From the post:
The following list of data sources has been modified as of January 2015. Most of the data sets listed below are free, however, some are not.
If an (R!) appears after source this means that the data are already in R format or there exist R commands for directly importing the data from R. (See http://www.quantmod.com/examples/intro/ for some code.) Otherwise, i have limited the list to data sources for which there is a reasonably simple process for importing csv files. What follows is a list of data sources organized into categories that are not mutually exclusive but which reflect what's out there.
Want to add to or update this list? Send to mran@revolutionanalytics.com
As you know, there are any number of data lists on the Net. This one is different, it is a maintained data list.
Enjoy!
I first saw this in a tweet by David Smith.