Type: Prices/Volume, Company Fundamental Data (EPS Growth, P/E Ratio, ROI), News (Earnings, New CEO, Divestiture, Weather), "Alternative Data" (Satellite Images, Transactions)
Vendors: Bloomberg, Thomson (Refinitiv), Factset, Compustat, CapitalIQ, Quandl
Quality: varies, you get what you pay for, cost anywhere from $100's to $100,000's/yr
^ probably good place to start