Can anyone recommend a source of historical data WITHOUT survivor bias?

[algoseek]

Intraday or EOD? How far back. algoseek has survivorship bias-free historical intraday data that dates back to 2007.

 

[algoseek_Jeremy]

Hi, algoseek's data includes all US listed and delisted stocks from January 2007 up to date. You can check out our sample data and guides here: https://www.algoseek.com/products.html#us_equity_market_data

 

[NorgateData]

I'm looking for a source of historical data WITHOUT survivor bias.

You know, when a company is bought, or goes into bankruptcy, or is delisted, or some other such thing, their symbol basically goes away from all historical data sources that I can find. So if you're doing backtesting it's impossible to have the results run on these stocks and you have "survivor bias"

Looking for a data source that has the data for these symbols as well.

Hi cashonly,

Norgate Data has survivorship bias-free daily data on US stocks back to 1950, Australian stocks back to 1992 and Canadian stocks back to 1990. Delisted stocks are included in higher level package offerings (Platinum / Diamond level), detailed here: https://norgatedata.com/stockmarketpackages.php

Note that we only provide this on a subset of security types (e.g. Common stocks, ADRs, CEFs, ETFs ETNs are included, but other types including Preferred Stocks, Rights, Warrants are not included).

In addition we also provide the capabilities for you to backtest on historical index constituent in a survivorship bias-free manner too, with supported platforms such as AmiBroker, RealTest, Python and ZipLine.

 

[Dicer]

Intraday or EOD? How far back. algoseek has survivorship bias-free historical intraday data that dates back to 2007.

Assume you are talking about US data.

Norgate data is accurate but expensive and its cost-effectiveness is not the best. I was one of Norgate customers.

I would recommend FirstRate Data. Its 1-min data has high quality, but I don't recommend its tick data.

Btw, FirstRate Data>>>Norgate data