I currently use CSIData for daily OHLCV data.
I'm considering paying up for their historical database of all stocks, including delisted ones, so that I can augment our backtesting to eliminate (some) survivorship bias.
However, some of our models use marketcap as an input, and so I'd need to find shares outstanding information for some older stocks (think, went tits up during the Internet bubble, etc).
I know I can easily get this information from Yahoo and elsewhere for currently trading issues.
I also know I can get this information from places like FactSet or Comstock, if I am willing to pay six or seven figures for it.
Is there some sweet spot at a lower price point that I'm overlooking?
I'm considering paying up for their historical database of all stocks, including delisted ones, so that I can augment our backtesting to eliminate (some) survivorship bias.
However, some of our models use marketcap as an input, and so I'd need to find shares outstanding information for some older stocks (think, went tits up during the Internet bubble, etc).
I know I can easily get this information from Yahoo and elsewhere for currently trading issues.
I also know I can get this information from places like FactSet or Comstock, if I am willing to pay six or seven figures for it.
Is there some sweet spot at a lower price point that I'm overlooking?