Finding Historical Market Data Through Free and Licensed Sources

Summary

The document addresses where to obtain historical financial data, using broad equity index history as an example. Its answer explains that exchange data is subject to licensing agreements, making unrestricted sharing of many datasets legally risky. It characterizes market data as a commercial business and points users toward free index-data services that offer API access, including a source with an R package wrapper, as potentially adequate for basic visualization projects.

For users needing higher-quality commercial data, the response also mentions a vendor offering database import tools and argues that its data may be affordable even to individuals. The document does not compare coverage, survivorship treatment, adjustment policies, latency, or data quality across providers, and the quoted price context is not a current market survey. Its main lesson is to distinguish free sources suited to basic uses from licensed sources, while treating redistribution rights as an important constraint when collecting or sharing datasets.

Key ideas

• Exchange market data is commonly governed by licensing agreements that restrict redistribution.
• Free services can provide historical index data and API access for basic projects.
• Commercial vendors offer data products and tools for importing datasets into databases.
• Data availability, quality, cost, and redistribution rights should be considered together.
• The document does not provide a current or systematic comparison of providers.

Tags

# Is there a piratebay for data(bases)? (here, talking about historical financial data)


# Is there a piratebay for data(bases)? (here, talking about historical financial data)












I would like to, for example, access (and later, upload), for example, historical financial data for the S&P500.

If a piratebay for databases existed, maybe we could freely share information that deserves to be free already. Does such a site exist already? Mainly I'm just looking for financial data, but I'm developing data visualization software and would happily feast on as many datasets as I can download.

## Answer by n.e.w (score 11)

https://quant.stackexchange.com/a/4657

No - clearly you've not seen the licensing agreements the exchanges force you to sign (one way or the other). Generally such firms and individuals have greater utility from the money they'll make working with the data than risking going to jail.

Market data is a 5bn / yr business. You're pushing the proverbial up-hill.

Anyway, you can get financial index data for free - with API access, no less, from sites as simple as Yahoo. Heck, if you're using R, you even get nice wrappers to the Yahoo Finance API via the `quantmod` package. That will cover most of your use case.

If you want good quality commercial data, it is stupid cheap from TickData and they have a nice db import front-end to make your life simple. The cost of the data is truly insignificant. Even for individuals / hobbyists. Comment: it will cost $98,800 for the whole package.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.