The R Trader blog is collecting sources of financial data accessible from R.
Financial Data Accessible from R IV
From the post:
DataMarket is the latest data source of financial data accessible from R I came across. A good tutorial can be found here. I updated the table and the descriptions below.
R Trader is a fairly new blog but I like the emphasis on data sources.
Not the largest list of data sources for financial markets I have ever seen but then it isn’t the quantity of data that makes a difference. (Ask the NSA about 9/11.)
What makes a difference is your skill at collecting the right data and at analyzing it.