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Openly available datasets for finance & economics research

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Public, no-cost datasets usable for serious finance and economics research. Each page gives a working access recipe (including no-API-key fallbacks where they exist) and the gotchas that bite automated pipelines, distilled from what the ZeroPaper pipeline actually runs in production.

Datasets are split by how hard they are to obtain, matching the registry’s three access tiers: openly available (this page), then commercial (purchasable from a vendor or via a licence such as WRDS) and confidential (supervisory or administrative microdata, not purchasable at all).

Open by default, mostly no-cost. Almost every page carries a dated provenance badge: “Verified” when the access recipe was run live against the source, or “Source reachable” when the endpoint was confirmed but not fully pulled. Not just transcribed from docs. Some entries are documented without a badge because they could not be exercised here: a host that blocks automated fetches (Barro-Ursua, CRA), a free but registration-gated portal (Fannie/Freddie), a free view that prohibits automated access (NMLS, Maryland Judiciary), an open-but-metered service with per-page fees (PACER), or a historical compilation with no standing digital source (Forbes executive compensation). Each such page says so plainly.

DatasetWhat it isPage
FREDMacro & financial time series (800k+)FRED
SEC EDGARUS filings, XBRL financials, insider/13FSEC EDGAR
Ken FrenchFama-French factors & test portfoliosKen French
Open Source Asset Pricing212 anomaly signals + portfoliosOSAP
Flexible data-mining~30K data-mined long-short strategiesFlex-mining
DOL Form 5500ERISA pension/welfare plan filingsForm 5500
Form ADV (IAPD)SEC investment-adviser registrationForm ADV
FFIEC Call ReportsQuarterly bank condition & income filingsCall Reports
HMDALoan-level US mortgage applications & originationsHMDA
GSW yieldsDaily fitted US Treasury zero-coupon curve (1961-)GSW yields
Flow of Funds (Z.1)US sector balance sheets & flowsFlow of Funds
JST MacrohistoryLong-run macro-financial panel, 18 economiesJST Macrohistory
NIPA (BEA)National accounts: GDP & componentsNIPA
SCFSurvey of Consumer Finances household wealthSCF
SBA loansLoan-level SBA 7(a)/504 approvals (FOIA)SBA loans
FDIC Summary of DepositsAnnual branch-level bank depositsFDIC Summary of Deposits
Census BureauBDS, QWI, ACS, population estimates (public products)Census Bureau
DFAFed distribution of household wealth by groupDFA
NSMOFHFA/CFPB mortgage-origination borrower surveyNSMO
Barro-UrsuaLong-run cross-country GDP/consumption (documented, not fetched here)Barro-Ursua
CFTC COTWeekly futures positions by trader categoryCFTC COT
EPA TRIFacility-by-chemical annual toxic releasesEPA TRI
FDIC QBP / financialsAggregate and institution-level bank condition & incomeFDIC QBP / financials
Federal RegisterUS agency rules, proposed rules, notices (full text, 1994-)Federal Register
NBER-CESAnnual US manufacturing industry panel (output, TFP)NBER-CES
NBER working papersPre-publication economics & finance papers (metadata + full-text PDFs)NBER working papers
NOAA hurricanesTropical-cyclone best-track positions & landfalls (HURDAT2)NOAA hurricanes
NBER cyclesUS business cycle peak/trough reference datesNBER cycles
IRS Form 990Nonprofit returns: financials, officers, compensationIRS Form 990
SIPPLongitudinal household income & program participationSIPP
QWI (LEHD)Local labor-market employment & earnings flowsQWI
Form N-MFPMonthly money-market-fund portfolio holdings (SEC)Form N-MFP
BLSLabor force, employment, wages (QCEW), CPI/PPIBLS
HRSOlder-household panel: health, wealth, expectations (registration-walled; not fetched here)HRS
VIXDaily CBOE volatility index, full history (1990-)VIX
Shiller dataLong-run S&P prices, CAPE, and home prices (1871/1890-)Shiller data
Zillow researchHousing metrics: ZHVI, rents, days on market, price cutsZillow research
ECB Data PortalEuro-area monetary, rates, FX, Eurosystem holdingsECB Data Portal
IMF IFSCross-country external-sector and macro seriesIMF IFS
FHFA HPIRepeat-sales US house price index by geographyFHFA HPI
HCRISMedicare hospital cost reports (CMS-2552)HCRIS
EPA Supply Chain GHGNAICS-level emissions per dollar of outputEPA Supply Chain GHG
BEA Input-OutputIndustry Use/Make/Requirements tables; production networksBEA Input-Output
EIA ElectricityRetail sales/prices, generation by fuel, emission factorsEIA Electricity
BIS EERTrade-weighted nominal & real effective exchange rates (~60 economies)BIS EER
Wayback MachineHistorical web-page snapshots (Internet Archive, 1996-)Wayback Machine
CMS qualityHospital mortality, readmissions, complications, HCAHPS (Care Compare)CMS quality
Dartmouth AtlasHospital service-area / referral-region market geographiesDartmouth Atlas
ACSSmall-area income, occupation, housing, demographics (Census survey)ACS
TNIC (Hoberg-Phillips)Text-based firm-pair product similarity and industriesTNIC
Facebook SCILocation-pair social connectedness from Facebook friendshipsFacebook SCI
LoPucki BRDLarge public-company bankruptcies, 1980-2022 (frozen)LoPucki BRD
Uniswap on-chainSwaps, mints, burns for Uniswap pools (no-key Ethereum RPC)Uniswap on-chain
Amsterdam housingLong-run Amsterdam house prices and rents (1620-)Amsterdam housing
Paris rentsLong-run Paris rents (1809-1943 public; 1500-1831 working-paper-only)Paris rents
Superstar Cities (GMS)Long-run MSA house prices (openICPSR free sign-in)Superstar Cities (GMS)
CRA (FFIEC)Bank small-business / small-farm lending by tract (host bot-blocks automation; not fetched here)CRA (FFIEC)
Fannie / Freddie loan-levelGSE single-family loan performance (free, registration-gated; not fetched here)Fannie / Freddie loan-level
NMLSLicensed mortgage loan officer registry (free lookup, automation prohibited; not fetched here)NMLS
Maryland JudiciaryState court case records (free view, automation prohibited; not fetched here)Maryland Judiciary
PACERFederal court records, incl. bankruptcy (open to all, per-page fees; not bulk-free)PACER
Forbes exec compHistorical CEO pay surveys (hand-collected from print; no standing source)Forbes exec comp
Found an error or want a topic covered? Open an issue, use the Edit page link above, or email contact@instituteforautomatedresearch.org. Edits are reviewed before publishing; provenance and accuracy are the point.