List of Historical Price Data Sources

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Free or nearly free data[edit]

Source Instruments Notes

Dukascopy

  • Forex
  • Commodities (Metals/Energy)
  • Indices (US, Asia, Europe)
  • Stocks
  • Crypto (CFD)
Free historical tick data for a range of instruments.

Duka is an open source downloading script

Quandl
  • Everything
lots of free data from numerous sources, mostly daily data
Quantshare
  • Stocks
Blog post with a number of suggestions for 'URL hacking' stock data from a number of financial websites.

BitMEX API

  • Cryptocurrency futures
Free historical tick data on their contracts via their API - currently offline
Alpaca Markets
  • Real-time price and fundamentals
  • Place Orders (Margin, short-selling, etc...)
  • Support both REST (pull) or streaming (push) style APIs
  • Rate limit of 200 requests per every minute per API key
  • Python client here
Alphavantage
  • Free APIs in JSON and CSV formats
  • Realtime and historical stock data
  • FX and cryptocurrency feeds
(Python wrapper here)
IEX
  • US stocks
IEX is an exchange and also provides free data for US stocks.
Interactive Brokers API
  • Everything, depending on subscription.

Price history going back up to three years, in buckets down to 250ms. Not free, but very cheap for personal use.

Ninja Trader Futures Data Torrent (magnet link)

  • Futures contracts

Realtime data for a range of futures contracts. Probably pirated, proceed with caution..