Monday, August 2, 2010

Introduction

Hello, my name is T H. Welcome to this blog.

The purpose of this blog is for me to create a list of data sources of investment data and economics data, including data from subjects that overlap with economics. The blog will not store data itself and the list should not include sources of analysis, only data sources. Data here mostly means tables of numbers, although tables of qualitative information that is relevant to the subject is also acceptable sometimes. Another desired property of a data source is a data dictionary or data catalog, in other words an explanation of exactly what is in each column of a table and any formulas needed to relate the columns of one or more tables. Another desired property is that large data sets can be downloaded or acquired in one batch. In other words, information systems that only show one "instance" or "screen" at a time are not very useful and probably won't be included in the list. An example of this would be if the only option available for accessing the data were to look at a closing trade stock price one day at a time, or bid and ask prices for only one option family at a time on a few static settlement dates.

As it is now, there are many different sources of data such as this: organized asset exchanges, private data collection companies, governments, NGOs, et cetera. In any of these cases, there are examples where the data can be acquired for free, and other examples where the organization requires payment. I am interested in all of these sources of data: free and fee-based.

I will make a deal with the users of the web. The deal is if you submit data sources of the kind I have described above in the comments to this blog, I will check that the data sources exist and place the data source on my list which will be available on this blog. This list will be useful for users of the web because it will organize the many disorganized, compartmentalized data sources on one list.

Thank you if you can contribute.

T H

I'll get the list started:

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Name: Yahoo finance
Short Description: Historical prices for exchange-traded stocks, ETFs, etc., and stock indicies.
Web Address: finance.yahoo.com
Free or Fee? Free
Comments:

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Name: U.S. Bureau of Economic Analysis
Short Description: U.S. national accounts.
Web Address: www.bea.gov
Free or Fee? Free   
Comments:

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Below is a list of the requested data sources that visitors could provide. I have not finished adding to it.

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Investments category:

Large database of historical closing trade prices and other necessary data of commodity futures contracts on futures exchanges.

Large database of historical closing trade prices and other necessary data of spot commodities, such as: oil, wheat, corn, etc., gold, silver, platinum, etc., foreign currency, etc.

Large database of historical closing trade prices and other necessary data of obligations of the U.S. government (Treasuries) and obligations of states, territories, counties, or cities (municipals), to include agencies of the federal, state, or municipal governments (agency bonds), particularly trades on any exchange, but to include issuer (government) auctions of these securities.

Large database of historical closing trade prices and other necessary data of bonds on exchanges or over the counter. I prefer data on standard bi-annual coupon-paying bonds with no call provision, but if all of the other varieties of bonds were included such as bonds with call provisions, “pass throughs”, etc., that would be OK.

Submitting and clarifying the function and purpose of different exchanges, what trades on them, the standard contract specifications traded, etc. would be useful.

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Economics and related subjects category:

National accounts of relevant sovereign states (China, Germany, Japan, Brazil, etc.).

Demographic data of relevant sovereign states such as yearly population total.

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1 comment:

  1. Please post a comment with the web address of a new data source. Anonymous posting is allowed.

    Thank you,

    T H

    ReplyDelete