Trade
Trade data
WTO, OCED and UNCTAD are both great in terms of data availability, most of the bilateral trade statistics (both merchandise and services) are updated to at least 2020. WTO data portal has an advantage if you are looking for granular data down to 6-digit HS code. UNCTAD provides up to SITC 3-digit.
Gravity variables
List of commonly used data:
Share of legal system origin by Country; Andrei Schleifer access
Distance, colonial, and language covariates by Country; CEPII access
direct download of dist_cepii.zip
Use API to pull a large amount of bilateral trade data
A step-by-step blogpost to fetch bulk data from UN Comtrade via API on Stata-Python intergration