google finance, yahoo finance, msn money

If you mean historical price data, then I think Yahoo Finance is best - simply because it's split and dividend adjusted. It does have problems quite often but due to its huge popularity the errors tend to be liquidated quickly. There are problems that aren't fixed though, I've notified them but they just have chosen to ignore it - check the volume data for TCO, DDR.

MSN data is great but isn't dividend adjusted.

Google's data isn't dividend adjusted and there used to be lots of days with no price/volume data at all, making it all unusable. They've seem to have fixed this for now, although the data from 2010 is still erroneous.

For earnings, Yahoo is useless. Only Briefing supplies proper earnings information.
 
related question:

Is there a free eod data source on internet which gives data for stocks which got acquired over the years, or which got delisted from exchange because they went private or failed as a company?

Yahoo/Google finance do not have tickers for the delisted/acquired stocks. So, it is not possible to download eod data for these stocks from these websites.
 
Quote from gmst:

related question:

Is there a free eod data source on internet which gives data for stocks which got acquired over the years, or which got delisted from exchange because they went private or failed as a company?

Yahoo/Google finance do not have tickers for the delisted/acquired stocks. So, it is not possible to download eod data for these stocks from these websites.
More...

I don't think there is, I've searched for a resource before.

For the 3-4 years I've kept delisted symbol data. Ideally there could be a community website, ftp server or a Dropbox account where data like that could be shared among people interested.
 
Quote from gmst:

related question:

Is there a free eod data source on internet which gives data for stocks which got acquired over the years, or which got delisted from exchange because they went private or failed as a company?

Yahoo/Google finance do not have tickers for the delisted/acquired stocks. So, it is not possible to download eod data for these stocks from these websites.
More...

No free data....

CSI Data offers the service via their Commercial plan for $10K

PremiumData.net offers EOD data for active and delisted stocks dating to 1950 for about $1,200.
 
Quote from blah12345678:

No free data....

CSI Data offers the service via their Commercial plan for $10K

PremiumData.net offers EOD data for active and delisted stocks dating to 1950 for about $1,200.
More...

Tickdata.com has all quotes and trades from 93-13 (20 years) for all US stocks for USD 95k. As far as I know, apart from full CME TAQ databases, it is the most comprehensive historical database for US equity. Similarly, CQG is highly reputed. Eventually, I will go for this data (most likely) once I have made few hundred ks in markets.

For the time being, being a piker trader, I am constrained to use data which is free or close to free (1-2-3k is alright). So, thanks for mentioning Premiumdata.net. However, I have never heard about it before. Do you have any information about the quality of their data?
 
For holding time periods > 1 day, using adjusted close prices and also deriving your own adjusted OHL prices from yahoo/google data is required.

However, if you are testing for only intra-day trading, then <b>imo</b> using adjusted prices for splits and dividends is not required. Rather, backtesting should be done on unadjusted actual historical price data.

Does above make sense?
 
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