7

How do I look up the exact price of a stock at a certain minute in history?

For example, I am trying to find out the price of Facebook shares on the 18th of May 2012 at 11:34 Eastern time and on 30th May 2012 at 13:21 Eastern time. How do I do that?

2

On 2012/05/18 at 15:34:00 UTC (11:34:00 EDT) FB was in chaos mode. The most recent public US trade at that moment was at $40.94, but in the next one second (i.e. before the clock hit 15:34:01) there were several dozen trades as low as $40.76 and as high as $41.00.

On 2012/05/30 at 17:21:00 UTC (13:21:00 EDT) the most recent public US trade for FB was at $28.28.

  • 2012/05/18 was the first day that FB was traded in the market: hence, the chaos. – Ben Miller - Reinstate Monica Jul 24 '15 at 4:52
  • Where does this information stem from? – aoeu Jul 28 '15 at 10:16
  • @poitroae See the other answers to this question. – dg99 Jul 28 '15 at 17:16
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You'd have to buy that information.

Quoting from this page,

Commercial Historical Data

Higher resolution and more complete datasets are generally not available for free. Below is a list of vendors which have passed our quality screening (in total, we screened over a dozen vendors). To qualify, the vendor must aggregate data from all US national/regional exchanges as only complete datasets are suitable for research use. The last point is especially important as there are many vendors who just get data from a couple sources and is missing important information such as dark pool trades.

They offer some alternatives for free data:

Daily Resolution Data

1) Yahoo! Finance– Daily resolution data, with split/dividend adjustments can be downloaded from here. The download procedure can be automated using this tool. Note, Yahoo quite frequently has errors in its database and does not contain data for delisted symbols.

2) QuantQuote Free Data– QuantQuote offers free daily resolution data for the S&P500 at this web page under the Free Data tab. The data accounts for symbol changes, splits, and dividends, and is largely free of the errors found in the Yahoo data. Note, only 500 symbols are available unlike Yahoo which provides all listed symbols.

And they list recommendations about who to buy the data from.

2

An alternative to paying thousands of dollars for historical prices by the minute:

Subscribe to real time data for as low as USD$1.5/month from your broker, then browse the chart.

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