EOD stock data of good qualitiy-source?

Discussion in 'Data Sets and Feeds' started by TGIF17, Jun 9, 2017.

  1. TGIF17

    TGIF17

    Looking for historical EOD stock data that adapts the data of:
    -splits
    and cleans the symbols for:
    -reused
    -delisted
    -changed
    -company name change.

    What is the source of good,clean historical EOD stock data?
     
    Statistical Trader likes this.
  2. just21

    just21

  3. Butterfly

    Butterfly

  4. H2O

    H2O

    Generally considered the cleanest: CSI (www.csidata.com) - no affiliation
     
  5. NorgateData

    NorgateData Sponsor

    Hi TGIF17,

    Norgate Data offers stock data for Australian, Canadian and US stocks back to 1992, 1990 and 1950 respectively. The data is survivorship bias-free and includes delisted stocks, depending upon which subscription level you choose.

    Symbols are automatically maintained each day for new listings, symbol changes and delistings. For delisted securities, we use a suffix convention of -YYYYMM to denote the year and month of delisting. e.g. Enron is in our database under the symbol ENRNQ-200411. Security names are automatically changed as they occur.

    As far as historical adjustments are concerned, you can select which groups of corporate actions you want to adjust for: none, capital events, capital events + special dividends, capital events + special dividends + ordinary dividends. The latter is effectively a "Total Return" adjustment.

    The stock market data subsription packages are described here in detail:
    https://norgatedata.com/stockmarketpackages.php

    A free trial is available so you can see how it all works too.
     
    Last edited: Mar 1, 2022
  6. algoseek

    algoseek Sponsor

    Hi TGIF17,

    You can get good, clean historical EOD and intraday stock data from algoseek.com. The data is from 2007 to the present. The data is adjusted for splits, dividends, and other corporate actions. Plus, our data is survivorship bias free, which means it includes delisted symbols:

    https://www.algoseek.com/products.html#us_equity_market_data