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cplxphil
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Joined: June 6th, 2009, 10:04 pm

Historical data on stock prices

August 18th, 2009, 1:47 pm

Hi all,I'm wondering if there is a resource available that contains Excel or text versions of historical prices on stocks from the years 1980-2008, inclusive. I'm interested because I want to simulate a trading strategy I've devised on old stock data to determine how effective it is. I basically just want to run a C++ program that I will write and have it simulate trading through the years on the various stocks that were available to be invested in.I have looked at Google Finance, and they do seem to have at least some of this information (I'm worried that stocks that got taken off the market list may not be included)...but the downloadable spreadsheets only have a maximum of 200 rows for some reason, and there's no option to download all the data at once.I suppose that what I am looking for is a massive database of every stock and all of its prices (high, low, opening, and closing price, for each day or week) for all of the years I mentioned. One option I have is to hire someone on RentACoder to scrape the data from another website, but I'd prefer not to go through that hassle if possible.Anyone know of a good, preferably free, source of this information? I would be sort of surprised if this isn't out there somewhere.Thanks.-Phil
 
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Deve10per
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Joined: February 27th, 2008, 1:57 pm

Historical data on stock prices

August 19th, 2009, 9:07 am

Hey Phil, Yes there is such a thing, but sadly not free.Thomson Reuters provides millisecond-timestamped tick data going back over eleven years (not quite the full 20), covering 35 million OTC and exchange-traded instruments worldwide.Couple of links for you.DataScope Tick HistoryDataScope Tick History (Technical/Support)Let me know if you have any questions or need some more info:T
 
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dackvw2006
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Joined: January 26th, 2009, 9:35 pm

Historical data on stock prices

August 21st, 2009, 5:21 pm

you can use yahoo finance for individual stocks under the historical prices section on the menu under the quote screen. Its not exactly what your looking for, but would allow to construct a basket of stocks or replicate an index.
 
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KackToodles
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Joined: August 28th, 2005, 10:46 pm

Historical data on stock prices

August 22nd, 2009, 8:27 pm

QuoteOriginally posted by: cplxphilAnyone know of a good, preferably free, source of this information? anyone know of a good source for great food and wine?
 
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cplxphil
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Joined: June 6th, 2009, 10:04 pm

Historical data on stock prices

August 26th, 2009, 5:00 pm

Thanks to all for the replies. Unfortunately, I think the non-free solution is probably out of my price range, and while the Yahoo Finance options is a possibility, it seems like it would take a lot of effort to get that to work with a program.It seems strange to me that there is no better source for historical stock data...one would think this is a huge unmet need that some entrepeneur could capitalize on.-Phil
 
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msperlin
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Joined: July 10th, 2006, 6:21 pm

Historical data on stock prices

August 26th, 2009, 7:36 pm

QuoteOriginally posted by: cplxphilThanks to all for the replies. Unfortunately, I think the non-free solution is probably out of my price range, and while the Yahoo Finance options is a possibility, it seems like it would take a lot of effort to get that to work with a program.It seems strange to me that there is no better source for historical stock data...one would think this is a huge unmet need that some entrepeneur could capitalize on.-PhilI wrote a piece in matlab that can do this sort of thing very easilly. All you need to know is the ticker simbols of the stocks.Here:http://www.mathworks.com/matlabcentral/ ... ange/23569
 
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deepvalue
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Joined: April 25th, 2007, 6:08 am

Historical data on stock prices

August 27th, 2009, 5:21 am

QuoteOriginally posted by: cplxphilIt seems strange to me that there is no better source for historical stock data...one would think this is a huge unmet need that some entrepeneur could capitalize on. how can an entrepreneur make money if you refuse to pay? there are numerous services with good data -- bloomberg, datastream, etc etc. you gotta pay.