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Financial Market Data Feed

Excel Help for Financial Market Data Feed in Building Market Trading Systems

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Financial Market Data Feed

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HappyThe financial market data feed template is an open source and free solution to download both historical and real-time financial market data into Excel.

The Excel template is an update from the original development approach that can be found here and can be downloaded as part of the portfolio optimization and technical analysis trading Excel template.

Download the Excel Financial Market Data Feed Template.

Key features included in this free Excel solution include:
  • Download historical market data for multiple securities and indices with dates lined up.
  • Download open, high, low, volume and adjusted close (for splits, dividends and buybacks) in daily, weekly or monthly frequency.
  • Download real-time quotes including last trade, bid price, ask price and trading volume.
  • Log real-time market data for all securities in specified minute intervals and output the intraday real-time data to text file for sourcing in other applications or database loading.
  • Toggle on/off historical and data download depending on requirements.
  • Compare two securities or one security and an index benchmark with automatic analysis and reporting of risk measures including upside/downside deviation, capture ratios, skew, tracking error, Sharpe/Sortino/Information ratios.
  • VBA source code is open and commented for modification and customization.

Let us know what you think and if you add or improve anything that can benefit all users.

Market data is public information and should be free.
 Excel Business Forums Administrator
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As part of an upgrade to the portfolio optimization template, we’ve added a new feature to the financial market data feed. A new Value tab allows the discounted cash flow valuation of securities and comparison with market capitalization to evaluate whether the security is under or overvalued. 

The process downloads last filed fundamental operating data for the company along with prevailing consensus analyst earnings estimates. Non-operating items are adjusted to the last known earnings financials and cash flow is forecast forward using consensus analyst growth assumptions. Industry data is then used to calculate the cost of capital and discount the future cash flows to calculate a fair value for the security.

The automatic under and over valuation solution has been built so that multiple symbols can be processed in order to list and rank potential investment opportunities based on relative value to the market price.

Update 23 May 2017:
This solution has been updated following changes to the data source and the Value tab is now deprecated. Stock market data can be downloaded as usual.
 Excel Business Forums Administrator
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Solutions: Download Market Data Trading Data Analysis Technical Indicators Trading Indicators Financial Investment Tools
Categories: Financial Markets Market Data Access Technical Analysis