For questions about sources for historical financial data and its applications to personal finance.

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0
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2answers
49 views

Is there a graphic or dataset way to campare the performance of the main currencies over the years?

Is there a graphic or dataset way to campare the performance of the main currencies over the years? I mean a graph that allows to compare many currencies on the same chart, and not two currencies at ...
3
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2answers
95 views

Analyze stock value

If I'm going to analyze the stocks of Apple, Amazon, Google etc. I will find them on Yahoo Finance and see the historical changes in each stock. But sometimes the companies make splits and I see big ...
0
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0answers
18 views

Where can I find a historical list of notable candlestick patterns?

Suppose you're working on learning trading based on candlestick patterns. It would be nice to have a largely abbreviated list of great examples where particular patterns evidence themselves. That ...
1
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1answer
42 views

Sources of Free Stock Market (Nasdaq/NYSE) Data - Tick by Tick

I'm a developer and would like to create a stock market replay tool. i.e. I'd like to be able to replay a particular day (or subset of a day) tick by tick to test my trading hypotheses. Oddly, the ...
0
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0answers
60 views

Historical day-to-day prices for all mutual funds (best if through an API)

Where can I get daily historical prices for any mutual fund available on the markets, for free? I don't want a chart, as that is available through the broker as well, but rather day-to-day NAV price ...
0
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0answers
28 views

Getting historical data and low-latency trading for futures

I am experimenting with futures and computers, and I was looking for a source for free (or almost free) historical data, and low-latency trading access, in the futures market. The tricky part is ...
2
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1answer
252 views

Did the New York Stock Exchange ever close on a weekday so they could file paperwork?

I recently heard that the New York Stock Exchange used to close once a week so that they could organized the paper trades. I can't find anything online about it. Does anyone have and insight here.
0
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0answers
23 views

Where can one download or subscribe to end of day price data for Tokyo stocks?

I am looking for free sites to download end-of-day stock data for Tokyo stocks but my efforts have been in vain. The best hope was Yahoo Finance but it does not provide end-of-day data for Tokyo ...
1
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0answers
33 views

Historical financial/economic data available as free download

One can download stock quotes from yahoo in csv format. However, they do not provide that service for forex and fundamental economic numbers like GDP, inflation, forex rates etc. I found some sources ...
0
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2answers
79 views

Where can I see the detailed historical data for a specified stock?

I can find very detailed trading prices via Google Finance for the past 5 days. But for a older moment, Google Finance just can't provide. For example, I want to see the price of TWTR when it's first ...
0
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2answers
116 views

Where can I download all stock symbols of all companies “currently listed” and “delisted” as of today?

I am in process of of downloading historical stock data from few sources I have gathered. However, all of them require me to provide stock symbol. I want to download data for all companies. In ...
1
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1answer
59 views

Do query services like Google Finance and Yahoo Finance go back to correct busted and adjusted trades?

Do query services like Google Finance and Yahoo Finance go back to correct busted and adjusted trades? In other words, should I re-download yesterday's data if I want to be sure my intraday data ...
14
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4answers
1k views

Who owned my shares before me?

I understand that this would not be public info but is is possible for a company/the market to know the full history of individual share ownership? i.e. if I just bought some shares of a company, ...
1
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4answers
164 views

Historical company performance data

I am looking for historical company performance data that goes back at least 10 years. I could pay for it but if it's free it would be fantastic. Company performance indicators that I am looking ...
14
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2answers
2k views

Why does Yahoo Finance and Google Finance not match historical prices?

Was working on a different question to ask on here, and realized I might be completely wrong when I realized the historical data on Yahoo and Google are completely different. Therefore I have no idea ...
2
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1answer
66 views

Obtaining historical values for a stock

Is there any way, given a stock symbol, to obtain historical data for it? For example, if I want to calculate the 200 day average for a quote I would need the closing price for a add stock for the ...
1
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1answer
194 views

Merrill Lynch historical stock prices - where to find?

I am currently working on a project concerning Merrill Lynch (MER) and I need its historical stock prices in order to calculate abnormal returns. However, I cannot find any of them, since it is long ...
1
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0answers
58 views

Historical NCAV/financials?

I've been looking at stock screens based around the net current asset value (NCAV), such as this one. I found some blogs where people tested these strategies by "buying" stocks with fake money and ...
1
vote
1answer
33 views

How can I compose a graph of historic data of some arbitrary benchmark?

My company provides pension saving plans through the Great-West Life. They have all bunch of mutual funds and all bunch of PDFs with all bunch of data, including a comparison chart with a so called ...
1
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1answer
80 views

How and where to get the time series of the values USDEUR?

I would like to access to the time series of the value of USDEUR with the maximum sampling rate and the maximum length. I would like to do have this time series because: I want to check the ...
0
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0answers
245 views

How to get most accurate stock data downloaded to excel

I've been downloading historical NASDAQ stock data from yahoo for about 2 years. Yesterday, 12/31/2013, it started to not download any historical data. But now I realize that yahoo's data probably ...
0
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0answers
181 views

Average Daily Trading Volume of US Treasury Securities

Karthik Ramanathan: Overview of U.S. Treasury Debt Management Page 9 provides a graph of average daily trading volume of US Treasury securities since 1980. Where can I find the original data back to ...
3
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1answer
230 views

Getting (historical) Standard & Poor Stock Guides

Chapter 15 of The Intelligent Investor mentions S&P publishes (as of the 1970s) a monthly Stock Guide. Is this still a worthwhile resource? What's the best way to get access to this guide, ...
5
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1answer
198 views

Can one see the transactions in the stock market?

If I am interested to see the individual transactions in a certain exchange market (e.g. NYSE) for a certain stock (e.g. GOOG) - is it possible?
-1
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1answer
38 views

Are individual securities transactions archived by the U.S. government?

I'm looking for documentation of historical security trades (buys and sells) and am wondering if there is a U.S. government agency that maintains archives of individual transactions. If so, how long ...
1
vote
1answer
392 views

How can I find data on delisted stocks?

I'm looking for a U.S. stock with the symbol AULT from about 1999. How can I find information about delisted U.S. securities in general? Particularly historical stock prices, market cap, company ...
0
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0answers
291 views

Historic (CAGR) of DJIA, S&P500, NASDAQ

Looking for concrete data for a presentation I'll be giving about personal finance. I'm looking for the average market return of the three big indexes from 1950-onwards at least. I've been able to ...
4
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1answer
1k views

Calculating historic S&P 500 returns

I'm using the S&P 500 data provided by Robert Shiller which goes back to 1871. I've then calculated the percent return for each month, the simple arithmetic average is 0.43%. Calculating the ...
1
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2answers
703 views

Can GoogleFinance access total return data?

I'd like to be able to access historical total (market) return data with the end goal of creating a rolling return histogram of various asset allocations. However, it looks like the GoogleFinance ...
6
votes
3answers
175 views

Where can I find announcements of official GDP figures for the US and other countries?

Specifically, I'm looking at the Forex markets, and I'm waiting for today's US GDP figures. I'm keeping an eye on the financial papers, but where can I find official sources of information, maybe as ...
-2
votes
2answers
462 views

What is the compound annual growth rate of the major markets?

What historical compound annual growth rates (CAGRs) have the major markets provided? Data as far back as has been recorded is preferable. Specifically I'm looking for returns of: Short-term, ...
9
votes
1answer
2k views

Why pay for end-of-day historical prices?

Recently I've started gathering some end-of-day (EOD) prices data for my testing. The first obvious place where such data is freely available is Yahoo Finance site. However I've noticed that many data ...
3
votes
2answers
2k views

do/can credit card companies track individual items purchased and their details?

They track categories How do credit card companies track your purchase categories?, and these are well established, but do they also track the item by UPC or some other convention, the quantity, the ...
0
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2answers
1k views

Where can I find accurate historical distribution data for mutual funds?

I've used Yahoo! Finance to get historical price and dividend data in the past. A recent experience has made me question its accuracy and left me searching for a trusted, accurate source. Here is a ...
5
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1answer
141 views

Web sites for historical foreign currency exchange rates and inflation data?

Say that I'm watching a Swedish movie from the 1970s where a bank gets robbed and the robbers get away with 10 million SEK. I might then like to know how much that corresponds to in U.S. dollars ...
9
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1answer
3k views

How to find historical stock price for a de-listed or defunct company?

With services like Google Finance or Yahoo Finance it is very convenient to find the historical stock price metric of a listed company, but if the company is not listed, I can't find the data. For ...
4
votes
1answer
3k views

Where can I find historic performance data on Barclays Aggregate Canadian Bond Index?

I'm looking at the Vanguard Canadian Aggregate Bond Index ETF (VAB), and it says it replicates the "Barclays Capital Global Aggregate Canadian Float Adjusted Bond Index". Unfortunately VAB is less ...
1
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1answer
156 views

searching for historic exchange rate provider which meets this example data

I'm looking for a provider of historic exchange rates which fits a sample of exchange rates I have. My problem is that I have historic turnovers in GBP which I want to recalculate in EUR. All I know ...
2
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2answers
126 views

Protocols and exchange formats for financial data

Wikipedia says: Many banks in the US let customers use personal financial management software to automatically download their bank statements in OFX format. Also, from ...
2
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2answers
495 views

Highest market cap for a company from historical data

I've been checking historical prices for some stocks at Google finance and Yahoo finance but something doesn't quite add up. Taking stock splits into account, Google finance "says" that Microsoft's ...
1
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1answer
169 views

DJIA components multipliers

I am doing a research for school and I am looking for a chart with the DJIA companies since 1950 to present and their stock price multiplier each year. Basically something like (values are fictive): ...
3
votes
1answer
2k views

Source(s) for hourly euro/usd exchange rate historic data?

I'm looking for historic data for the euro/usd exchange rate with an hourly interval. The data should look back several months. Unfortunately I have been unable to find a source providing this data, ...
0
votes
1answer
274 views

Where to find historical quotes for the Dow Jones Global Total Stock Market Index?

Where can I find a year (or more) of historical quotes for the Dow Jones Global Total Stock Market Index? Preferably, with an interval of an hour. However, a daily interval is also acceptable. I ...
2
votes
1answer
725 views

US Dollar Index: a) where are long term charts; also b) is it available on Google Finance by any chance?

Apparently the U.S. Dollar Index (DXY) has been around for ages since 1973, as this site points out. Also, I'm able to find it on Market Watch, albeit with only a 5 year graphing option. I'm trying ...
1
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2answers
2k views

Where can I find historical rates for corporate bonds?

Are there databases that track corporate bond interest rates and rates of return? How do I get access to them?
2
votes
1answer
2k views

Historical P/E ratios of small-cap vs. large-cap stocks?

According to the Wall Street Journal Website, average trailing 12-month P/E ratios on the major large-cap indices are currently (late September, 2011) around 12-14, which is slightly cheap compared to ...
3
votes
2answers
98 views

Contributing factors to historical increase in trading volume

How can the drastic increase in trading volume that begins in the early eighties and extends to the present day be explained? My guess is that advancement in technology has increased the speed and ...
2
votes
1answer
234 views

Dow Jones Industrial Average (DJIA), NASDAQ 100, and S&P 500 index historical membership listing?

Can anyone point me to a listing of historical Dow, NASDAQ 100, and maybe even S&P 500 members?
1
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2answers
3k views

Historical data files for NYSE/NASDAQ daily open/close price data?

is there a place to get free access to NYSE/NASDAQ historical daily open/close data? Perhaps going back like 10 years? I'm more interested in the DOW and NASDAQ 100 data for this range, not ...
9
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3answers
6k views

Data source for historical intra-day bid/ask price data for stocks?

Is there any place to get historical intra-day bid/ask data for stocks? (i.e. pricing information for throughout the trading day, rather than end-of-day prices only?) Does anyone even keep this data ...