Leverage Databento's real-time stock API to get tick data with full order book depth (MBO). Offering seamless intraday market replay in a single API call.
Global Stock Market Data. More than 150 pricing sources, including biggest world stock exchanges. Pay only for the stock exchanges, parameters or regions you need. Flexible in customizing our product to the customer's needs. Free test access as long as you need for integration. Reliable sources: stock exchanges and market participants. The cost depends on the amount of required parameters and re-distribution right.
Unfortunately, the API this dataset used to pull the stock data isn't free anymore. Instead of having this auto-updating, I dropped the last version of the data files in here, so at least the historic data is still usable.
This dataset provides free end of day data for all stocks currently in the Dow Jones Industrial Average. For each of the 30 components of the index, there is one CSV file named by the stock's symbol (e.g. AAPL for Apple). Each file provides historically adjusted market-wide data (daily, max. 5 years back). See here for description of the columns: https://iextrading.com/developer/docs/#chart
Since this dataset uses remote URLs as files, it is automatically updated daily by the Kaggle platform and automatically represents the latest data.
List of stocks and symbols as per https://en.wikipedia.org/wiki/Dow_Jones_Industrial_Average
Thanks to https://iextrading.com for providing this data for free!
Data provided for free by IEX. View IEX’s Terms of Use.
When there is a vast variety of metrics and tools available to gain market insight, Insider trading offers valuable clues to investors related to future share performance. We at Smart Insider provide global insider trading data and analysis on share transactions made by directors & senior staff in the shares of their own companies.
Monitoring all the insider trading activity is a huge task, we identify 'Smart Insiders' through specialist desktop and quantitative feeds that enable our clients to generate alpha.
Our experienced analyst team uses quantitative and qualitative methods to identify the stocks most likely to outperform based on deep analysis of insider trades, and the insiders themselves. Using our easy-to-read derived data we help our clients better understand insider transactions activity to make informed investment decisions.
We provide full customization of reports delivered by desktop, through feeds, or alerts. Our quant clients can receive data in a variety of formats such as XML, XLSX or API via SFTP or Snowflake.
Sample dataset for Desktop Service has been provided with some proprietary fields concealed. Upon request, we can provide a detailed Quant sample.
Tags: Stock Market Data, Equity Market Data, Insider Transactions Data, Insider Trading Intelligence, Trading Data, Investment Management, Alternative Investment, Asset Management, Equity Research, Market Analysis, Africa
This dataset provides comprehensive access to financial market data from Google Finance in real-time. Get detailed information on stocks, market quotes, trends, ETFs, international exchanges, forex, crypto, and related news. Perfect for financial applications, trading platforms, and market analysis tools. The dataset is delivered in a JSON format via REST API.
Get comprehensive coverage for 70+ trading venues with Databento's historical data APIs. Available in multiple data formats including MBO, MBP, and more.
FinFeedAPI provides equity market data covering over 11,000 symbols, featuring historical T+1 data with an unlimited loopback period. We deliver everything from detailed trade records and multiple levels of order book depth (Level 1-3) to crucial regulatory and system messages.
Our data is engineered for performance, featuring nano-second precision timestamps. This ensures a competitive edge for high-frequency trading by enabling fair, accurate, and auditable transaction sequencing, critical for regulatory compliance. Access comprehensive equity market intelligence directly through our robust API offerings.
Why FinFeedAPI?
Market Coverage & Data Depth: - Historical Data: T+1 data on 11K+ symbols with unlimited historical lookback. - Trade Feeds: Detailed trade records including timestamps, sizes, prices, and conditions (e.g., odd lot, intermarket sweep, extended hours). - Level 1 Quotes: Best bid/ask prices, sizes, and timestamps. - Level 2 Price Book: Market depth with multiple bid/ask prices and aggregate order sizes. - Level 3 Order Book: The complete order book detailing individual orders.
Essential Messages: - Admin Messages: Trading status, official open/close prices, auction states, short sale restrictions, retail liquidity indicators, security directory. - System Events: Exchange-level notifications for key trading session phases.
Precision & Reliability: - Nano-second Timestamps: Ensuring fair, accurate, and auditable transaction sequencing for HFT and compliance. - Institutional Trust: Relied upon by financial institutions for dependable equity market information.
Financial institutions and trading firms rely on FinFeedAPI for mission-critical equity market intelligence. We are committed to delivering clean, precise, and comprehensive data when it matters most. If you require dependable and granular stock market data, FinFeedAPI provides the actionable insights you need.
https://finazon.io/assets/files/Finazon_Terms_of_Service.pdfhttps://finazon.io/assets/files/Finazon_Terms_of_Service.pdf
The best choice for those looking for license-free US market data for commercial use is US Equities Basic, which includes data display, redistribution, professional trading, and more.
US Equities Basic is based upon a derived IEX feed. The volume coverage is 3-5% of the total trading volume in North America, which helps entities mitigate license expenses and start with real-time data.
US Equities Basic provides raw quotes, trades, aggregated time series (OHLCV), and snapshots. Both REST API and WebSocket API are available.
End-of-day price information disseminated after 12:00 AM EST does not require licensing in the United States by law. This applies to all exchanges, even those not included in the US Equities Basic. Finazon combines all price information after every trading day, meaning that while markets are open, real-time prices are available from a subset of exchanges, and when markets close, data is synced and contains 100% of US volume. All historical prices are adjusted for corporate actions and splits.
Tip: Individuals with non-professional usage are not required to get exchange licenses for real-time data and, hence, are better off with the US Equities Max dataset.
Download real-time and historical stock price data, including all buy and sell orders at every price level. Get each trade tick-by-tick and order queue composition at all prices. Access high-fidelity US equities stock market data using our Python, Rust, and C++ APIs. Providing full order book depth (MBO), OHLC aggregates, and more.
https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval
View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.
Twelve Data is a technology-driven company that provides financial market data, financial tools, and dedicated solutions. Large audiences - from individuals to financial institutions - use our products to stay ahead of the competition and success.
At Twelve Data we feel responsible for where the markets are going and how people are able to explore them. Coming from different technological backgrounds, we see how the world is lacking the unique and simple place where financial data can be accessed by anyone, at any time. This is what distinguishes us from others, we do not only supply the financial data but instead, we want you to benefit from it, by using the convenient format, tools, and special solutions.
We believe that the human factor is still a very important aspect of our work and therefore our ethics guides us on how to treat people, with convenient and understandable resources. This includes world-class documentation, human support, and dedicated solutions.
https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/
According to Investopedia:
FAANG is an acronym referring to the stocks of the five most popular and best-performing American technology companies: Facebook, Amazon, Apple, Netflix and Alphabet (formerly known as Google). In addition to being widely known among consumers, the five FAANG stocks are among the largest companies in the world, with a combined market capitalization of over $4.1 trillion as of January 2020. Some have raised concerns that the FAANG stocks may be in the midst of a bubble, whereas others argue that their growth is justified by the stellar financial and operational performance they have shown in recent years.
Regardless of the myriad of accolades, comments, and even controversies surrounding the FAANG stocks, they are nevertheless a data science/mining treasure and the bellwether of the NASDAQ index, if not the entire US technology sector.
This Kaggle dataset contains over 20 years of daily historical data for the five FAANG constituents, as retrieved from this free stock API. It is a public-domain dataset that gives the data science practitioners (a.k.a., you!) the full flexibility to derive second-order insights and investment heuristics from it.
Over 20 years of daily historical data (2000-01-01 to 2020-10-01) for the five FAANG stocks: Facebook, Amazon, Apple, Netflix, and Alphabet/Google. For completeness, both raw and adjusted prices are included, along with historical split events and dividend payouts (check out here for how stock market API providers perform price adjustments).
Data source: https://www.alphavantage.co/
Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.
Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.
With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.
Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.
Breadth of coverage: 20,329 products
Asset class(es): Equities
Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Supported data encodings: DBN, CSV, JSON Learn more
Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more
Resolution: Immediate publication, nanosecond-resolution timestamps
This dataset offers both live (delayed) prices and End Of Day time series on equity options
1/ Live (delayed) prices for options on European stocks and indices including:
Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward
Greeks : delta, vega
Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
Visit our website (canari.dev ) for more details about our forecast signals.
The delay ranges from 15 to 40 minutes depending on underlyings.
2/ Historical time series:
Implied vol
Realized vol
Smile
Forward
See a full API presentation here : https://youtu.be/qitPO-SFmY4 .
These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API
If you need help, contact us at: contact@canari.dev
User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.
Here are examples of possible syntaxes:
For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW
data.canari.dev/IV/ALV/1224
data.canari.dev/IV/DTE/1224/csv
Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...
List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group
https://www.lseg.com/en/policies/website-disclaimerhttps://www.lseg.com/en/policies/website-disclaimer
Access LSEG's London Stock Exchange (LSE) Market Data, and find benchmarks, indices, and real-time and historic market information.
The algorithmic trading space is buzzing with new strategies. Companies have spent billions in infrastructures and R&D to be able to jump ahead of the competition and beat the market. Still, it is well acknowledged that the buy & hold strategy is able to outperform many of the algorithmic strategies, especially in the long-run. However, finding value in stocks is an art that very few mastered, can a computer do that?
This Data repo contains two datasets:
Example_2019_price_var.csv. I built this dataset thanks to Financial Modeling Prep API and to pandas_datareader. Each row is a stock from the technology sector of the US stock market (that is available from the aforementioned API, which is free and highly recommended). The column contains the percent price variation of each stock for the year 2019. In other words, it collects the percent price variation of each stock from the first trading day on Jan 2019 to the last trading day of Dec 2019. To compute this price variation I decided to consider the Adjusted Close Price.
Example_DATASET.csv. I built this dataset thanks to Financial Modeling Prep API. Each row is a stock from the technology sector of the US stock market (that is available from the aforementioned API). Each column is a financial indicator that can be found in the 2018 10-K filings of each company. There are no Nans or empty cells. Furthermore, the last column is the CLASS of each stock, where:
In other words, the last column is used to classify each stock in buy-worthy or not, and this relationship is what should allow a machine learning model to learn to recognize stocks that will increase their value from those that won't.
NOTE: the number of stocks does not match between the two datasets because the API did not have all the required financial indicators for some stocks. It is possible to remove from Example_2019_price_var.csv those rows that do not appear in Example_DATASET.csv.
I built this dataset during the 2019 winter holidays period, because I wanted to answer a simple question: is it possible to have a machine learning model learn the differences between stocks that perform well and those that don't, and then leverage this knowledge in order to predict which stock will be worth buying? Moreover, is it possible to achieve this simply by looking at financial indicators found in the 10-K filings?
https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/
This dataset provides comprehensive information on companies listed on the NASDAQ stock exchange. It includes essential details about each company, making it a valuable resource for financial analysis, stock market research, and investment strategies.
Analyze stock symbols, company names, and market data.
Incorporate company details into financial models and investment strategies.
Understand the distribution of companies by country and currency.
Create visualizations of the NASDAQ market landscape.
The data is sourced from the Twelve Data API, which provides up-to-date financial and stock market information.
Notes: The dataset includes only NASDAQ-listed companies and does not cover other exchanges. Ensure to comply with any data usage policies or licensing agreements associated with the data source. Feel free to adapt the description based on the specific details and attributes of your dataset.
Databento provides the industry’s fastest cloud-based solutions for intraday and real-time tick data. First to deliver full L3 (MBO) over internet.
Access L2 market data with Databento's market by price (MBP-10) schema, which aggregates book depth by price and includes every order across the top ten price levels.
Access L3 market data with Databento's market-by-order (MBO) schema, which provides full order book depth, including every order at every price level, tick-by-tick with accurate queue position.
Twelve Data is a technology-driven company that provides financial market data, financial tools, and dedicated solutions. Large audiences - from individuals to financial institutions - use our products to stay ahead of the competition and success.
At Twelve Data we feel responsible for where the markets are going and how people are able to explore them. Coming from different technological backgrounds, we see how the world is lacking the unique and simple place where financial data can be accessed by anyone, at any time. This is what distinguishes us from others, we do not only supply the financial data but instead, we want you to benefit from it, by using the convenient format, tools, and special solutions.
We believe that the human factor is still a very important aspect of our work and therefore our ethics guides us on how to treat people, with convenient and understandable resources. This includes world-class documentation, human support, and dedicated solutions.
Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically
API Crude Oil Stock Change in the United States increased to 7.10 BBL/1Million in July 4 from 0.68 BBL/1Million in the previous week. This dataset provides - United States API Crude Oil Stock Change- actual values, historical data, forecast, chart, statistics, economic calendar and news.
Leverage Databento's real-time stock API to get tick data with full order book depth (MBO). Offering seamless intraday market replay in a single API call.