Computing
MATLAB resources
Code
- fred2read (Read data from the federal reserve data server directly into MATLAB)
Other
R resources
Code
Other
Data sources
Free
- Yahoo
Free financial data (click on ``Historical Prices" when viewing a ticker). Use sqq() to import the data. - fred2
Data portal of the Federal Reserve of St. Louis. Mostly macro, but some financial data, as well. Use fred2read() to import the data. - Further central bank data: New York Fed, ECB, Bundesbank, SNB
- data.gov
Open data portal of the federal US government. - Worldbank
International economic data. Use getWbData() to import the data. - quandl
A portal for economics and finance data, not all data is free. Not very well structured. Proprietary MATLAB interface (requires free registration). - freelunch
A portal for economics and finance data, not all data is free. Not very well structured. Proprietary MATLAB interface (requires free registration).
Commercial
- crbtrader.com
Low-cost financial data, including futures and options, mostly US
