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We had a chance to test almost every historical market data provider throughout our 15-year-long experience in quantitative investment strategies and trading. Thanks to that, we’ve now created a list of the best market data providers for each asset class.

We include financial data for various budget ranges, including many free historical market data options. For some providers, there are also public reviews available. In that case, we average all these reviews into one composite rating.

The data sources we cover are available as end-of-day data and intraday data, all the way up to a tick data granularity. All data frequencies are available for almost every asset class covered. High-frequency API integrations are often supported as well.

best historical market data providers


How to use our historical market data overview?

  • Backtesting = indicates whether a data provider also offers a backtesting tool/platform (column 1)
  • Assets = indicates which assets a data provider offers (columns 2-7)
  • EOD/Intraday = indicates whether a data provider offers end of day data, or intraday trades/quotes (columns 8-9)
  • Price = indicates a yearly price range for an average data product; this is a rough ballpark figure
  • Rating = an average of all the public reviews we were able to find from trusted sources (e.g. TrustPilot, Google, Apple, Facebook, trading review websites, etc.)
algoseek intraday and tickdata

Algoseek

Algoseek Data Products

  • ASSETS: Equities, Equity Options, Futures, Futures Options, ETFs/ETNs, Cash Forex, Cryptocurrencies
  • FREQUENCIES: Intraday Trades, Quotes, EOD Data
  • SPECIALTIES: Data Customization and Management

Pros

  • “As-is” data collected from Equinix co-lo servers; Flexible payment options: Buy, Rent, Lease
  • Easy and convenient data access through Cloud, AWS CLI, AWS SDK, FTP, Browser, Jupyter Notebook, or Rest API
  • Excellent technical support and data customization ability

Cons

  • A bit pricier
  • Not exactly for beginner traders

Price

Price range: $$$ (5k-10k)

For detailed pricing information, refer to https://www.algoseek.com/pricing.html#pricing

Reviews

no publicly available Algoseek reviews, but we’ve seen positive comments on trading forums online

Our Experience

AlgoSeek is an excellent choice if you are looking for top-notch, error-free, institutional-quality intraday data and you are willing to pay for it. 

Finage

Finage

Finage Data Products

  • ASSETS: Stocks, Forex, Crypto, ETF, CFD Indices, Fundamentals, Financial Statements
  • FREQUENCIES: Real-time data, API, 20-Year Historical data, Pre and post-market hours
  • SPECIALTIES: 100% Price Accuracy, Unlimited API calls, WebSocket, Premium Support

finage historical data

Pros

  • Institutional-level market data in real-time
  • Great accuracy, low latency, and the option to choose the best server location
  • Dedicated support

Cons

  • Institutional price tag

Price

Price range: $$$ (5k-10k)

For detailed pricing information, refer to https://finage.co.uk/?mainCategory=1&category=1#pricing

Reviews

5.0 out of 5 (from 11 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Finage offers reliable, high-quality institutional-level historical and real-time data. It’s a great choice for any professional trading setup, be it a hedge fund, family office, or a trader. It comes with a price tag, though.

Finage Discount Code

You can get a 10% discount on all Finage datasets as a Quantpedia reader by using the promo code: QUANTPEDIA

theta data

Theta Data

Theta Data Products

  • ASSETS: Stocks, Options, Indices
  • FREQUENCIES: End of day, Real-time, Tick, 100ms to 1 hour intervals / bars, Historical
  • SPECIALTIES: Fast delivery of both real-time and historical data. Over 12 years of historical data available.

theta options data

Pros

  • You can access the exact option quote at the time of the option trade in real-time or historically with 10+ years of historical options data
  • Average latency below 0.01ms, and unlimited requests
  • Options data types, including higher-level greeks, all available at the tick level

Cons

  • Historical data could be longer, but still solid

Price

Price range: $$ (1k-5k)

For detailed pricing information, refer to https://www.thetadata.net/subscribe

Reviews

no publicly available Theta Data reviews, however, we’ve seen a lot of positive comments on trading forums worldwide

Our Experience

Theta Data seems to be a fantastic choice for any Option trader. The price-to-value ratio looks incredible and is definitely worth trying. Maybe the only downside of Theta Options Data is that the company is not that old, and only time will show how it will handle potential setbacks or outages. 

EODhistoricaldata

EOD Historical Data

EOD Historical Data Products

  • ASSETS: Equities, Bonds, Forex, Options, ETFs, Mutual Funds
  • FREQUENCIES: End of day, Real-time, Historical, Delayed
  • SPECIALTIES: API, Fundamental Data, Macroeconomic Data, Excel/Windows plugins, Technical indicators, 24/7 support

Pros

  • Low price
  • Bulk downloads for the entire exchange, automatic adjustments to splits and dividends.
  • 20+ years of financial reports, earnings, balance sheets, income statements, cash flows, and corporate actions.

Cons

  • Market data doesn’t have an institutional level of depth (order books, ticks)

Price

Price range: $ (<1k)

For detailed pricing information, refer to https://eodhistoricaldata.com/pricing-quantpedia/

Reviews

4.7 out of 5 (from 43 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

EOD Historical Data is one of the most affordable historical and intraday market data providers. They offer a huge data variety, covering all main asset classes. EOD Historical Data is a one-stop shop for starting as well as advanced traders of main asset classes, not requiring a tick-level data depth.

EOD Historical Data Discount Code

You can get a 37% discount on all EOD Historical Data market data as a Quantpedia reader by using the following promo code link: https://eodhistoricaldata.com/pricing-quantpedia

ORATS

Orats

Orats Data Products

  • ASSETS: Options
  • FREQUENCIES: End of Day, Intraday, both live and delayed
  • SPECIALTIES: Option Scanner, Option Backtester, Signal Builder, Trade Builder, API

Pros

  • All-in-one options data solution and analytics
  • A lot of useful tools included in the price – backtester, scanner, signal builder, etc.
  • Historical data and long company history (since 2001)
  • Very affordable

Cons

  • Limit on API calls and number of backtests in a basic version

Price

Price range: $ (<1k)

For detailed pricing information, refer to https://orats.com/quantpedia

Reviews

no publicly available reviews for Orats market data

Our Experience

Orats is a wonderful one-stop shop for all starting as well as advanced options traders. There’s all you need for trading options professionally or just as a hobby. A huge plus is that you don’t need a huge budget to afford it.

Orats Discount Code

You can get a massive 33% to 66% discount on all main Orats data and Tools as a Quantpedia reader by using the following promo code link: https://orats.com/quantpedia

whalewisdom

Whale Wisdom

Whale Wisdom Data Products

  • ASSETS: Hedge funds, Mutual funds, Stocks
  • FREQUENCIES: Daily, Monthly, Quarterly
  • SPECIALTIES: 13F filings analytics, Insider transactions, Fund holdings analysis, Screener, 13F Backtester, Calendars and Schedules

Pros

  • 20+ years of historical 13F data
  • Own platform for 13F backtesting
  • Email alerts, nightly FTP files, API, Holdings reports, and many more
  • Whale Index has outperformed the S&P 500

Cons

  • Data can be up to 45 days out of date

Price

Price range: $ (<1k)

For detailed pricing information, refer to https://whalewisdom.com/pricing

Reviews

4.2 out of 5 (from 1 review) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Whale Wisdom is one of the best 13F filing providers on the market, with many simple and valuable tools and analytics for 13F filings, insider trading, and fund holdings. If you are in a quest for filings alpha, then Whale Wisdom is your must-have.

Whale Wisdom Discount Code

You can get a 5% discount on all Whale Wisdom subscriptions and Tools as a Quantpedia reader by using the following Whale Wisdom promo code: quant5

Polygon

Polygon Data Products

  • ASSETS: Equities, Forex, Crypto, Options, Indices
  • FREQUENCIES: Historical (15+ years), End of day, Intraday, Trades, Quotes
  • SPECIALTIES: Fundamentals data, Corporate actions, API, All tickers, Websocket, Technical indicators

Pros

  • Unlimited API calls
  • 100% market coverage, 99.99% uptime
  • High-quality real-time and historical stock and options data

Cons

  • Stock historical data history could have been a bit longer
  • Some negative forum comments on occasional downtime, but that seems to be fixed now

Price

Price range: $$ (1k-5k)

For detailed pricing information, refer to https://polygon.io/pricing

Reviews

no publicly available Polygon reviews, but many positive online comments

Our Experience

Polygon is one of the leading equity, options, and forex data providers with long history. Trades data and quotes data of top-notch quality without any limits are some of the main perks of Polygon.

Polygon Discount Code

You can get a 5% discount on all Polygon market data as a Quantpedia reader by using the following Polygon promo code: QUANTPEDIA

BarChart

BarChart Data Products

  • ASSETS: Stocks, ETFs, Indices, Futures, Forex, Mutual funds
  • FREQUENCIES: primarily End of day, supplementary intraday
  • SPECIALTIES: famous Stock Screener, real-time stock alerts, trading ideas, watchlists, fundamental data

Pros

  • Free trial
  • Wide variety of technical charts and technical indicators
  • Pre-built and custom screeners, market news, alerts, etc.

Cons

  • Not that much of deep analytics and advanced tools for professional investors

Price

Price range: $ (<1k)

For detailed pricing information, refer to https://www.barchart.com/get-barchart-premier

Reviews

4.9 out of 5 (from 108 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

BarChart is one of the best stock screeners out there for day traders and novice stock investors. It boasts many free features, one of the best charting interfaces, and a historical data feed. More seasoned trading professionals may, however, find it a tad basic. 

Quiver Quantitative

Quiver Quantitative Data Products

  • ASSETS: various alternative datasets, e.g. Senate and House Trading, Wikipedia Page Views, WallStreetBets data, Government Contracts data, Corporate Lobbying Data, etc.
  • FREQUENCIES: daily, weekly, monthly
  • SPECIALTIES: API, Alerts, Congress Backtester, Stock Screener, Insider trading strategies

Pros

  • Very affordable for what it offers
  • Young and dynamically growing, promising company with interesting datasets
  • Chances for some uncrowded alpha

Cons

  • Not many customization options and not many instructions on how to use the datasets provided (except pre-coded strategies)

Price

Price range: $ (<1k)

For detailed pricing information, refer to https://api.quiverquant.com/

Reviews

4.0 out of 5 (from 1 review) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Quiver Quantitative is a fresh, hot meat when it comes to affordable alternative datasets and strategies. We recommend giving Quiver Quant a look, as they have many free datasets, and even those that are paid are priced relatively cheaply. 

Quiver Quantitative Discount Code

You can get a 5% discount on all Quiver Quantitative market data as a Quantpedia reader by using the following Quiver Quantitative promo code: QUANT5

marketstack

marketstack

marketstack Data Products

  • ASSETS: equities, indices
  • FREQUENCIES: intraday (US), end of day (global)
  • SPECIALTIES: free plan of 1000 requests per month, 5 different pricing tiers, real-time data updates

Pros

  • 30+years equity market data history
  • 70 stock exchanges, 170 000+ worldwide stock tickers
  • Lightweight JSON API

Cons

  • Some negative reviews online about the customer service and support

Price

Price range: $$ (1k-5k)

For detailed pricing information, refer to https://marketstack.com/product

Reviews

no publicly available reviews

Our Experience

Marketstack provides an affordable and comprehensive stock data feed that goes back more than 30 years in history. It’s definitely worth taking a look at and at least comparing it with similar products.

gurufocus

GuruFocus

GuruFocus Data Products

  • ASSETS: Equities/Stocks
  • FREQUENCIES: End of day
  • SPECIALTIES: extensive coverage of stock “gurus”, financial statements data, stock screeners, insider trading data, stock Backtester, Model portfolios, 13F holdings, Market valuation indicators, live support

Pros

  • A LOT of features, basically anything you can think about when it comes to stocks
  • A 7-day free trial available
  • A lot of value for value investors and insights into stock gurus’ ideas and strategies

Cons

  • No intraday data, and not a data product as such
  • The design of the platform needs some refurbishment

Price

Price range: $$ (1k-5k)

For detailed pricing information, refer to https://www.gurufocus.com/pricing/

Reviews

4.4 out of 5 (from 98 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

GuruFocus is a good tool for stock pickers and day traders, especially for value investors. It offers countless useful value stock screeners and value investment ideas. It’s a user-friendly research tool for anyone deep-diving into stocks.

Bloomberg

Bloomberg Data Products

  • ASSETS: all asset classes, all assets, some of the most comprehensive data sources in the world
  • FREQUENCIES: historical end of day data included in the basic subscription, intraday data typically only up to 6 months of history, otherwise needs to be bought as an add-on
  • SPECIALTIES: a massive industry-standard platform that encompasses everything you can possibly think about in investing and trading: data, news, trading, portfolio analysis etc., etc.

Pros

  • All-in-one tool for investment professionals and traders
  • Everyone is on Bloomberg, so it has become a must-have
  • Endless potential for expansion and growth, because every piece of trading and investing is gradually being integrated into the platform

Cons

  • Price, price, and price. Subscriptions start at 25 000$ per year per terminal
  • Almost like a monopoly with all the disadvantages this brings
  • Design inherited from the MS-Dos era without notable changes

Price

Price range: $$$$ (>10k)

For detailed pricing information, refer to https://www.bloomberg.com/professional/

Reviews

4.7 out of 5 (from 459 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Bloomberg is most likely the most famous financial software that has ever been released. Thanks to this, it gained somewhat of a monopoly when it comes to trading and financial research. Bloomberg’s now an absolute necessity for every asset manager and larger-scale trader. On the other hand, an ordinary researcher will not be able to afford it.

Tick Data

Tick Data Products

  • ASSETS: equities, futures, options, forex
  • FREQUENCIES: quotes, trades, ticks, any interval you need
  • SPECIALTIES: API, schedulable downloader, efficient data management

 

Pros

  • The data giant with a 20-year track record as a company
  • Clean, research-ready, institutional-grade quote and trade historical data
  • Many options for how the data can be delivered, including hard drives

Cons

  • Price
  • No fixed-income data

Price

Price range: $$$$ (>10k)

For detailed pricing information, refer to https://www.tickdata.com/tickdatastore

Reviews

no publicly available reviews, but this is a hugely renowned company, so no worries

Our Experience

TickData is something like Bloomberg, when it comes to high-quality intraday data. It’s one of the most renowned companies out there. You won’t make a mistake taking the quote and trade data from them. The only (and big) downside is the price tag. Definitely not something for a retail DIY trader.  

TradingEconomics

Trading Economics

Trading Economics Data Products

  • ASSETS: Macro data
  • FREQUENCIES: daily, weekly, monthly, quarterly, yearly data releases
  • SPECIALTIES: GDP growth, inflation, interest rates, labor markets, business indicators, calendar, market news, indicators, forecasts

Pros

  • Simple interface, easily accessible data
  • One of the first and best macro data websites
  • 20 million indicators from almost 200 countries
  • A lot of free macro data available

Cons

  • Not sure how the delay between the data release and a reporting date is handled; needs to be checked for point-in-time accuracy

Price

Price range: $$ (1k-5k)

For detailed pricing information, refer to https://tradingeconomics.com/analytics/pricing

Reviews

4.7 out of 5 (from 1278 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Trading Economics is one of the oldest macro data services out there. It’s also one of the most visited websites when searching for financial macro data. It also offers excellent unbiased news service and a handy mobile app.

Intrinio

Intrinio

Intrinio Data Products

  • ASSETS: Equities, Options, Fundamental data, ESG data, News, Press Releases
  • FREQUENCIES: Intraday, End-of-day
  • SPECIALTIES: High volume equity real-time feed, API, Excel, CSV, and direct database access, SDKS in Python, R, Ruby, Javascript, C# and Java

Pros

  • Quality, affordable, as-reported fundamental data with no display or per-user fees
  • The most recent press releases from the companies, with 10+years history
  • Historical ESG data, as well as real-time for 10 000+ companies
  • Quick and helpful data and technical support

Cons

  • Price tag

Price

Price range: $$$ (5k-10k)

For detailed pricing information, refer to https://intrinio.com/

Reviews

4.9 out of 5 (from 60 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

Intrinio is a young, energetic data provider with a drive to become the best. We can recommend Intrinio to any investment or trading professional and institutions, especially when it comes to their exceptional equity fundamental data. Intrinio has all it takes to support large teams of data experts.

crsp

CRSP

CRSP Data Products

  • ASSETS: US stocks, Indices, US Treasuries, US mutual funds, Real estate, Fundamental data
  • FREQUENCIES: End-of-day, intraday for indices
  • SPECIALTIES: daily prices for US stocks since 1925, Survivor-Bias-Free US Mutual Fund Database since 1962

Pros

  • A flagship US stocks database, with a 100-year long history,
  • Survivorship-bias free, research-ready data
  • Long history and background of the University of Chicago

Cons

  • Having more asset classes would be great
  • Slightly longer sign-up process

Price

Price range: $$$ (5k-10k), but depends on a particular dataset

For detailed pricing information, refer to https://www.crsp.org/research/

Reviews

no publicly available reviews, but CRSP is one of the most renowned US data vendors

Our Experience

CRSP stands for the Center for Research in Security Prices and it provides industry-standard stock data especially for research. You will find CRSP data being cited in most of the SSRN research papers performing equity research. You won’t make a mistake using CRSP data, the only question is, whether it fits into your budget. Academics should get a discounted tier, though.

S&P Capital IQ

S&P Capital IQ

S&P Capital IQ Data Products

  • ASSETS: global equities, fundamentals, fixed income data, mutual funds, indices, commodities data, currency data, derivatives data, options data, etc.
  • FREQUENCIES: any frequency you can possibly think about, though no special specialization in quotes/ticks
  • SPECIALTIES: Millions of data points on public company financials, estimates, ownership, and transactions, data on 52+ million private companies and many, many more

Pros

  • An industry leader with a vast amount of different datasets
  • Excellent customer service, typically responds within an hour
  • High data accuracy and reliability

Cons

  • A bit complex and non-intuitive to navigate through
  • Datasets often have a hefty price tag

Price

Price range: $$$$ (>10k), but depends on a particular dataset

For detailed pricing information, refer to https://www.spglobal.com/marketintelligence/en/

Reviews

4.1 out of 5 (from 112 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

S&P Capital IQ can be thought of as a databank or data aggregator. S&P offers massive amounts of their own data, however also aggregates tons of data from external data providers. Hence, S&P Capital IQ aims to be a one-stop shop for any data you may possibly need. That’s cool! But also expect a corresponding price for a massive service like this (typically per dataset).

factset

FactSet

FactSet Data Products

  • ASSETS: fixed income (since 1984), futures (since 1972), global equities data (since 1972), mutual funds (since 1984), options (since 2004), short interest data, fundamentals
  • FREQUENCIES: all – end of day, weekly, monthly, quarterly, intraday, with focus on EOD data
  • SPECIALTIES: ESG, news, research, Portfolio analytics, Events & Estimates, 

Pros

  • Extensive database on public companies, top-notch equity analysis
  • Customer support with great reviews
  • Excel plugins

Cons

  • Some users have reported occasional errors in data
  • Some users complain about the complexity of FactSet tools, and lack of an ease of use

Price

Price range: $$$$ (>10k)

For detailed pricing information, refer to http://www.factset.com/

Reviews

4.6 out of 5 (from 239 reviews) [+sem dat nejake hviezdicky alebo nejaku grafiku co to vyobrazi]

Our Experience

FactSet has become globally famous for its phenomenal equity screening and fundamental equity analysis. Equities have remained FactSet’s strongest side, now with almost any equity research tool you can possibly imagine. In the meantime, FactSet has also expanded into other asset classes, offering competitive tools worth looking at. Especially, if you have access to institutional funding.

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