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

learn more… | top users | synonyms

0
votes
1answer
38 views

What does it mean to “settle” a short interest trade?

I am trying to understand what exactly happens on "settlement date" as it pertains to short interest in a stock. A similar question was asked here. It refers to the nasdaq.com definition here (and ...
0
votes
0answers
20 views

Historical dividends for all markets and shares?

Is there any service which provides historical dividend data of shares in: US Germany European Union Japan China I search for the historical data of at least the last 20 years, or even more. ...
3
votes
2answers
44 views

Historical Stock Prices of delisted 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 ...
1
vote
1answer
23 views

historical data for analysing pensions

It is my contention that one of the benefits of a pension is that it provides a system for age-averaging. Imagine three people, each born five years apart (say 1960, 1965 and 1970). These three ...
0
votes
1answer
49 views

Where can I get a list of all Stocks that were acquired or went bankrupt

I'm looking for a list of stocks from 2005 - present that were delisted from Nasdaq/NYSE due to being acquired/going bankrupt/going private/etc. Where can I get such data online (free or paid)?
3
votes
4answers
152 views

A calculator that takes into account portfolio rebalancing?

I'm looking for a calculator that takes into account rebalancing when estimating total returns using historical data. For example, I'd input the following into the calculator: I have an initial ...
-1
votes
1answer
61 views

Passive vs. active investing past performance comparison/data?

I am looking for past statistical data how on average active investment (managed by fund manager) compares to passive investment (index) in 10 or 20 past years. I intend to compare the average gains ...
0
votes
0answers
49 views

Get historical list of companies in Russell 3000 index?

How do I get historical list of Russell 3000 companies. I can get the current list here https://www.russell.com/documents/indexes/membership/membership-russell-3000.pdf since the companies in the ...
3
votes
1answer
101 views

Is there any data that shows how diversifying results in better returns than just sticking to an all-stock portfolio?

Assuming that the money invested is not to be touched for decades (so the risk of temporary market downturns is irrelevant in this case), many suggest that you should still diversify your portfolio ...
0
votes
2answers
51 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
votes
2answers
109 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
votes
0answers
21 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
vote
1answer
138 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
votes
0answers
184 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
votes
0answers
40 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
votes
1answer
277 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
votes
0answers
48 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
vote
0answers
51 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 ...
1
vote
2answers
107 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
votes
2answers
342 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
vote
1answer
77 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
votes
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
vote
4answers
279 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
votes
2answers
3k 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
votes
1answer
75 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
vote
1answer
383 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
vote
0answers
80 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
34 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
vote
1answer
84 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 ...
1
vote
0answers
309 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 ...
3
votes
2answers
390 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
votes
1answer
243 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
votes
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
2answers
448 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 ...
1
vote
0answers
403 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
votes
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
vote
2answers
880 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
178 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
543 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
votes
2answers
2k 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
votes
1answer
144 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 ...
10
votes
1answer
5k 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
vote
1answer
157 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
votes
2answers
131 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
votes
2answers
545 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
vote
1answer
184 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
3k 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, ...