Any data source with EOD history of dead/inactive stocks & carries CUSIPs?

P

pbanerjee

Hi, I'm looking for a data source for US stocks for historical back testing of strategies. My main interest is for EOD data. To avoid back testing bias, I would like to get a database that has

1. coverage of dead/inactive historical stocks EOD prices
2. an associated corporate action history / security master
3. CUSIPs so that I can link it to another database
4. Has a data feed like service, e.g. FTP site from where I can download a few files everyday

I tried calling esignal and a few other vendors, but most didn't get it when I asked if they carried dead/inactive stock price data or CUSIPs or security master. Esignal sales rep on the phone told me that they definitely don't cover dead securities.

please note: I'm not looking for the cheapest solution, but a good retail solution. Preferably less than 5k annually for all the 4 features above.


Thanks.
 
Quote from pbanerjee:

Hi, I'm looking for a data source for US stocks for historical back testing of strategies. My main interest is for EOD data. To avoid back testing bias, I would like to get a database that has

1. coverage of dead/inactive historical stocks EOD prices
2. an associated corporate action history / security master
3. CUSIPs so that I can link it to another database
4. Has a data feed like service, e.g. FTP site from where I can download a few files everyday

I tried calling esignal and a few other vendors, but most didn't get it when I asked if they carried dead/inactive stock price data or CUSIPs or security master. Esignal sales rep on the phone told me that they definitely don't cover dead securities.

please note: I'm not looking for the cheapest solution, but a good retail solution. Preferably less than 5k annually for all the 4 features above.


Thanks.
More...

If I'm not mistaken, CSI should have a commercial subscription that meets your requirements.

Hope this helps
 
You can also try QuantQuote, they have subscription services within your price range and do handle delisted/dead symbols properly so you can do survivorship bias free testing. They also have CUSIP although they have their own proprietary identifier which is the default (and which I think is much superior to CUSIP).
 
Quote from fareastcoast:

You can also try QuantQuote, they have subscription services within your price range and do handle delisted/dead symbols properly so you can do survivorship bias free testing. They also have CUSIP although they have their own proprietary identifier which is the default (and which I think is much superior to CUSIP).
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Thanks, but I am mainly interested in EOD data and QuantQuote may be reasonable for HFT data, but for my purpose expensive.
 
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