Best way to assemble historical stock dataset

P

pragmatic-trader

I want to assemble a 5 year historical data set of all stocks that gapped up over 20%. The dataset should have columns:

Date,Ticker,PreviousClose,AfterHoursHigh,PremarketHigh,OpenPrice,935amPrice,945amPrice,1000amPrice,1030amPrice,1200pmPrice,200pmPrice,ClosePrice,IntradayHigh,IntradayLow,First5mVolume,First15mVolume,First30mVolume,First60mVolume,First120mVolume,DayVolume,FloatOnDay,InsiderOwnershipPctOnDay,ShortInterestPctOnDay,Avg3MVolumeOnDay

I know how to code. What platforms/subscriptions/resources would I need to tap into to be able to assemble a database like this? I already have subs to TI, eS.
 
I think it's a good idea because it will allow you to create an investment portfolio that you can use over a long period of time, especially if you're generally committed to working in this field for a long time. The most important thing here is not only to collect data, but also to analyze correctly the reason why the stocks of this or that company have grown, it will allow you to better navigate what will happen in the future and you will not miss the next strong movement.
In general, you have taken on a big job, are you sure that you will have enough time and energy? Maybe it's better to separate a few companies (for starters) and concentrate on them. So you're already deciding what you're going to do next.
 
Karin42 said:
I think it's a good idea because it will allow you to create an investment portfolio that you can use over a long period of time, especially if you're generally committed to working in this field for a long time. The most important thing here is not only to collect data, but also to analyze correctly the reason why the stocks of this or that company have grown, it will allow you to better navigate what will happen in the future and you will not miss the next strong movement.
In general, you have taken on a big job, are you sure that you will have enough time and energy? Maybe it's better to separate a few companies (for starters) and concentrate on them. So you're already deciding what you're going to do next.
More...

I know how to analyse the data already. All I'm asking is where to get the data
 
That's a great idea. But amid the virus and quarantine crisis, many companies have lost their leading positions. And now it will be quite difficult to predict which companies will be able to repeat their previous achievements and win back the favor of investors and clients. In fact, it will be difficult now. So, I would advise you to pay attention to those companies that have survived quarantine and their stocks have kept approximately at their usual level. There are not many of them, just look at the data for the last few months and you will see what you should use in your work soon. You will have a rather complex and interesting project, good luck with that.
 
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