Individual stock symbols data wanted

D

Diamond Geezer

anybody have NYSE, Nasdaq, Amex end of day stock symbols Open High Low and Closing prices for sale going back to say Jan 1 2002? I'm looking for, at a minimum the stocks that trade > 100,000 shares per day (maybe 3000 or so symbols). I also need the trading volume on each symbol.

(I don't want to violate any copyright rules however so please let me know what restrictions the data have etc. )

Excel format preferred.
 
You are not going to find that kind of data cheap. I know a few places that sell that, just google for them, but you are going to pay for 3000 symbols. Thats a lot of data.
 
I know what they cost on sites like www.tickdata.com and yes they are very expensive.

I am enquiring into a way to buy them perhaps from a private individual who may have the legal right to sell them. At a cheaper price. This is a bit of a long shot I know, but its worth a try.
 
Do you only need End Of Day data? or intraday data? For end of day, I would recommend TC2000 ($29.95).

http://worden.com/

For intraday, I can recommend a few places to try, but not sure if they have exactly what you are looking for. Like I said, 3000 symbols is a lot for intraday.
 
Dude, EOD data on US stocks? No problem. Go to hquotes.com, get thier trial, and download them tonight in one click from Yahoo.

What are you trying to test?
 
I too can access historic data on as many stocks as I want going back as far as I want.

But, I need to grab all the stocks I need ie about 3000x600(days)*5(data points per day - OHLC and Volume) = a ton of data at the same time. Tradestation, Yahoo and others don't let you do this.

For example, here is what I want to do:

take 3000 stocks, sort by top 10% and bottom 10% return over previous 22 days (approx 1 month). Repeat each month going back 3 years.

So you can see, on each measurement date I need data on all 3000 stocks in each time period. Yahoo and Tradestion for sure don't let you do that, or I should say, getting the data downloaded is VERY laborious.

P.S. my motivation for this is to analyze the combination of price and volume extremes in one period, and the subsequent stock return in the next. E.g. do the top 10% of all stocks by price and volume momentum in one period, carry over to the next? Academic studies say yes. I want to see it for myself.

Thanks for the replies.
 
so -do you have data stored on your HD or you just have "access"?
as i said-task is pretty simple-store it on you drive, then-write a macro in excel to do the job. plenty of yahoo groups and forums about how to write a macro.

But, I need to grab all the stocks I need ie about 3000x600(days)*5(data points per day - OHLC and Volume) = a ton of data at the same time.
More...

i store every transaction on my computer(pre and after market included) for every nasdaq stock-now-that's a ton of data :D
 
I'm a Tradestation user (and I know Yahoo and others also provide the data). But they don't store it on your hard drive, you have to download it.

I have not been able to pull 3 years back of daily data on a large number of symbols all at the same time. Sure I could spend the hours pulling say, 30 symbols at a time out of Yahoo finance, but I'd rather not do so if I can avoid it. Go to yahoo and try doing what I suggest, you'll see its not practical.
 
You must log in or register to reply here.
Back
Top