Strange
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| Total Posts: 1684 |
| Joined: Jun 2004 |
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Any advice on reasonably priced US stock data set that includes defaulted/delisted stocks? I'd prefer for it to include corp. action data adjustments so I don't have to deal with all of that stuff.
Thanks in advance! |
'Progress just means
bad things happen faster.’
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http://www.crsp.com/products/software-access-tools
No idea how much it costs, sorry. I haven't accessed CRSP since I left grad school, but they seem to advertise data for practitioner backtesting. when I used the dataset, it was survivorship free and adjusted for actions.
But if you know a student at a good uni, they should have access. Or, if some enterprising student on this forum wanted to make friends... |
in the words of one such quant ‘were on the whole either less quanted or
not quanted at all’. |
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check out quantquote.com. They are really reasonable and negotiable.
tradingphysics.com will do a custom quote as well.
CRSP is a bit pricey. |
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Strange
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| Total Posts: 1684 |
| Joined: Jun 2004 |
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| I only really need closing prices, not intraday, but quantquote might be what i need. I recall buying a set before, but i can't remember where I got it. |
'Progress just means
bad things happen faster.’
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v510R
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| Total Posts: 99 |
| Joined: Aug 2013 |
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Maybe try CSI:
http://www.csidata.com/?page_id=10
I've never used them, but their sales pages seem to indicate that they do offer delisted stocks (for an additional fee), as well as corporate actions. Their pricing looks pretty reasonable, as well. |
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goldorak
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| Total Posts: 1091 |
| Joined: Nov 2004 |
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| norgate |
If you are not living on the edge you are taking up too much space. |
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| Quantquote.com seems to be a little bit more pricey than TickData.com. Does Norgate provide correct Dividend data? |
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goldorak
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| Total Posts: 1091 |
| Joined: Nov 2004 |
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I don't really care about dividend data, so cannot really tell you.
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If you are not living on the edge you are taking up too much space. |
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re " Does Norgate provide correct Dividend data?"
The answer is yes. Prices can also be optionally adjusted by these (and other) events.
The last option in the settings shown below allows you create a quasi "Total Return" time series:
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