Stock Market Data: Types, Sources and How to Collect Alternative Data with Proxies

Research guide · Last reviewed 28 September 2026 · 12 min read

Stock market data covers far more than share prices: trades and quotes, company fundamentals and filings, economic indicators, and a fast-growing layer of alternative data taken from the public web. This guide explains each type of stock market data, where to get it from official and licensed sources, and how analysts and funds use residential proxies to collect public web data about companies, such as prices, job postings, reviews and news, at the scale research needs.

Types of Stock Market Data

Investors and analysts work with five broad families of data. Each has different sources, costs and rules.

• Market data. Trades, quotes, volumes, order book depth and index levels, in real time, delayed or as history. This is what most people mean by stock market data.
• Fundamental data. Revenue, earnings, balance sheets and cash flows, reported in quarterly and annual filings, plus the ratios derived from them.
• Corporate events. Earnings dates, dividends, splits, insider transactions, ownership changes and other disclosures.
• Economic data. Interest rates, inflation, employment and GDP series published by central banks and statistics agencies.
• Alternative data. Everything else that says something about a company before its official numbers: online prices and stock levels, job postings, product reviews, app rankings, web traffic estimates, news and social media sentiment.

Where to Get Stock Market Data

Before collecting anything yourself, check whether an official source already publishes it. Official data is more accurate, usually cheaper, and comes with clear terms.

The SEC’s data.sec.gov APIs are a good example of how much is available for free: filing histories for every filer and XBRL financial statement data from forms such as 10-K, 10-Q and 8-K, updated in real time as filings are disseminated, plus nightly bulk downloads. They need no authentication, but the SEC applies a fair-access limit of 10 requests per second and asks automated tools to declare a user agent with a company name and contact email. That is a rule to follow, not a limit to route around with proxies.

Alternative Data: What the Web Tells You About a Company

Quarterly reports arrive weeks after the quarter ends. Many of the facts behind them are visible on the public web long before: what a retailer charges and whether items are in stock, how many people a company is hiring and where, what customers say in reviews, how an app ranks in each country, how the press and social media talk about a brand.

• Pricing and availability. Daily prices and stock levels on a retailer’s or manufacturer’s own websites and marketplaces, across countries.
• Hiring. Counts and types of open roles on company careers pages and job boards, a signal of expansion, cost cutting or strategy shifts.
• Customer voice. Review volumes and ratings for products, apps and stores, and the topics customers complain about.
• Sentiment. Tone and volume of news and social media coverage; see our guide to sentiment analysis.
• Product and app launches. New listings, app store rankings and release notes, market by market.
• Corporate web changes. Changes to investor pages, store locators, terms and pricing pages.

How Proxies Help Collect Stock Market Research Data

Collecting alternative data means visiting the same public pages every day, often thousands of them, from several countries. Three problems appear quickly, and proxies solve each one:

• Rate limits. Sites slow down or block a single IP that sends many requests. Rotating residential proxies spread the requests over many real household IPs, so each one sends only a few.
• Local content. Prices, currencies, availability and even products differ by country and city. Country, city and ZIP targeting show what local customers see. ProxyEmpire includes this targeting at no extra charge on rotating residential and mobile proxies.
• Data quality. A blocked request that returns a CAPTCHA page instead of a price is worse than no data, because it can slip into your dataset. Reliable IPs and checks on every response keep the time series clean.

For mobile-first markets and apps, mobile proxies on 4G and 5G carrier IPs show what phone users see.

Choose the rotation to match the job. A new IP per request suits large lists of independent pages, such as thousands of product URLs. A sticky session, which keeps the same IP for a while, suits sites where you need several requests in a row, such as paging through search results or a store locator. Either way, keep the country of the proxy equal to the market you are measuring, or your stock market data will mix prices and currencies from different places.

Research Use Cases

Retail and consumer companies

Track prices, discounts and stock-outs for a listed retailer’s best-selling products in each market, and compare with competitors. Sustained discounting or empty shelves can show up weeks before a sales update. Our price monitoring guide covers the method.

Hiring as a growth signal

Count open roles by function and location on careers pages and job boards over time. A company hiring hundreds of engineers in a new country is telling you something. See our job scraping guide.

Product quality and brand health

Monitor review volumes and ratings for a company’s products, and flag sudden changes: a recall, a failed launch or a service outage often appears in reviews first.

News and disclosure monitoring

Watch investor relations pages, regulators and news sites for new announcements, and combine them with filings from official APIs. For SEC filings, use EDGAR directly within its fair-access rules.

Competitive intelligence for equity research

Map a sector: which competitors are cutting prices, entering new markets or launching products, based on their public websites in each country.

A Simple Collection Pipeline

1. Define the signal. For example: daily price and availability of 500 products on a retailer’s site in three countries.
2. List the pages and store them with the country each one should be checked from.
3. Fetch through a proxy in that country, at a steady, modest rate per site.
4. Parse and validate. Check the status code, that the price field exists and that the currency matches the country.
5. Store with a timestamp and build the time series. Gaps are better than wrong values.

import time, requests

PROXY = "http://USERNAME:PASSWORD@v2.proxyempire.io:5000"   # country set in the dashboard
proxies = {"http": PROXY, "https": PROXY}

def fetch(url):
    r = requests.get(url, proxies=proxies, timeout=30,
                     headers={"User-Agent": "Mozilla/5.0", "Accept-Language": "en-US"})
    if r.status_code != 200 or "price" not in r.text.lower():
        return None                      # never store a blocked or empty page
    return r.text

for url in ["https://www.example.com/product/123"]:
    html = fetch(url)
    print(url, "ok" if html else "skipped", time.strftime("%Y-%m-%d"))
    time.sleep(2)                        # keep the rate modest per site

Our web scraping guide covers parsing and scheduling in more depth, and the proxy error codes guide explains what to do when requests fail.

Rules to Follow When Collecting Financial Data

• Respect data licences. Real-time exchange data is licensed. Do not scrape and redistribute quotes you have not licensed.
• Follow official access rules, such as the SEC’s request limit and user-agent declaration for EDGAR.
• Collect public information only. Never access pages behind logins you are not entitled to, and avoid personal data. Funds that use alternative data run compliance checks on how every dataset was collected.
• Respect website terms and load. Keep request rates modest and check each site’s terms.

ProxyEmpire blocks banking, brokerage, payment and crypto exchange websites on every product by default; access to such categories is only considered after identity verification (KYC) and a use-case review. Collect public web data for research, lawfully and in line with each site’s terms.

Do Stock Traders Need Proxies?

You do not need a proxy to place trades, and you should not use one to log in to a brokerage account: brokers watch for unusual locations and may lock the account. Trading through your broker’s own apps and API is the right route.

Where proxies help traders is research: collecting the public web data described above, checking how financial news and products appear in other countries, and running data collection that would otherwise be rate-limited. That is also why “4G proxies for trading” is mostly a research tool, not a trading tool: mobile IPs are useful for seeing mobile-first sites and apps as local users do.

Stock Market Data FAQ

References

1. SEC: EDGAR Application Programming Interfacesdata.sec.gov submissions and XBRL APIs, no authentication, nightly bulk files
2. SEC: Accessing EDGAR DataFair access: 10 requests per second and a declared user agent
3. FRED API documentationEconomic data series from the Federal Reserve Bank of St. Louis
4. NYSE: Real-Time DataExchange market data feeds: trades, quotes and depth of book