All of the data provided here was obtained without restriction. You are free to use it in whatever manner you wish. Since we do not sell the data, we make no claims or warranties as to its completeness or reliability. (Our lawyers make us say stuff like that!)
Our purpose in providing the data is to enable the user to determine whether or not such data is of value to him. Much of the data is difficult to obtain, and some of it is extremely expensive. Frequently the user has little choice but to buy data without even knowing its potential efficacy. For example, to obtain Short Interest data on NYSE stocks costs approximately $4,000 for the preceding five years, plus $400 per month for updating. We freely provide 5 years of Short Interest data on the more-heavily traded NASDAQ stocks. Once you have tested its validity to your research, you are then able to make an informed decision regarding the paid data.

Stock Prices – We provide some stock price series as a convenience. It is extremely easy to use FDC's Data Wizard to obtain free securities price data over the internet. Note that Futures data usually requires a subscription to a data provider.

Currencies – We provide smoe cash currency prices, and related constructs.

Interest Rates – We provide some cash currency prices, and related constructs.

Sentiment Indicators – This data consists of the daily Put/Call Ratio and related series. Also included are the VIX and VXN. Note that options data presented here is raw data, whereas most of the chart services provide it after smoothing with a 21-day moving average. A 21-day smoothing removes the periodicity resulting from the monthly build-up and expiry of options. You can easily do the smoothing in FDC, and having the data raw enables you to experiment with different types of smoothers.

Commitments of Traders (“COT”) – This data was obtained directly from the CFTC, and is provided without restriction. Specifically the COT Reports categorize futures and options traders in a variety of markets as either large or small, and then further categorize the large traders as speculators or hedgers. The CFTC reports provide data in 129 columns. We have selected 8 columns that we believe to be most significant, from 1998 through the present. The data is weekly with a 3-day lag. Our naming convention is quite simple: “COT_SP_FUT” refers to S&P futures commitments, whereas “COT_ED_TOT” refers to Eurodollar futures and options commitments. Along with the COT data you should download the command set “COT_sample_study”, read its Notes and make some exploratory runs.

Stock Market Indices – We provide data on several standard market indices.

NASDAQ Short Interest data –This data is provided for approximately 800 securities from 1998 through 2003. The list was chosen on the basis of volume. If you need data on any additional securities, just contact us and we will attempt to accommodate your request. NASDAQ has recently started charging $250 per month for this data (NYSE charges $400 per month for theirs). If you perform your studies on the data provided and decide that you want to keep current, contact us and we will see what can be arranged with the data provider. Each file contains the current short interest, the actual change from the previous month, the percent change, the average daily volume for that month, and the days of average volume required to “cover” the short interest.

To download any of these FDC datasets, click on the corresponding link below and save the Winzip file. Then unpack this file, and save the datasets in the Data subfolder of the FDC folder or in a subfolder of Data. If you do not want to access them every time you startup FDC, put them in another folder of your choice until you want to access them.