Free Market Data for Students
Free market data for students, instructors and research projects
University students and instructors in finance, economics and data science need reliable market data for projects, theses and courses without metered bills or survivorship bias. FinzData provides a free market data API that mirrors yfinance with pip install finzdata and import finzdata as yf. The free tier gives last 12 months of every dataset, 1,000 API calls per day and 5 server backtests per day, no card required, so you can prototype with the same client you will use for owned data.
What students and instructors actually need
Classroom and research work fails when data is incomplete or biased. Students need clean daily and minute bars that are stamped at the start of each interval in US Eastern time, with minutes without trades omitted and never forward-filled. Instructors need survivorship-free universes so backtests are realistic.
FinzData covers 16,000+ US stocks since January 2000 including delisted names, 231 ETFs, daily to 1-minute bars, 139 futures markets since 2007. Point-in-time fundamentals are as filed on the date, not restated. Macro series are delivered as first published with vintages. Commitments of Traders and 13F filings are included for institutional flow analysis.
These datasets are essential for finance labs, economics term papers and data science projects that require reproducible history. Using a free market data API with the same schema for prices, fundamentals, macro, COT and 13F removes friction between exploration and production.
The free tier for learning and prototyping
The FinzData free tier is built for students and instructors. You get last 12 months of every dataset, 1,000 API calls per day, 5 server backtests per day, no credit card required.
The Python client mirrors yfinance, so yf.Ticker, yf.download and yf.Client return pandas DataFrames for CSV export. The REST API at https://api.finzdata.com returns JSON or CSV. You can test ideas end-to-end and move to owned history without rewriting code.
When free credits from other providers expire, continuity matters. As of October 2026 Databento offers $125 per team expiring after 6 months, https://databento.com/pricing. After credits run out usage pricing kicks in. FinzData's free market data API avoids metered surprises for learning.
Free full-history course access for instructors
Instructors can request free full-history course access at /education. Email [email protected] with course name, term dates and class size. A course key is issued in two business days.
Course access unlocks full history for teaching, grading and reproducible assignments without individual purchases. Students use the same free market data API client in class and at home, with the instructor key enabling longer history for the term.
This program is designed for finance, economics and data science courses that need survivorship-free prices, point-in-time fundamentals, macro vintages, COT and 13F for labs and research projects.
Project ideas and research examples
Start with real research questions. The 2026 midterm money deck at /research/midterm-money-october-2026 tracks political spending and market reactions. The political spending dashboard at /political-spending-dashboard lets students explore disclosure data alongside prices.
Other ideas include survivorship bias audits comparing delisted vs active returns, point-in-time fundamental momentum, macro vintage nowcasting, COT-based futures positioning, and 13F flow attribution. All can be prototyped on the free tier and scaled with owned data.
Because the free market data API mirrors yfinance, notebooks move easily from classroom demos to thesis work and portfolio projects.
Starter notebook: bars, fundamentals and macro
import finzdata as yf
# Daily bars with the free key
bars = yf.Ticker("AAPL").history(interval="1d", period="6mo")
print(bars.tail())
c = yf.Client()
# Point-in-time fundamentals as filed on date
fund = c.fundamentals(ticker="AAPL", concept="Revenues", as_of="2026-06-30")
# Macro series as first published
macro = c.macro("CPIAUCSL", as_of="2026-06-30")
print(fund.tail(), macro.tail())Start free
Get started with free market data for students today. Create a free API key at https://api.finzdata.com/ and explore last 12 months of prices, fundamentals, macro, COT and 13F.
When you need longer history, own it once. Pricing is one-time and simple: $19 per ticker for 5 years of 1-minute to daily bars, $49 for one ticker's full history since 2010, bundles $195, $290, $670 for 5, 10 or up to 30 years of the whole US market with 16,000+ stocks including delisted names and 231 ETFs. No recurring metered fees.
Frequently asked questions
Is there a free market data API for students?
Yes. FinzData offers a free tier with last 12 months of every dataset, 1,000 API calls per day, 5 server backtests per day, no card. The Python client mirrors yfinance with import finzdata as yf.
Can instructors get free full history for a course?
Yes. Email [email protected] with course name, term dates and class size. A course key is issued in two business days via /education.
Does the free tier include fundamentals, macro, COT and 13F?
Yes. The free tier includes last 12 months of prices, point-in-time fundamentals, macro vintages, COT and 13F.
Is the data survivorship-free?
Yes. 16,000+ US stocks since January 2000 including delisted names with point-in-time universe and fundamentals as filed.
What happens when Databento free credits run out?
As of October 2026 Databento offers $125 per team expiring after 6 months. After credits run out usage pricing applies. See https://databento.com/pricing.