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Financial data

TitleAbstractAccess Route
Asset Macro Provides historical macroeconomic indicators, financial data and market data (stock indices, bonds, commodities, FX)  for 120 countries and markets Unrestricted
Bloomberg Bloomberg provides current and historical financial quotes, business newswires, and descriptive information, research and statistsics on over 52,000 companies worldwide. You can only access the database at one dedicated terminal in the Marshall Library. Additional Bloomberg terminals are available at the Judge Business School in Trumpington Street. Available only on dedicated terminal in  Marshall Library
CRSP The Center for Research in Security Prices (CRSP) is a provider of historical stock market data. The Center is a part of the Booth School of Business at the University of Chicago. CRSP maintains some of the largest and most comprehensive proprietary historical databases in stock market research. Academic researchers and investment professionals rely on CRSP for accurate, survivor bias-free information which provides a foundation for their research and analyses. Contact for a login
Eikon Eikon is a set of software products provided by Thomson Reuters for financial professionals to monitor and analyse financial information. It provides access to real time market data, news, fundamental data, analytics, trading and messaging tools. Available only on dedicated terminal in Marshall Library
Fama-French data library This site has a large amount of freely downloadable historical data compiled by Eugene Fama and Kenneth French. The data is updated regularly, and the Fama-French 3-factor data is especially useful for analyzing fund and portfolio performance. Unrestricted
GITHUB This is an open source community for programmers. It provides lots of useful software, tools and public datasets. Unrestricted but registration required
Google Finance Provides historical price information at the daily frequency for thousands of assets. Unrestricted
Lobster Trade and quote data from NASDAQ Available through Cambridge INET (Contact Peter Malec : )
OANDA OANDA is a Canadian company which is an excellent resource for historical foreign exchange rates since 1990. Data is easily downloadable Unrestricted
Robert Shiller Library This site has Robert Shiller's PE10 data which was used in the book 'Irrational exuberance. PE10 is updated regularly. Unrestricted
SNL Financial (now S&P Global Market Intelligence) S&P Global Market Intelligence is a provider of multi-asset class and real-time data, research, news and analytics to institutional investors, investment and commercial banks, investment advisors and wealth managers, corporations, and universities. Raven authenicated & registration
Thinknum Provides US macro data at the zip code level Unrestricted but requires registration
St Louis Fed : Federal Reserve Economic Data (FRED) FRED is a database maintained by the Research division of the Federal Reserve Bank of St. Louis that has more than 143,000 economic time series from 57 sources. The data can be viewed in graphical and text form or downloaded for import to a database or spreadsheet, and viewed on mobile devices. They cover banking, business/fiscal, consumer price indexes, employment and population, exchange rates, gross domestic produce (GDP), interest rates, monetary aggregates, produce price indexes (PPI), reserves and monetary base, U.S. Trade and international transactions, and U.S. Financial data. The time series are compiled by the Federal Reserve and collected from government agencies such as the U.S. Census and the Bureau of Labor Statistics. Unrestricted
WRDS (Wharton Research Data Services)

WRDS provides the user with one location to access over 250 terabytes of data across mulitiple disciplines including accounting, banking, economics, finance and statistics. It provides access to S&P, Capital IQ,, CRSP, NYSE, Thomson Reuters, Bureau van Dijk, Global Insight, OptionMetrics and other important business research databases.

Using a standard query structure - for example company name, dates of interest, financial parameters - students can create customised reports. These can then be stored, revisited and exported.

The Judge Business School can authorise class accounts for students on MPhil & Undergdraduate courses. Before using WRDS students from Economics will need to register to use the Judge Business School Library at : https://jbs.eu.qualtrics.com/jfe/form/SV_cT8ij1zSwBlQjFr

Contact for a login
Yahoo Finance Provides historical price information at the daily frequency for thousands of assets. Unrestricted
Commercial provides of data
CME The Chicago Mercantile Exchange is an American futures company and one of the largest options and futures exhanges. It is a commercial provider of current and historical financial market data. Datasets may be purchased by students with a 50% discount. A guide to CME historical datasets is available here. Subscription required
Financial Times Provides data covering equities, currencies, commodities, bonds and world markets. To get full access to data an individual or corporate subscription is required. Subscription required
Quandl Quandl is a Toronto-based platform for financial, economic and alternative data. It makes most of its data available commercially but a few data sets are available free of charge. Subscription required