Questions tagged [historical-data]

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

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What is a good API for accessing historical options chain data [closed]

I'm looking to analyze historical options chain data for backtesting an algorithm. I don't mind paying. Are there any services that offer this data?
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9 votes
2 answers
982 views

Is it routine for historical stock price data to be revised?

I noticed that the price history of AT&T stock (T) prior to April 11, 2022 is about 25% lower today than it was a week ago. That is to say that when I click on my favorite financial websites and ...
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3 votes
1 answer
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Historic Forex Rates - why are they different and what's the source of truth

I am looking for historical FX data. During the course of my research, I've found that various free providers don't seem to agree on the numbers. For example, searching for USDGBP rates on Friday 30th ...
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2 votes
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What could possibly explain this minor data difference from my bank? [closed]

Half a year ago, I logged into my bank's website and fetched all transaction records for my account as far back as it allowed me, which meant down to the first day of 2009. Saved as CSV file. For ...
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1 vote
1 answer
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Are there publicly available data to demonstrate the predictive power of credit scores?

Credit reference agencies assign and distribute a credit score for individuals based on their financial behavior. The implication is that this score has predictive power, such that an individual with ...
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Where can I find the stocks online/offline data? [closed]

I have 3 questions: 1- Where can I find the historical data of stocks and cryptocurrencies, etc. as .CSV file for free? 2- Where can I get online data of stocks/cryptocurrencies for free? I mean a ...
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2 votes
1 answer
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Cryptic data coming from tiingo [closed]

I am trying out tiingo API and made the following call: headers = { 'Content-Type': 'application/json' } requestResponse = requests.get("https://api.tiingo.com/tiingo/daily/aapl/prices?...
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2 answers
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How home prices behaves during and after great inflation 1970s in USA

Is there any chart/data or research on average home prices during 1970s in USA in big cities (NY, LA etc.). I'm particularly interested in average price per square meter between 1970 to 1985.
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1 answer
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Searching for stock risk measure where a value of around 15 is fine

I am reading through some stock analysis documents (unfortunately they don't seem to be available online). They calculate something that they call "risk". For Amazon stocks its around 18 (...
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How to find information on bond buyers?

To better assess my bond investments, I want to see what institutions are buying US treasuries in the auctions over the last three months. Just want to see if there is any change in the composition of ...
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0 votes
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Why i have different historical prices of AAPL between Quandl and Yahoo Finance? How should I behave in cases like this? [duplicate]

I'm a programmer and recently I'm approaching to the world of trading. Now I'm attempting to obtain historical data of AAPL. This is code for obtaining historical data from Quandl: import datetime ...
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1 vote
1 answer
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How to Calculate S&P Monthly Average Closing Price?

When I look at monthly S&P 500 prices at a site such as Multpl, they state "all prices are monthly average closing prices." e.g. https://www.multpl.com/s-p-500-historical-prices/table/...
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2 votes
1 answer
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Why do some dates not have any data on the Federal Reserve historical currency data?

Example: https://www.federalreserve.gov/releases/h10/hist/dat00_al.htm Some of the days, such as 12-Nov-01, say ND instead of a price. I assume that this means "No Data", but it's not ...
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3 votes
2 answers
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Why are there so many glitches in stock market (equity) data?

In a recent question (Were the shareholders of ZTNO (Zoom Technologies Inc.) just hustled?), I asked about an equity (stock) that appeared to suddenly go to zero. Other community members helpfully ...
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1 vote
0 answers
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Earnings coverage calculation confusion

I am working my way through security analysis by Benjamin Graham (sixth edition) and have come across some calculations that do not make sense to me. This is the paragraph that precedes the data that ...
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9 votes
7 answers
3k views

How much should retail investors spend on financial data subscriptions?

Retail investors can subscribe to financial data portals such as Morningstar Premium, Yahoo Finance Premium, Value Line, etc. Is there a general guideline on the maximum amount one should spend on ...
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5 votes
1 answer
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If one were to have invested in a 1920 German index fund, when would they have recovered after 1930-40 devaluations?

So I have seen a question recently about safe investments (govt bonds etc), and someone said index funds were safer over a 30 year period, because you would be losing to inflation with the current low ...
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1 answer
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Schiller Stock Data

I was analysing the data provided by Schiller (http://www.econ.yale.edu/~shiller/data.htm). On the first row (year 1871) the value for CPI index is 12.46. Anyone know the source of this value? I ...
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2 votes
1 answer
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Interpreting ETF historic data

I'm trying to wrap my head around ETFs and am looking at various metrics to compare and trying to understand them, but I'm having some troubles to interpret them. To understand the characteristics of ...
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1 answer
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Washington Gas Light Company serial preferred stock $5.00 series [closed]

Where can I find the historical price of this preferred stock, especially for May 2020.
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1 answer
143 views

Calculating Sharpe ratio for my trade strategy

I've been analyzing NIFTY 50 with some basic trading strategy where I come in and out of trade continuously. The time frame I'm testing my strategy is 7 years. I'm unable to understand how to ...
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0 votes
1 answer
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Historical stock price of Anadarko Corporation Jan. 8 and May 26, 1983 [duplicate]

I am looking for the common stock price of Anadarko Corporation for January 8 and May 26, 1983. Can anyone help?
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2 answers
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Are there full price graphs of currently traded stocks? [closed]

If so, where are they? Robinhood limits graphs to 5 years and TD Ameritrade limits them to 3. I am interested in finding full data of stock prices from the start to now. I am investing in the Dow ...
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1 vote
1 answer
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USA average salary, historical data 1930-now [closed]

Is there a historical data for average salary in USA, maybe not very precise, starting ideally from year 1930? Any type of salary, before or after tax, and any average - mean, median would be ok. P....
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0 votes
1 answer
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Why did the VIX trade for so much around Q4 2011?

It looks like the TVIX in 2011 was trading at some unimaginable prices. $2B USD? Marketwatch has these same numbers. Were these numbers real? How? This seems like an amazing bit of trivia from ...
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21 votes
5 answers
4k views

History of marginal-rate taxation in the US

I recently came across an article that made me think about marginal tax rates in the US. Specifically, in the fourth paragraph there is the statement: He once asked me to explain to her that if she ...
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1 vote
2 answers
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I have old stock certificates in Antares Resources Corporation. Does this old stock have any value?

I have a Common Stock certificate for 310 shares of Antares Resources Corporation issued March 24, 1997. The corporate seal shows a 1958 date. I believe the company changed its name and ticker symbol ...
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24 votes
2 answers
10k views

Did Johnson and Johnson really pay a 25% quarterly dividend in 1978?

I looked through some of the old Dow Jones stocks for a project I'm working on and found some inconsistency with JNJ stock. For a share price of $1.66 they appeared to pay $0.42 in quarterly dividends ...
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0 votes
1 answer
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How to interpret returns on index funds

I don't quite understand how investing into index funds works, or how to interpret the average historical returns. Let's say that, 10 years ago, I decided to invest $30,000 dollars at the end of each ...
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4 votes
2 answers
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What kind of stocks were commonly traded in the 70s?

I'm doing a school project on four fictional people who are about to retire in 2020 and have worked since 1975. Three of them consistently invested $1,000 per month (adjusted for inflation) into ...
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0 votes
5 answers
415 views

Why is interest paid on the outstanding amount instead of the whole amount of a loan?

For a large proportion of loans, why is interest paid on the outstanding amount instead of the entire amount of a loan? For example, for a 100.000 loan with a 10% interest, basic logic would imply ...
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Historical Data For Options? [closed]

Is there a site where I can get historical options data? Where I can see what the price of a particular option was several days ago?
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0 votes
1 answer
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Where can I get historical stock data from different companies from the 70s to today [closed]

I'm trying to calculate what a person would have earned if he invested all his savings into random stocks until retirement from 1975 to today. Basically I just a need a set of stock market data that ...
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2 votes
3 answers
160 views

Over what time frame should we evaluate whether an active trading strategy is successful?

I have been playing around with some different active trading strategies by looking at historical stock data. However, I am running into some difficulties in how to define whether a strategy actually "...
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-1 votes
1 answer
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UK FTSE Sector Indicies Data [closed]

I am trying to find an on source of FTSE ICB indicies from which I can download historical and current data from. for example I can view the current value of such indices here but I want to also ...
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1 vote
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Daily spread measure for products in crypto exchanges?

I'm now trying to trade in crypto, and I want to get a measure of the liquidity of products listed in exchange. Trading volume is a good measure, and easy to obtain. Spread is also a good measure, ...
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2 votes
1 answer
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How can I view a portfolio's historical performance? [closed]

I have a premium Morningstar subscription. It provides a wealth of information and is mostly enough for my information needs. I'm able to create portfolios and watchlists, and watch their performance ...
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2 votes
1 answer
616 views

How can I get the historical data of stocks being ranked in Zacks Investment?

I am looking at Zacks Stock Market Research web site and it has rankings for stocks like 'Sell', 'Buy', 'Strong Sell', 'Hold' etc. I would like to retrieve historical data of the stock rankings going ...
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4 votes
1 answer
267 views

How many ETFs have been closed so far?

I am thinking about investing my money in an ETF as they seem to be a relatively safe way to invest money over a long term (~20 years). However, I don't like the "seem to be". Are there numbers on ...
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-1 votes
1 answer
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mean vs current values to compute indicators

First time writing a question here! I'm creating a simple bot to trade with stock. It uses indicators such as Moving Averages or Bollinger bands to evaluate the price of the stock and decide whether ...
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1 vote
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What were quarterly values of the MSCI "WMA Private Investor Income Index" (TR) for the last 5-6 years?

In the UK, the WMA indices are quite popular with "wealth management" types for benchmarking performance of clients' multi-asset portfolios. I'm interested in finding the historic values of the WMA ...
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0 votes
1 answer
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Flat lines in candlestick charts

I'm creating software that will perform technical analysis on stock data. I'm using single day sessions. I've noticed data where the open, close, high, and low prices are the same. When I pull these ...
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530 views

ExxonMobil stock before fusion in 1998

I was looking at the stock time series of ExxonMobil (traded as XOM) on Yahoo Finance and I noticed that it starts from 1962, while the IPO was in 1978 and the fusion of Exxon and Mobil took place in ...
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0 votes
1 answer
196 views

CAT & ILS Bonds/funds [closed]

I'm constructing an portfolio with the objective to diversify as much as possible. I would like to include securities that are uncorrelated with the financial markets. The last few days I've been ...
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0 votes
1 answer
58 views

Complete list of US Public and Private Companies by Sector [closed]

Where is the best place to go for a free public data set of all US private and public US companies by industry or sector?
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-3 votes
2 answers
116 views

If financial data is distributed by the markets themselves, can market owners manipulate it and change the prices?

In the book of Quantitative Finance by Schmidt, on page five it states: "Some financial markets are organized in exchanges or bourses (e.g., New York Stock Exchange (NYSE)). In other, so-called over-...
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2 votes
2 answers
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How can I predict future value of annuity given historical data points and using regression?

I have a retirement fund into which I make regular deposits, however the deposits vary to some extent in size. Furthermore, the growth of the account is also dependent on stock prices. I am tracking a ...
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1 vote
1 answer
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Where can one download monthly index fund prices from the deep past (40+ years) until today? [closed]

In the Four Pillars of Investing (2002), p. 119, William Bernstein suggests that a portfolio divided 50/50 into the SP500 and EAFE indexes (respectively US domestic and foreign stocks) and rebalanced ...
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1 answer
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Why MSFT Earnings Release FY18 Q4 is missing in the SEC filings?

I was checking the validity of the data of some fundamental data provider and used MSFT as an example. I was surprised that it doesn't have the latest MSFT Earnings Release for FY18 Q4. The published ...
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1 vote
1 answer
431 views

how to interpret DukasCopy historical 'Ask' data

I am downloading Forex historical data on USD/CHF (1Minute chart) from DukasCopy, which contains columns Open, High, Low, Close, Volume I've just recently learnt how the price works - through the ...
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