DATA What data sources are available online

World

• OECD.StatExtracts includes data and metadata for OECD countries and selected non-member economies.

United Kingdom

• http://www.statistics.gov.uk/

United States

• Federal Reserve Economic Data - FRED (includes URL-based API)
• http://www.census.gov/
• http://www.bls.gov/
• http://www.ssa.gov/
• http://www.treasury.gov/
• http://www.sec.gov/
• http://www.economagic.com/
• http://www.forecasts.org/

Foreign Exchange

• OANDA Historical Exchange Rates
• Dukascopy - Historical FX prices; XML and CSV
• ForexForums Historical Data - Historical FX downloads via Amazon S3
• GAIN Capital - Historical FX rates (in ZIP format)

Equity and Equity Indices

• http://finance.yahoo.com/
• http://www.iasg.com/managed-futures/market-quotes
• http://kumo.swcp.com/stocks/
• Kenneth French Data Library
• http://unicorn.us.com/advdec/

Fixed Income

• LIBOR rates
• FRB: H.15 Selected Interest Rates
• Barclays Capital Live (institutional clients only)

Options and Implied Volatility

• http://www.ivolatility.com/
• http://www.optionmetrics.com/
• http://www.livevol.com/
• http://www.historicaloptiondata.com/

Futures

• http://www.simiansavants.com/cmedata.shtml
• http://www.cmegroup.com/market-data/index.html
• http://www.tradingblox.com/tradingblox/free-historical-data.htm
• http://www.quandl.com

Commodities

• http://www.liffe-commodities.com/
• LIFFE Commodity Derivatives - 15 min delay; free registration

Multiple Asset Classes and Miscellaneous

• OHIO STATE UNIVERSITY DEPARTMENT OF FINANCE: The Financial Data Finder
• Google Finance APIs and Tools
• QuantNet Master List
• RBS Databank
• http://www.eoddata.com/
• Robert Shiller Online Data

Specific Exchanges

• Spanish Futures & Options (MEFF)