Here is the list of free finance data sets data.gov

Hundreds of free data sets on financial services, including banking, lending, retirement, investments, and insurance provided by U.S. Government’s open data portal. BEA

Bureau of Economics Analysis (BEA) provides data sets as tables present a sequence of accounts that relate production, income and spending, capital formation, financial transactions, and asset revaluations to changes in net worth between balance sheets for the major sectors of the U.S. economy. They are part of an interagency effort to further harmonize the BEA National Income and Product Accounts (NIPAs) and the Federal Reserve Board Financial Accounts of the United States (FAUS).The structure of these tables is based on the internationally accepted set of guidelines for the compilation of national accounts that are offered in the System of National Accounts 2008 (SNA).Complaint database from CFPB. Each week CFPB send thousands of consumers’ complaints about financial products and services to companies for response. Those complaints are published in the mentioned sites after the company responds or after 15 days, whichever comes first. By adding their voice, consumer's help improve the financial marketplace. Credit card agreement database

The CFPB maintains a database of credit card agreements from more than 300 card issuers. Using the tool, an individual can search for an agreement in one of two ways viz by the name of the issuer, or by the text within the agreement. The agreements in this database have general terms and conditions, pricing, and fee information. Consumer Expenditure Survey

The Consumer Expenditure Survey (CE) program consists of two surveys, the Quarterly Interview Survey and the Diary Survey, that provide information on the buying habits of American consumers, including data on their expenditures, income, and consumer unit (families and single consumers) characteristics. The survey data are collected for the Bureau of Labor Statistics by the U.S. Census Bureau.The CE is important because it is the only Federal survey to provide information on the complete range of consumers' expenditures and incomes, as well as the characteristics of those consumers. It is used by economic policymakers examining the impact of policy changes on economic groups, by the Census Bureau as the source of thresholds for the Supplemental Poverty Measure, by businesses and academic researchers studying consumers' spending habits and trends, by other Federal agencies, and, perhaps most importantly, to regularly revise the Consumer Price Index market basket of goods and services and their relative importance. FRED Economic data

FRED is a database of over 304,000 economic time series from 81 sources. Data can be downloaded in Microsoft Excel and text formats. Damodaran Online

Professor Damodaran’s datasets on average betas by sector, averages of PE, Price to Book and EV to EBITDA multiples, dividend/debt ratio statistics and many more.The data is updated in the first two weeks of every year . A few of the data sets will get updated more frequently. The data is broken down by an industry categorization that is his own, but largely derived from industry grouping by raw data providers. Employee Benefits Security Administration

The Form 5500 Annual Report is the primary source of information about the operations, funding and investments of approximately 800,000 retirement and welfare benefit plans. The datasets are the raw, unedited data from all of the Form 5500 and Form 5500-SF filings for each year, including the data reported in the various schedules. Average Interest Rates on U.S. Treasury Securities

Average interest rates for U.S Treasury securities for the most recent month compared with the same month of the previous year. Data is calculated based on the total unmatured interest-bearing debt, and is broken down by various marketable and non-marketable securities. Mortgage and Real Estate Fraud

Datasets on mortgage fraud hotspots (based on Suspicious Activity Report data), suspected mortgage fraud, suspected money laundering and fraud, reverse mortgages, mortgage fraud cases supported by FinCEN filings, and foreclosure scams and loan modification fraud.