Does anybody have a good recommendation on where to get quality historical EOD data for the S&P500 constituents that includes the delisted stocks? I don't believe Quandl includes the delisted and there have been some small errors I have found in the data. Any help would be appreciated. I am looking for 15+years of data at least.
S&P500 historical EOD data with delisted stocks included
- Thread starter FCXoptions
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Just realized there is a post with a very similar title to this, regardless I am mainly just looking for some input. I have come across a few different options and don't want to spend a fortune.
> Just realized there is a post with a very similar title
You didn't specify which thread -- this may or may not be it --
http://www.elitetrader.com/et/index...-data-for-s-p-500-with-member-changes.218065/
You didn't specify which thread -- this may or may not be it --
http://www.elitetrader.com/et/index...-data-for-s-p-500-with-member-changes.218065/
I've put together the constituents list back to 1990 if anybody wants it. Now time to find EOD data for all the delisted stocks.
I reached out to CSIData to see if they have what I need. Does anybody know of any free resources for accessing the historical data on delisted stocks? I have access to Bloomberg and CapitalIQ through school, but it doesn't appear that either maintains historical data on delisted companies.
?!?!!?
Of course BBG retains data on delisted firms. For instance, try: ENRNQ <equity> GPC M <go>
Maybe take a BBG course at school? It will be very valuable to you. surf
Hmm, I tried 3 different delisted stocks from the 90's and all 3 didn't have any price data available.
Regardless, Zack's has the data through Quandl, so I will probably just get the remaining data I need through there as pulling it in is a little faster than from the terminal. I was in a rush yesterday when I checked the Bloomberg, but I will look again tonight and see on those delisted stocks.
Thanks for the input guys.
Regardless, Zack's has the data through Quandl, so I will probably just get the remaining data I need through there as pulling it in is a little faster than from the terminal. I was in a rush yesterday when I checked the Bloomberg, but I will look again tonight and see on those delisted stocks.
Thanks for the input guys.
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Are you sure you had the right post-bk tickers for those three? What tickers did you try?
I can't remember which ones I looked up to be honest. I was looking at a historical SPX constituents list and just clicked on a couple of the ones that I knew didn't exist anymore. You are right though, it could have been a ticker issue. The screen it took me to gave a small amount of data but no price data. I was in a rush to get to work so didn't really dig in, tonight after class I will look again.