I want to code a Stock Screener

[Ripley]

I want to code a custom Stock Screener for myself because I find that majority of the metrics that use are unavailable on most stock screeners. And it is taking me untold labor hours to get to the data points that I really want.

Do you know where I can get access to the historical prices and data for all the publicly listed stocks in the U.S. and how much would it cost me?

 

[Bob111]

IQ feed? + some third party app to store the data?
custom app(that allow you to store the data in binary format) would be better option,but you might have to pay for their API
what time frame? how far back?

 

[zgtrader]

What time frame is important to know.

I have coded a screener for myself. I was using yahoo & google historical data but found too many errors.

I am using TC2000 now for EOD. $25 a month for a year of service. http://worden.com/

 

[Ripley]

I want to have access to historical prices that date back as long as possible, at an affordable price.

I just want the EOD prices.

I believe I could get this for free from Yahoo Finance or MSN money etc.

 

[kut2k2]

Quote from Ripley:

I want to have access to historical prices that date back as long as possible, at an affordable price.

I just want the EOD prices.

I believe I could get this for free from Yahoo Finance or MSN money etc.

You've answered your own question. EOD data is available for free from Yahoo. I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.

 

[Bob111]

i have huge data base from QP2. up to 01/01/12(then they went out of business). all stocks,mutual funds,ETF's-everything. splits,dividends adjusted.all fundamental data. literally hundreds of fields. 10+ years EOD data. almost 2Gb. along with their 'manual for SDK, that would allow you to use the data in your application. let me know,if you need it. should be enough to backtest whatever,but on other hand-you probably have to work with something that you can use in the future,if your screener works for you.

Ps-i would not rely on yahoo eod data..real time is good,but not EOD. all burden of adjustments,dividends,splits,reverse splits etc will be on you. huge pain in a**

 

[Engine99]

Quote from kut2k2:

I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.

I agree. I haven't found a data feed that doesn't have issues and compared to the others Yahoo is free and accounts for dividend adjustments as well. Even if there are some wrong EOD quotes, overall you should still be happy with the results.

 

[zgtrader]

Quote from kut2k2:

You've answered your own question. EOD data is available for free from Yahoo. I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.

The problems I have encountered with Yahoo EOD is mainly in the area of splits and dividends. One common item is Yahoo will adjust the volume for splits but not the price history.

This is why I then started also using google finance, to compare and filter any major errors. All feeds will have minor differences but I wanted to locate the big problems.

Yahoo has more extensive history than google, but if I wanted a free and accurate source, I would choose google over yahoo.

 

[zgtrader]

Quote from Engine99:

I agree. I haven't found a data feed that doesn't have issues and compared to the others Yahoo is free and accounts for dividend adjustments as well. Even if there are some wrong EOD quotes, overall you should still be happy with the results.

All feeds will have some difference in prices/quotes. This is understood.

I have found the opposite, Yahoo is ok with quotes, their splits and dividend adjustments are the problem.

These issues are even more of a problem with a back-test than a screener.

 

[zgtrader]

Quote from Bob111:

Ps-i would not rely on yahoo eod data..real time is good,but not EOD. all burden of adjustments,dividends,splits,reverse splits etc will be on you. huge pain in a**

So true !!!