DATA
This is an alphabetic list of the most common data vendors, either independent or provided by brokers or charting software vendors, that have data available to download. All prices quoted were correct at the time of logging, but may have since changed, plus there may be time-based discounts subsequently made available. Please note that some websites provide inadequate information for the creation of a comprehensive summary.
ACTIV Financial
ACTIV Financial is a global, full-service market data vendor specialising in the delivery of low-latency, high-availability market data designed to support algorithmic and automated trading systems, trader workstations, auto-quoting market-maker applications, and ticker plants. ACTIV delivers high-volume, full-tick data, such as full OPRA feeds and full equity book detail, cost-effectively with low systemic latency from a wide variety of exchanges. ACTIV’s current customer base is global, including many of the financial industry’s Tier 1 institutions, exchange specialists and market makers, as well as innovative hedge-fund and prop-trading shops. It has offices in Chicago, New York, Tokyo, London and Singapore. [Logged: February 2023]
AlgoSeek
AlgoSeek specialises in data products for quants and machine learning. It is a leading historical intraday US market data provider offering the most comprehensive and detailed market data and analytics products in the financial industry covering equities, futures, options, cash forex, and cryptocurrencies. AlgoSeek data is built for quantitative trading and machine learning. AlgoSeek provides survivorship bias-free daily coverage of every stock traded in the US Securities Information Processors (SIP) CTA/UTP feed since 1998. The dataset covers approximately 27,500 securities, starts in January 1998, and can be delivered in any resolution from tick to daily. OTC trades are not included. The AlgoSeek dataset depends on the US Equity Security Master dataset because it contains information on splits, dividends, and symbol changes. Started in 2014, AlgoSeek is based in New York, US. [Logged: April 2023]
Almax Information Systems
Almax Information Systems is an EOD data service provider for Australian Securities Exchange, Sydney Futures Exchange, four US futures exchanges, international indices and exchange rates. It automatically maintains a historic database for share splits, name changes and other changes to the capital structure of a company. EOD data is based solely on the official values provided by each exchange and does not use data from real-time feeds which can be flawed with uncorrected errors. Subscriptions are charged either for all financial instruments offered (AU$75.08), or for each exchange. Almax is based in Melbourne, Australia. [Logged: February 2023]
Bookmap
Summary currently being prepared.
CME Data
Centre
CME Group Market Data is a leading source of data for cash, futures and options across interest rates, equities, agriculture, energy, metals and foreign exchange. The CME Group Data Center in Aurora, Illinois, US, provides traders with the closest proximity possible to the CME Globex trade-matching engine. CME Data Center features include: CME 1 or 10 Gbps GLink connection (the fastest connection to CME Globex possible); low latency trading (all clients have equal proximity to the trading engine); remote hands service available (standard/priority/emergency levels of service); 17.5 Kw of power, two tier, fully redundant; state-of-the-art HVAC, fire prevention and protection; exchange data feeds; includes CBOT, NYMEX and COMEX exchanges; additional exchanges available are ICE and EUREX. CME can supply customised products and has a range of licences to suit different client data needs, ranging from global businesses to individuals, with discounts for non-professional traders and a self-service platform, plus it offers subscriber-based licences. It also offers third-party data sets. [Logged: March 2023]
Cooltrader
Cooltrader offers a ‘no-frills’, low-cost, high value-for-money method of obtaining ASX EOD data while maintaining the accuracy of the information. All data is obtained direct from the ASX under licence and can be downloaded direct or emailed to the enduser. Data includes ASX equities, indices, options and warrants. Cooltrader is based in Melbourne, Australia. [Logged: February 2023]
CQG
CQG has been an industry leader for more than 30 years, producing fast, accurate and reliable market data. It connects to over 85 global market data sources and 45 tradable exchanges to provide high-performance trade routing, global market data, and advanced technical analysis. CQG partners with more than 70 FCMs and provides direct market access to more than 40 exchanges through its global network of co-located hosted exchange gateways. CQG’s server-side order management tools for spreading, market aggregation, and smart orders are unsurpassed for speed and ease-of-use. CQG’s market data feed consolidates more than 100 sources, including exchanges worldwide for futures, options, fixed income, foreign exchange, and equities as well as data on debt securities, industry reports, and financial indices. CQG has a large repository of historical market data drawn from global exchanges including futures, bonds, foreign exchange, indices, equities, and various exchange-traded strategies. Decades of daily data and many years of intraday data, including tick and best bid/ask, is available for download. CQG is based in Denver, Colorado, and has sales and customer support offices in Chicago, New York, Glenwood Springs, London, Frankfurt, Tokyo, Sydney, Singapore, Shanghai, Moscow, and Kiev. [Logged: April 2023]
CSI
Commodity Systems Inc (CSI) is a low-cost information vendor of summary world financial market data. Daily data updates on thousands of time series are supplied via the internet at the close of each business day. CSI carries data for most world markets back to the first day of trading and its data integrity team hand checks the data daily. CSI provides stock, ETF, mutual fund, futures and forex EOD data. In addition, CSI provides the delivery month for futures, and the unadjusted close for stocks and futures which is especially important for backtesting split-adjusted stock data. Dividend data is sent separately so that the correct P/L can be computed for long-term trades, taking into consideration both stock splits and dividends. Based in Boca Raton, Florida, CSI was established more than four decades ago. [Logged: April 2023]
DAS Inc
Direct Access Software (DAS) is a market data provider for the Nasdaq: NSDQ, NQBX, PSX, NSX; ICE Euronext markets: ARCA, NYSE, AMEX, Chicago Stock Exchanges: EDGA, EDGX, BYX, BZX; Interconnental Exchanges: NYSE, AMEX, ARCA; IEX; OTC Markets, Chicago Board of Trade (CBOE): OPRA; Toronto Exchange and Chicago Mercantile Exchange (CME Group). [Logged: March 2023]
See the Charting A–M page for more information about DAS Inc.
DTN IQFeed
Summary currently being prepared.
EODData
EODData provides historical EOD data in a variety of formats that can be imported by most of the leading charting and technical analysis software packages. It offers five membership options, ranging from free services to comprehensive data updates. Its historical data can be imported into most of the leading charting and technical analysis packages. Using its DataClient facility, you can automatically download your data each day and store it in MetaStock format. Daily updates contain end-of-day quotes and intraday 1-minute bars can be downloaded automatically each day. Up to 20 years of historical data available across a list of 20 exchanges. EODData is based in Chicago, America. [Logged: February 2023]
eSignal
eSignal provides real-time, tick-level data on 500 financial instruments. It offers three different products, starting at US$61 per month for its ‘Classic’ plan (which excludes real-time data). With higher-level plans (Signature @ US$207 and Elite @ US$416), traders can download data using a ‘Qlink’ or ‘RTD’ interface for backtesting. eSignal is based in California, with offices in Europe, Middle East, Singapore and Australia. [Logged: February 2023]
See the Charting A–M page for more information about eSignal.
FactSet Research Systems
FactSet’s Streaming Exchange DataFeed provides cost-effective access to consolidated real-time and delayed global exchange data. Proprietary technology normalises data from over 200 global exchanges and across 150+ data fields. Financial instruments include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates. The Streaming DataFeed is an object-oriented framework used to communicate with a FactSet data source. FactSet’s Proprietary SDK assists developers with all aspects of communication, request/message processing, and subscription management. FactSet has 37 offices across 20 countries on six continents. [Logged: February 2023]
ICE Data Services
Formerly known as Interactive Data Corporation, ICE Data Services collaborates with over 600 third-party agencies to provide data, including cross-asset contributed OTC data, leading FX pricing, benchmark fixings and risk-free reference rates, contributions from major inter-dealer brokers and globally-sourced full level 1 and 2 crypto data. It provides reference data for more than 35 million financial instruments, tracking key data points such as terms and conditions, corporate actions, entity linkages and identification information. ICE offers reference data across the full securities lifecycle of pre-trade, post-trade, settlement, reporting, risk mitigation and compliance. ICE has data services client support in the Americas, Europe, Middle East, Australia, Hong Kong, Tokyo and Singapore. [Logged: February 2023]
Interactive Data Corporation
Now ICE Data Services – see entry above. [Logged: February 2023]
Iguana2
Iguana2 specialises in the aggregation and supply of real-time share-market data to financial professionals, including brokers, wealth managers, listed companies, professional traders and retail investors. With 14 years experience in the financial data industry, services are provided in four areas: (1) real-time market information applications; (2) content and website management; (3) custom data provision; and (4) online investor relations services. Its trading platform, Spark, provides streaming, real-time ASX and NZX market data to finance industry professionals. Iguana2 is based in Sydney, Australia. [Logged: February 2023]
See the Charting N–Z page for information about Iguana2 Spark charting software.
IHS Markit
Summary currently being prepared.
IRESS
IRESS is a software development company that designs, develops, markets and supports share market information and trading systems and financial planning systems. It has a comprehensive suite of subscription-based products designed to meet the needs of equity traders, including real-time, EOD & delayed data feeds and analytical tools. There are a number of versions of this product including web-based and desktop installed products. IRESS provides software to the financial services industry in Asia-Pacific, North America, Africa, UK and Europe with more than 200 integrations and 300 data feeds. It is used by more than 500,000 clients globally. IRESS is an Australian company with headquarters in Melbourne. [Logged: February 2023]
See the Charting A–M page for more information about IRESS.
IT Finance
IT-Finance is a leading provider of market data feeds that come directly from global exchanges that can be provided in a unique normalised format and sent in real-time (ultra-low latency), delayed, or EOD. Advanced solutions have access to two separate data feeds and data centres to ensure continuity of services. IT-Finance is directly connected to many of the largest exchanges with no intermediaries. The connections use leased lines and fiber-optic cabling for the best connectivity. Several years of reliable intraday and daily historical data are provided and advanced solutions provide the possibility to view historical data adjusted or un-adjusted after stock dividends. For futures, IT-Finance provides continuous historical data adjusted after each contract expiry in order to perform technical analysis and backtesting over long periods of intraday data spanning several years. Based in France, the business has over 500,000 end-users worldwide. [Logged: February 2023]
JustData
JustData has been providing high-quality EOD market data services to investors and traders since 1989. For the trader and investor, its flagship data downloading software, BodhiGold, takes care of managing the data. Features include: more than 130 world exchanges, including stocks, commodity futures and forex; up to 20 years data history on major exchanges; compatible with over 100 analysis programs; ability to update all analysis programs from the one download, automatically performs all necessary data maintenance (e.g. name changes, subdivisions, consolidations, bonus, rights); updates data in multiple directories (e.g. ‘All Stocks’, ‘Top100’); available for registration on two computers (for the one subscription); and a range of price packages with a free 32-day trial. BodhiGold can also be used to update many popular international analysis programs including AmiBroker, MetaStock, OmniTrader, SuperCharts and TradeStation. JustData requires a Microsoft Windows Vista or later operating system. Based in Cleveland, Australia. [Logged: February 2023]
See the Charting A–M page for information about MetaStock.
See the Charting N–Z page for information about OmniTrader, SuperCharts and TradeStation.
See the Backtesting page for information about AmiBroker.
Market Analyst Software
Market Analyst provides premium quality market data for home investors, professional traders and financial institutions with a range of live and EOD options. All data sets feed directly into Market Analyst’s range of charting products. To trial the Market Analyst data service, traders need to download a Market Analyst charting package. Market Analyst uses a redundant system of multiple servers in different locations around the globe to deliver the data. It includes 20+ years historical data for many securities, all of which is fully corrected for share splits, consolidations and name changes. Any new corrections are updated automatically when the data is downloaded by users each day. With the latest technology systems, Market Analyst is able to provide live market action to a desktop at a speed similar to that of a broker. Based in Brisbane, Australia. [Logged: February 2023]
TST comment: Market Analyst was established in Australia in 1996 and was recently rebranded as Optuma.
See the Charting N–Z page for general information about Optuma.
MarketPrizm
MarketPrizm is an ultra-low latency trading infrastructure and market data vendor with a focus on providing a one-stop, cross-asset class trading ecosystem of a multi-venue (32 exchanges) distributed architecture for electronic trading across Europe, Asia and America. Ultra-low latency is achieved by co-locating in the exchanges next to the matching engines with best-of-breed technology stacks and top-of-the-line network appliances coupled with the fastest optical-fibre networks. MarketPrizm’s majority shareholder is Colt (LSE: COLT) which in turn is majority owned by Fidelity Investments. It is based in London. [Logged: February 2023]
Morningstar
Morningstar is a global investment research, data and management firm which offers an extensive line of products and services for individual investors, financial advisors, brokers, asset managers, super funds and institutional investors. It provides high-quality data on global investments including real-time, delayed and EOD market data, corporate actions, company financials and fundamentals. Pricing feeds cover over 260 sources and all asset classes including equities, ETFs, LICs, futures, options, commodities and foreign exchange. The company is headquartered in Chicago and has operations in 27 countries. [Logged: February 2023]
Norgate Data provides high-quality, historical EOD data for US, Australian and Canadian stock markets. It specialises in data that is free of survivorship bias. The data is organised into security types (equities, indices, warrants and options) and can be organised into custom folders which allows traders to segregate data into groups, such as index participation, sector, industry group, and dividend-paying shares. Data is also provided for highly liquid futures markets in Australia (ASX24), Asia (HKEX, KSE, SGX), Canada (Mx, WCE), Europe (Eurex, IPE, LIFFE) and the US (CBOT, CME, COMEX, KCBT, NYBOT, NYMEX). Coverage includes precious metals, currencies, indexes, interest rates, bonds, energy commodities, agricultural commodities. Futures data is available in individual, spliced continuous and back-adjusted continuous contract forms and extensive historical data is available. World indices are provided free with any subscription. Norgate does not provide live quotes, delayed quotes, intra-day or tick data. The service is provided on a subscription-only basis. Data is downloaded to desktop, and is Windows-only compatible. NorgateData Pty Ltd is based in Melbourne, Australia. [Logged: February 2023]
PrimeCharts
A leader in stockmarket analysis software for Windows and seamless multi-stockmarket data downloads, PrimeCharts has been developing, manufacturing and maintaining stockmarket software since its inception in 1986. It was the first multi-stockmarket software developer in the world. Under the original company name EasySoft, the flagship product Market Master was introduced in 1987 in the form of a suite of programs for DOS, and then launched as the first range of stock market software for Windows in South Africa. It has since become a leading software package in South Africa, Australia and UK. PrimeCharts provides data for the ASX, JSE, LSE, AIM, NASDAQ, NYSE and AMEX markets. It also provides a comprehensive data feed for shares, gilts, bonds, equities, unit trusts and all major overseas indices. Based in Kloof, South Africa, global end-user clients range from personal investors and traders to multi-national institutions, portfolio managers, and brokerages. [Logged: February 2023]
QuoteTracker
Summary currently being prepared.
Refinitiv
Refinitiv is one of the world’s largest providers of financial market data, serving more than 40,000 institutions in approximately 190 countries. It supplies market data feeds for over 80 million financial instruments across some 500 exchanges, covering 99% of the world’s market capitalisation. It primarily serves brokers and charting software companies rather than individual traders. Founded in 2018, the company is a subsidiary of the London Stock Exchange Group. With headquarters in UK, it has significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. [Logged: March 2023]
SIX Telekurs
SIX Financial Information, a subsidiary of the SIX Group, is a multinational financial data vendor. The company provides market data which it gathers from the world’s major trading venues directly and in real-time. Its database of reference data, corporate actions and pricing for 7.6 million financial instruments is structured and encoded, and is unique in terms of its depth of information and data coverage. The SIX Telekurs market data feed supplies current prices and news from over 800 trading places. Historical and calculated data are provided as well and can easily be linked to pricing information. SIX Financial Information is headquartered in Zurich, Switzerland, with offices in 23 countries. [Logged: February 2023]
Tiingo
Summary currently being prepared.
WebLink
WebLink’s live services include detailed dynamic market depth (real-time and EOD ASX data) at every price level. WebLink was the first operator to provide ASX data live over the internet. Services include dynamic portfolios and market depth, dynamic technical charts (through BullCharts) and daily data downloads. Established in 1997, WebLink is based in Chatswood, Australia. [Updated: November 2023]
See the Charting A–M page for information about BullCharts.
Yahoo! Finance
Historical price, dividend and split data is available for most securities in Yahoo! Finance. Historical EOD data can be downloaded as a CSV file to be used offline. It can then be opened with Microsoft Excel or a similar program. If the data requested is beyond the range of historical prices available through Yahoo! Finance, all available data within the range is displayed. Historical prices don’t usually go back earlier than 1970. Data can only be downloaded one instrument at a time. [Logged: March 2023]