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If your looking for EOD resolution only, why wouldn't you go straight to
the source www.nyse.com etc? I'm sure if you turned off flash and all
the fancy options, you should be able to get the pages into a format you
can scrape data from. Any other solution is just going to be a
re-seller of a re-seller etc. If you feel you must take this route,
try and find a primary (tier one ie. www.Reuters.com,
www.Bloomberg.com etc) information provider and get your data from them.
Justin
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Yarroll wrote:
Hello,
Is there a free and more-or-less reliable source of EOD data on US stocks?
Nothing fancy, just Dow 30, Nasdaq 100.
I downloaded the Yahoo data and converted to Metastock format, then checked
it for consistency. I had hoped at least blue chips would be fine, but the
fact is, there's not one stock without errors. Most frequent is Error 1091
(Large change in close, that's when the stock closes 20% or more off the
previous close). I guess most of this is due to splits, but surely not all.
Information on splits probably is there somewhere, but it's still a pain to
go back in some cases 30 years back to adjust it all for +100 stocks.
What do you think? I concluded Yahoo is a total mess. Maybe someone would
help out? I feel I'm the last Mohican to be interested in plain old stocks
:-)) Or please advise where to find EOD, split-adjusted data on stocks. No
need for updates, or recent data, for it's needed for historical backtesting
only. Maybe even without Nasdaq 100, for I think just about all of these had
gone through this "startup company" phase relatively recently (in years)
while the Dow 30 had been around for a while (well, established something
like a decade or two, etc.) I'm not at all sure if startup companies can be
tested in the same category as blue chips (these latter shouldnt have these
jumps in for example ATR or StDev).
Thanks. Best regards
Yarroll
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