit default swap (CDS) spread curves (2000 reference entities) Prices on 1,000,000 global fixed income securities | for more information and pricing please visit www.cambridgefis.com/contact/ |
| Investing.com Free daily historical data: Dividend/split adjusted US stocks, ETFs, Indexes, Market indicators (VIX, VXV etc.) ForexExchange rates, monetary rates, interest rates etc. Financial indicators, population, employment & labour markets etc.Commodity prices, inflation indexes etc. | free |
| eSignal eSignal Classic allows access to historical price data: North American stocks (intraday since 1997, daily since 1990) North American futures (intraday since 2007, daily 31+ years) North American indexes (intraday since 1997, daily since 1990) Mutual funds daily since 1997 forex intraday since 2007, daily since 1983 world equities (intraday since 2009, daily up to 10 years) | from $45 / month |
| CQG Historical price data: 20+ years of daily data for futures, stocks, indexes, bonds and forex 8+ years of tick data data from 60 world exchanges | $6 to $24 for time & sales data per symbol per month |
| MetaStock MetaStock Datalink (daily data): Data from Thomson Reuters US and world equity prices from 1980 Indexes and mutual funds from 1980 Futures from 1973 | Datalink Asia/Pacific Stocks – $24.95 /month Datalink Europe/Middle East/Africa Stocks – $24.95 /month Datalink North/South American Stocks & Mutual Funds – $24.95 /month Datalink Worldwide Futures – $24.95 /month Datalink Worldwide Indices – $9.95 /month |
| EZE Software Group Historical price data: US & international stocks, ETFs, funds, options, futures, forex, indexes, government and corporate bonds, derivatives (CMO, ABS etc.)Multiple time horizons (from tick-by-tick to lower frequencies) | price on request at [email protected] |
| MTS Data Historical price data for European government fixed income markets: Daily data going back to 2003 Tick by tick data going back to 2011 | price on request at https://www.mtsmarkets.com/contact |
| Norgate Data Norgate Data (Historical daily): Daily data with end-of-day updatesUS & Australia stocks, Worldwide Futures, Forex, Economic, Cash commodities Historical data back to 1950 (US Stocks), 1990 (Australia), Forex (1990), Futures (1978) Survivorship-bias free stock market data (includes delisted securities) Historical index constituents Individual futures contracts and continuous contracts Tight integration with multiple charting/analysis apps and platforms | Data access provided on subscription basis US currently-listed stocks access 10 year US$270/yr, 20 year $360/yr, 1990 (including delisted) $630/yr, 1950 (including delisted) $790/yr Australia currently-listed stocks access 10 year AUD$270/yr, 20 year AUD$360/yr, 1990 (including delisted) AUD$630/yr Futures USD$270/yr Forex USD$270/yr Economic/cash commodity data included on selected plans |
| ONE TICK ONE TICK – Historical price data (daily): Historical global stocks prices, includes data on company and product information, corporate actions, earnings, daily prices and trading volumes Complementary asset classes, including warrants, mutual funds, pink sheets, ETFs, indices, ETFs and stock index futures | price on request at https://www.onetick.com/web/contact-us |
| Barchart (highly recommended) Historical data (daily/intraday): Wide variety of historical price data for any symbol carries, direct to a .csv file. A free site membership lets you download up to 2 years of Daily price data, available back to 01/01/2000 with 5 downloads per day. Intraday US stocks, etfs, indexes, futures, forex for 3 yearsEnd of day US stocks since 1988, ETFs since 1998 End of day world futures, indexes, mutual funds since inception, international stocks since 2000 Additionally fundamental data for equities, commodities, ETFs and mutual funds, news and weather | free trial full price on request at https://www.barchart.com/solutions/contact |
| Activ Financial Activ: Activ is a global provider of real-time, multi-asset financial market data and solutions. ACTIV offers neutral, managed services for buy and sell-side firms and technology providers seeking a complete market data solution that encompasses both global content management and data delivery across the enterprise. With coverage spanning more than 250 global equity and derivatives exchanges, ACTIV is the only truly end-to-end, independent market data utility in the industry. Founded in 2002 by market data specialists, the firm is privately owned and has offices in Chicago, New York, Tokyo, Singapore and London. | In terms of pricing, this varies based on the number of exchanges, how many months, etc. Anyone interested in Global Historical Data should reach out to us directly for pricing. |
| Optionistics Option prices (daily): Options on US stocks (since 2002) Options on SPX (since 1990) | complete database (raw data + IV & greeks calculations with dividends) – $8,495 all symbols (raw data with greeks & IV) – $1,175all symbols (raw price data) – $765 |
| CBOE Data Equity & Index options: Daily prices | complete database ($1,250 for one month) for one symbol ($3 for one month, $180 for complete history) |
| ivolatility Historical data for options on equities, ETFs and indexes: Historical Volatility (both end-of-day and Parkinson’s) Individual Options Contracts Volatilities (daily) Implied Volatility Index (daily)Implied Volatility Surface (daily) Options prices (NBBO) with volume and open interest (daily) | a year of data for single stock costs from $3.60 (option prices) to $15 (volatility surface) based on type of data |
| Trading Economics World macro-economic historical data: GDP growth, inflation, interest rates, labour markets, business indicators etc | “Standard plan” – $199 monthly – historical data for 20 years, up to 500 indicators “Professional plan” – $399 monthly – historical data for 100 years, all indicators “Enterprise plan” – $2,999 quarterly – complete database, all APIs, unlimited users |
| KNOEMA World macro-economic historical data: GDP growth, inflation, interest rates, exchange rates, labour markets, business indicators etc. | free |
| Quandl Collects data from multiple data sources into one database, contains daily prices for: Futures, forex, US & World stocks, ETFs, indexes, US interest ratesMacroeconomic indicators (from St. Louis FRED as an example) | free and paid data |
| Dukascopy Historical price data: Data in various frequencies (tick-by-tick, minutes, hourly, daily, weekly, monthly) Covers all forex crosses and major pairs, spot silver and gold | free |
| Fama & French Returns Fama & French factors: Factor portfolios (market, small/big, value/growth, momentum/reversal) since 1926 | free |
| FRED Economic Data Historical long-term macro-economic data: Exchange rates, monetary rates, interest rates etc. Financial indicators, population, employment & labour markets etc. Commodity prices, CPIs, PPIs, house price indexes etc. | free |
| The World Bank Historical world long-term macro-economic data: Exchange rates, monetary rates, interest rates etc. Financial indicators, population, employment & labour markets etc. Commodity prices, inflation indexes etc. | free |
| Measuring Worth Historical data: Daily US equity indexes (starting 1885) Macro-economic series (GDP, CPI, money wage etc.) US & UK interest rates, gold price, dollar and pound exchange rates | free |
| Polygon.io Provides institutional class data for 20+ Years of US Market History: Trade Ticks – Polygon provides each and every trade message from all the US Exchanges and Darkpools Quote Ticks – Top of book quotes give you more information into the sitting orders at the exchanges to provide insight for the next execution price. Aggregates – Both unadjusted and adjusted aggregates are able to be generated in any size time window from 1min – 1 year. You can finally get the exact time windows you want, no matter the size. Flat Files – Polygon also provides raw monthly tick data in CSV format. | Subscription Based: Visit polygon.io or email [email protected] for pricing |
| CBOE Historical data: Options, FuturesEquities, ETFs, IndexesCurrencies, Cryptocurrencies Corporate Events Alternative Data Sets | available on request at https://datashop.cboe.com/contactus |
| Global Factor Premia globalfactorpremia.org: Visualizes the returns of twelve common factors for various International markets over nearly 30 years Data set covers the global (ex-US) market (comprising 50 developed and emerging countries), the developed market subregions Europe and Asia Pacific (ex-Japan), emerging markets, as well as 37 individual countries Provides more factors and covers more countries, than most data setsIncludes simple data visualizations and interaction | free |
| Cloud Quant Alternative and Fundamental data provider: CloudQuant’s Data Set Library allows to browse the datasets and jump straight to reviewing results. Provides various data types like Alternative Data, Fundamental Data, Market Data and Trading Data.Also provides data from various industries such as Financials, Materials, Energy; | price on request at https://app.cloudquant.com/#/register |
| Intrinio Standardized data provider: Cleaned and standardized data, available in multiple access methods for developers and non-developers, and fully covered with free support for all customers. Features: Equities, Options, Forex Choose your access method and pay only for the data you need. | price on request at https://intrinio.com/financial-data-marketplace/prices#stq=intrinio&stp=1 |
| Influx Data InfluxDB – open source time series database: Provides various data like metrics, events, logs, traces from the whole world. Provides various systems, sensors, queues, databases and networks. Allows to store in a server capable of ingesting millions of data points per second. Client libraries available in Go and JavaScript to push data directly from your applications | price on request at https://www.influxdata.com/contact-sales/ |
| Refinitiv Refinitiv: Provides commodities data, corporate actions data, economic data, indices, pricing and market data, and more. Strong analytics capabilities allow extracting further value from your data. Covers a range of delivery options, from deployed infrastructure to managed services to cloud-based connectivity. | price at request |
| Active Tick Real-time data provider: ActiveTick Platform provides low latency real-time streaming market information for stocks, options, and currencies. ActiveTick Platform’s charting package includes following features: 50+ built-in technical indicators 30+ years of historical dataAdvanced technical analysis objects Scrolling tick-by-tick charts Programmable technical indicators Plotting of multiple symbolsHighly customizable | Free 30 day trial $49.95 – $295.95 Monthly |