VOL. XCIV, NO. 247

★ FINANCIAL TOOLS & SERVICES DIRECTORY ★

PRICE: 5 CENTS

Thursday, October 30, 2025

Tool Comparison

Bank of England (Statistics & Data) vs QuantRocket comparison

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

Bank of England (Statistics & Data) adds Central Bank Watcher, Interest Rates, Yield Curves, Real Yields, GDP, and Calendar coverage that QuantRocket skips.

QuantRocket includes Screeners, Quant, Backtesting, Auto-Trading & Bots, Advanced Order Types, Paper Trading, and Broker Connectors categories that Bank of England (Statistics & Data) omits.

In depth comparison

Bank of England (Statistics & Data)

bankofengland.co.uk

Free central bank data portal covering UK interest rates, yield curves, macroeconomic indicators, and daily reference series. The Statistical Database supports programmatic downloads in CSV, Excel, and XML via documented query parameters, while yield-curve data are published daily but not accessible by API. GBP daily spot rates are provided on an indicative basis, typically updated by 09:30 within two working days.

Platforms

WebAPI

Pricing

Free

Quick highlights

Statistical Database to browse, visualize, and export Bank of England data series.
Programmatic downloads supported via documented endpoints for CSV, Excel, HTML, and XML, with options for tabular or columnar formatting and inclusion of revisions/footnotes.
Official Bank Rate history page with on-page export tools (copy, CSV, Excel, print).
Daily UK yield curves covering gilts (nominal and real), implied inflation, and OIS rates, published by noon the next business day with archives available as ZIP files. Yield-curve data are not exposed through an API.
SONIA benchmark administered and published by the Bank every London business day.

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QuantRocket

quantrocket.com

A Docker-based research, backtesting, and live-trading platform built around Jupyter. The free tier is limited to research, while paid plans unlock live and paper trading along with bundled US minute-bar data. Broader global datasets are available via third-party providers. Its tight IBKR integration brings advanced order types, while real-time market data can be streamed from IBKR, Polygon, or Alpaca.

Platforms

WebAPI

Pricing

FreeSubscription

Quick highlights

Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca.
Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter.
Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets.
Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data.
Streams tick-level data into TimescaleDB with WebSocket access, and allows flexible bar aggregation.

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Where they differ

Bank of England (Statistics & Data)

Distinct strengths include:

Central Bank Watcher Interest Rates Yield Curves Real Yields GDP Calendar

Statistical Database to browse, visualize, and export Bank of England data series.
Programmatic downloads supported via documented endpoints for CSV, Excel, HTML, and XML, with options for tabular or columnar formatting and inclusion of revisions/footnotes.
Official Bank Rate history page with on-page export tools (copy, CSV, Excel, print).
Daily UK yield curves covering gilts (nominal and real), implied inflation, and OIS rates, published by noon the next business day with archives available as ZIP files. Yield-curve data are not exposed through an API.

QuantRocket

Distinct strengths include:

Screeners Quant Backtesting Auto-Trading & Bots Advanced Order Types Paper Trading Broker Connectors

Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca.
Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter.
Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets.
Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data.

Feature-by-feature breakdown

Attribute	Bank of England (Statistics & Data)	QuantRocket
Categories Which research workflows each platform targets	Shared: Data APIs Unique: Central Bank Watcher, Interest Rates, Yield Curves, Real Yields, GDP, Calendar	Shared: Data APIs Unique: Screeners, Quant, Backtesting, Auto-Trading & Bots, Advanced Order Types, Paper Trading, Broker Connectors
Asset types Supported asset classes and universes	Bonds, Currencies	Stocks, ETFs, Futures, Currencies, Options
Experience levels Who each product is built for	Beginner, Intermediate, Advanced	Beginner, Intermediate, Advanced
Platforms Where you can access the product	Web, API	Web, API
Pricing High-level pricing models	Free	Free, Subscription
Key features Core capabilities called out by each vendor	Unique Statistical Database to browse, visualize, and export Bank of England data series. Programmatic downloads supported via documented endpoints for CSV, Excel, HTML, and XML, with options for tabular or columnar formatting and inclusion of revisions/footnotes. Official Bank Rate history page with on-page export tools (copy, CSV, Excel, print). Daily UK yield curves covering gilts (nominal and real), implied inflation, and OIS rates, published by noon the next business day with archives available as ZIP files. Yield-curve data are not exposed through an API. SONIA benchmark administered and published by the Bank every London business day. Macro series such as 'Money and Credit' are accompanied by a forward-looking release calendar of key data updates.	Unique Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca. Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter. Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets. Deep IBKR integration enabling advanced order types such as algorithmic, parent-child, and bracket orders, as well as combos/spreads, margin 'what-if' checks, option greeks, and auction imbalance data. Streams tick-level data into TimescaleDB with WebSocket access, and allows flexible bar aggregation. REST API ('Houston') with Python client and CLI tools; endpoints return CSV or JSON for easy downstream use.
Tested Verified by hands-on testing inside Find My Moat	Not yet	Not yet
Editor pick Featured inside curated shortlists	Standard listing	Standard listing

Frequently Asked Questions

Which workflows do Bank of England (Statistics & Data) and QuantRocket both support?

Both platforms cover Data APIs workflows, so you can research those use cases in either tool before digging into the feature differences below.

Do Bank of England (Statistics & Data) and QuantRocket require subscriptions?

Both Bank of England (Statistics & Data) and QuantRocket keep freemium access with optional paid upgrades, so you can trial each platform before committing.

How can you access Bank of England (Statistics & Data) and QuantRocket?

Both Bank of England (Statistics & Data) and QuantRocket prioritize web or desktop access. Investors wanting a mobile-first workflow may need to rely on responsive web views.

What unique strengths set the two platforms apart?

Bank of England (Statistics & Data) differentiates itself with Statistical Database to browse, visualize, and export Bank of England data series., Programmatic downloads supported via documented endpoints for CSV, Excel, HTML, and XML, with options for tabular or columnar formatting and inclusion of revisions/footnotes., and Official Bank Rate history page with on-page export tools (copy, CSV, Excel, print)., whereas QuantRocket stands out for Includes survivorship-bias-free US minute-bar data (from 2007 onward) for Zipline backtests and live trading, with optional real-time feeds from brokers like IBKR and Alpaca., Supports point-in-time screening and ranking pipelines, and integrates with Alphalens and Pyfolio for in-notebook analysis inside Jupyter., and Global coverage through Interactive Brokers’ historical and real-time data across 60+ exchanges, plus optional feeds like EDI global EOD, Sharadar fundamentals, and Brain sentiment datasets..

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