Recent content by linear

  1. L

    US stock end-of-day data with official open/close?

    I compared the prices from 8567 MOC trades I'd made since 2017 to the close prices from Norgate and found only 2 differences. The trades at mostly on Nasdaq, but about a quarter were on NYSE and for a fair number of those ones the auction didn't complete until a little while after 4pm.
  2. L

    US stock end-of-day data with official open/close?

    Well, I really ought to have looked more carefully before I made claims about Norgate's data. I just went back and checked and their close prices do match the closing auction prices. It's only the open prices that are different.
  3. L

    US stock end-of-day data with official open/close?

    Does anyone know of a source for historical US stock end-of-day (OHLCV) data where the open/close prices are the official prices from the listing exchange (i.e., the prices from the opening/closing auction)? Ideally I'm looking for a source that includes delisted stocks and has a 20-30 year...
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