Best of Financial exchanges data

The 10 Best Financial Exchanges Data Datasets in 2026

10 Financial exchanges data picks, ranked on what's inside: field richness, coverage depth, fit for the job. BIS Statistics Exchange and Derivatives Data leads — One series per country x borrowing sector x lending sector x valuation x unit.

  • 10ranked picks
  • 4documented fields on stage
  • 0/7with mapped coverage

API, files, or your warehouse. Daily, weekly, or hourly.

Every dataset here carries a 0–10 score built on documented fields, and the ranking follows those scores. When records tie, coverage breaks it: more geography, deeper history, finer granularity. Cadence isn't a scoring axis — it's a delivery setting. Delivered daily, weekly, or hourly, your call.

  1. 1 U.S. Economic Census - Wholesale Trade
  2. 2 9/10
    Financial exchanges data

    BIS Statistics Exchange and Derivatives Data

    One series per country x borrowing sector x lending sector x valuation x unit.

  3. 3 9/10
    Financial exchanges data

    Annual Integrated Economic Survey

  4. 4 9/10
    Financial exchanges data

    USDA ERS Food Dollar Series

    Account · Xf1101 · Category

  5. 5 Massive Stock Market API
  6. 6 9/10
    Financial exchanges data

    Alpha Vantage Stock and Financial Market Data API

    It ranks sixth because it is the widest multi-asset surface per field of any record here: one keyed dictionary covers asset classes other vendors sell separately.

  7. 7 8/10
    Financial exchanges data

    Nasdaq Data Link

    plus per-product dictionaries

    Realtime and delayed quote values on exchange products. one dated row per bar on time-series products.

  8. 8 8/10
    Financial exchanges data

    Tiingo Financial Markets API

  9. 9 LSEG Data Analytics Market Data
  10. 10 7/10
    Financial exchanges data

    Euronext Market Data

    It ranks tenth because the record is a catalogue rather than a panel: indispensable for attributing depth to the printing venue, thin as a standalone analytical table.

Frequently asked questions

What is the deepest tick-by-tick source for US stocks?

Massive (formerly Polygon.io): nanosecond-stamped trades and quotes from all US exchanges, dark pools and OTC - 350B+ stock and 722B+ options data points, equities since 2003 and options across 1.67M+ contracts since 2014. Each print carries three independent timestamps, so venue latency becomes a measurement. LSEG's PCAP archive reaches further back, to 1996.

How far back can intraday stock history reach?

Further than most buyers expect. Alpha Vantage serves intraday bars at up to one-minute resolution reaching January 2000; Massive carries second and minute aggregates since 2003 with nanosecond trades beneath them; LSEG holds tick history from 1996 in 80-plus petabytes of PCAP capture. Daily adjusted history stretches oldest, to 1962 on Tiingo.

Where can I track global credit and derivatives exposure?

BIS Statistics Exchange and Derivatives Data. Its eight-key address - frequency, borrower country, borrowing sector, lending sector, valuation, unit - organizes 1,133 quarterly credit series x 344 quarters from 1940-Q2 across 40-plus economies, with OTC and exchange-traded derivatives, debt-securities, FX and effective-rate panels beside the credit core.

Which datasets describe the wholesale economy behind the markets?

Three records cover it. The U.S. Economic Census NAICS 424 file maps merchant wholesalers - 442,035 rows, nearly 21,000 geographic areas, 1,300-plus variables. The Annual Integrated Economic Survey repeats the frame annually across 28 table packages. USDA's Food Dollar Series decomposes every food dollar into farm-through-retail shares for 2007-2024.