Work With Data

Access all the power of Goldman Sachs proprietary data from your own systems

Leverage the unique position of Goldman Sachs as a leading global investment bank and innovator in global derivative markets. Gain access to historical and intraday data across asset classes through our unified, cross-asset data platform.

The complete data analytics solution

Our data solutions allow you to interact with Goldman Sachs’ proprietary market and product reference data programmatically. Access a full catalog of research, market, execution, and other unique datasets for use in quantitative strategies or pricing and risk calculations. Retrieve data quickly and easily using documented APIs which scale to meet your investment needs.

Access data services through

GS Quant

API Developer

PlotTool Pro

How our data solutions redefine analytics

A new view on research

Develop and backtest trading strategies with point in time data. Accelerate time to market for new strategies and incorporate data directly into your own processes. Find unique opportunities and make informed investment decisions.

from gs_quant.data import Dataset

# Dataset for equity implied volatility
vol_dataset = Dataset(Dataset.GS.EDRVOL_PERCENT_SHORT)

# Get S&P 500 1m at-the-money-forward volatility
vol_data = vol_dataset.get_data(
    ticker='SPX',
    tenor='1m',
    strikeReference='forward',
    relativeStrike=1
)

# Show last few values
vol_data.tail()

Generate new trading signals

Source new signals from a comprehensive set of data products covering major asset classes and product lines. Unlock our deep history trading in most major derivatives markets, and use data relied on by one of the world's most sophisticated risk management platforms.

Generate new trading signals

Source new signals from a comprehensive set of data products covering major asset classes and product lines. Unlock our deep history trading in most major derivatives markets, and use data relied on by one of the world's most sophisticated risk management platforms.

Enrich risk models and pricing engines

Calibrate derivative pricing models using data trusted by our traders and risk managers. Leverage our unique position at the center of global markets to create a better view on risk and market scenarios.

Contact our sales team to register your interest and discuss solutions.