Questions tagged [historical-data]

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

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78
votes
11answers
34k views

Why don't banks give access to all your transaction activity?

In the era of big data, I find it surprising that banks and credit card companies only offer access to a ridiculously small number of transactions - often only your last 180 days, if that. The longest ...
4
votes
2answers
717 views

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 ...
0
votes
5answers
280 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 ...
0
votes
1answer
30 views

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?
0
votes
1answer
74 views

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 ...
2
votes
3answers
136 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 "...
4
votes
2answers
243 views

How has the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index changed with time?

I’m interested in how the country exposure of the FTSE All-World High Dividend Yield Index and the FTSE All-World Index have changed over time (if it has much at all). The index factsheets page here ...
2
votes
2answers
737 views

Splits shown in historic data in Google Finance vs Yahoo Finance

In various discussions it is often claimed that YahooFinance always processes the splits into their historical data, but GoogleFinance does not. I have an example where GoogleFinance calculates a ...
-1
votes
1answer
31 views

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 ...
1
vote
0answers
41 views

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, ...
4
votes
3answers
638 views

What is today's price of €15.000 given 15 years ago?

15 years ago my father gave about €15.000 to a family member in exchange for her share in an inheritance (not materialized to this day). Now this family member has changed her mind and she wants to ...
9
votes
1answer
5k views

Can one see the transactions in the stock market?

Is it possible to see the individual transactions in a certain exchange market (e.g. NYSE) for a certain stock (e.g. GOOG)?
2
votes
1answer
59 views

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 ...
2
votes
1answer
106 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 ...
4
votes
1answer
260 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 ...
-1
votes
1answer
65 views

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 ...
1
vote
0answers
112 views

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 ...
3
votes
2answers
1k views

A calculator that takes into account portfolio rebalancing? [closed]

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 $10,...
0
votes
0answers
50 views

How can I choose an optimal threshold point used in Winsorizing in order to remove outliers?

I have a list of data that comes with outliers. I know there are many methods available to remove outliers or reduce their impacts. In this post I am specifically look at Winsorizing. The question is,...
20
votes
5answers
10k views

Why did gold prices drop in 1981?

Anyone know why gold prices drop by $400 an ounce in 1981? http://www.kitco.com/scripts/hist_charts/yearly_graphs.plx
0
votes
1answer
252 views

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 ...
0
votes
2answers
150 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 ...
0
votes
1answer
84 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 ...
0
votes
1answer
157 views

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

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 ...
19
votes
2answers
41k 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 ...
1
vote
1answer
233 views

Why do some services list an IPO date that is well after historical price data you can find elsewhere?

The IPO date I find for the MMM Corporation is 1/13/1978 (http://www.crunchbase.com/ipo/3m-ipo--e0c82f24). Google Finance has price data going back to that date (http://finance.google.com/finance?q=...
3
votes
2answers
4k views

Historical Stock Prices of delisted company [duplicate]

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 ...
2
votes
3answers
1k 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 ...
10
votes
1answer
8k 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 ...
1
vote
1answer
100 views

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 ...
0
votes
1answer
49 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?
-3
votes
2answers
104 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-...
2
votes
2answers
156 views

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 ...
0
votes
1answer
86 views

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 ...
2
votes
2answers
4k views

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

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 ...
1
vote
1answer
110 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 ...
0
votes
1answer
131 views

Why does adjusting for inflation work?

In my experience, different products change price at different rates. Even household staples such as bread or cleaning products don't change the same at the same time. So, when talking about the past ...
5
votes
2answers
7k views

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

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, ...
-1
votes
1answer
248 views

How to get automated data about a stock symbol? [closed]

I'm running a small stock-analysis program on my local machine. To do the analysis over a large amount of historical stock charts, I pull the data form Alphavantage's API using the curl command below. ...
1
vote
1answer
827 views

How to get historical data for stocks in BSE or NSE exchanges in India? [closed]

For research purposes, I need historical data for the last two years or so of companies listed in the National Stock Exchange of India (NSE) or Bombay Stock Exchange (BSE). I looked around in the ...
1
vote
0answers
103 views

OHLC anomalies on Yahoo Finance's data

While looking at BTC-USD data on Yahoo Finance, I was puzzled by the following: Date Open High Low Close* Adj Close** Volume Apr 06, 2017 1,129.87 1,201.55 ...
1
vote
3answers
1k views

Where can I find the nominal price of a stock prior a split into multiple companies?

Where can I find the nominal price of a stock prior a split into multiple companies? In my case, I am searching the price of Hewlett Packard before it split into Hewlett Packard Enterprise and HP inc....
6
votes
2answers
4k 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 ...
2
votes
2answers
1k views

Adjusted Historical Stock Prices?

I'm currently doing a university project which required historical stock price data that is adjusted for splits and dividends. I need the adjusted open, close, high, and low. However, all sources I've ...
1
vote
5answers
8k 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 ...
2
votes
2answers
886 views

Why is some data missing on google finance for historical quotes

Comparing the data on google finance https://finance.google.com/finance/historical?q=stwd&start=60&num=30&ei=DgUZWqCTBMi2uASdl4u4CQ and on nasdaq http://www.nasdaq.com/symbol/stwd/...
2
votes
2answers
313 views

How to calculate worth of money N year ago from given inflation value

I want to calculate worth of money N years ago. Based on this post, it can be calculated using CPI, but I want to use given inflation value N years ago. It better if I can get reference(s) of formula ...
2
votes
1answer
2k views

Adjusted vs Unadjusted Close price

I have written some code that retrieves the "Close" and "Adjusted Close" price for all the funds available to me via my employers 401k. The code grabs the prices monthly all the way back to 2000 (or ...
2
votes
1answer
207 views

Quandl financial data : unexpected dividend [closed]

I'm using free Quandl financial data to reproduce a view of S&P 500 Dividend Aristocrats. What is important for me is not the result (we can get the list on the internet for free) but I'd like to ...
4
votes
3answers
249 views

Calculating worth of money at different times

I have seen some documentaries mentioning some amount of money in a particular year and then telling how much would it worth today. One such example is on the Wikipedia page of Pablo Escobar, which ...