Quantopian Data

56+ Institutional quality data feeds, built into Quantopian.
The Gross Domestic Product (GDP) of the United States, sourced from the Federal Reserve and provided by Quandl.
CBOE VVIX Index from Quandl
The VVIX Index is an indicator of the expected volatility of the 30-day forward price of the VIX. Calculated by CBOE, provided by Quandl
VIX is an index created by the CBOE. This set, updated daily, is provided by Quandl via their data base of Yahoo sourced prices. This dataset is deprecated and will soon be removed because the source stopped updating on June 30, 2017. As an alternative, there is a VIX dataset sourced from the CBOE available here: https://www.quantopian.com/data/quandl/cboe_vix.
CBOE VXMT Index from Quandl
The CBOE Mid-Term Volatility Index is a measure of the expected volatility of the S&P 500 Index over a 6-month time horizon. Calculated by CBOE, provided by Quandl
CBOE RVX Index from Quandl
The CBOE Russell 2000 Volatility Index (RVX) is a measure of market expectations of near-term volatility conveyed by Russell 2000 stock index option prices. Calculated by CBOE, provided by Quandl
VIX, created by the CBOE, is a popular measure of the implied volatility of S&P 500 index options.
The number of unemployed as a percentage of the labor force via FRED.
US Dollar to European Euro exchange rate
Seasonally adjusted, the number of people receiving unemployment benefits
GDP of the U.S. with implicit price deflator, from FRED
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What is sold here?
Data. Hedge funds and institutions buy expensive data for use in their strategies. We sell these very same data feeds at prices you can afford, for use in your strategy. These data sources are accessed natively on Quantopian.
Why would I use this data?
The data can provide signal for use in your trading strategies. This data is cleansed and mapped to our freely available market data, allowing you to research a whole new class of strategies.
Do I need to pay to use Quantopian?
No. The product has always been free to use. This continues to be the case. You can research, write algos, run backtests, and live trade for free. Some services, like these third party data feeds, are offered for a monthly fee.
How will I pay for these services?
You will be prompted for a credit card. Quantopian will bill you immediately for the first month's subscription. Quantopian will subsequently bill you on a monthly cycle. You can cancel your subscription at any time.
Can I access these data sets without buying them?
Yes! A subset of each dataset is available at no charge. The volume of free sample data is different from dataset to dataset. More recent time periods require a monthly fee but you can typically access the free data by appending '_free' to the name of a data set. More >>
What do I get for free on Quantopian?
Practically everything on the site. The backtester, research platform and live trading features are all free to use. The market data (pricing for U.S. Equities) and 600+ fundamentals metrics are also free. Each of the data feeds displayed also provide free samples, typically covering at least 3 years of historical data. More >>
Where can I use this data?
The data is available for use both in algorithms (through the pipeline API) and the Quantopian research environment (both through the pipeline API and the interactive API).
Can I download this data?
With all third party data provided on this site, Quantopian restricts its use to this website. These restrictions are part of the deal we've struck with the data providers. We suggest trying out the research environment as an alternative.
Interested in adding your data to Quantopian?
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