If you'd like another source for time series data with a significant bias towards US financial data, check out what the St. Louis Fed FRED puts out at:<p><a href="https://research.stlouisfed.org/fred2/" rel="nofollow">https://research.stlouisfed.org/fred2/</a><p>They do a decent job of updating the site and cleaning data.<p>The R library quantlib has made pulling this data easy.
<a href="http://www.quantmod.com/examples/intro/#data" rel="nofollow">http://www.quantmod.com/examples/intro/#data</a>