Financial Data

Last modified: 2026-06-25 15:31:12

Free sources of historical financial data:

• yfinance python library
• FRED - need to apply for API key but it is automatically approved
• Stooq - download zip of historical CSVs; needs CAPTCHA solve once per session
• Fama-French Data Library
• Robert Shiller
• fja05680 S&P500 point-in-time dataset - goes back to 1996
• Multpl - switch to Table view and scrape HTML
• Macrohistory Database
• Github Datasets or equivalently DataHub - but you get some "point-in-time" data from the git history