Success in the financial market reach those companies that having fast access to data can it properly used. In modern databases and data warehouse are collected vast amounts of information, which man himself is not able to quickly analyze. For this purpose are used the data mining methods that enable the discovery of new knowledge, that is, rules, patterns and relationships in large databases. The aim of this article is to present the data mining methods and their applications. Article is divided into two parts. In the first part of the article explains the concept of data mining and data mining methods are discussed and provides examples of their applications. In the second part of the article presents the companies selling on the Polish market commercial data mining software and examples od free open-source data mining software are discussed.
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