Stock market historical data

Question

I was surprised not to find a similar question here. But what are the best sources of stock market daily (weekly, monthly) prices for all listed companies in a given market?

Google Finance, Yahoo Finance grant limited access via API. But since the question concerns historical prices, perhaps, are there more friendly ways to get it?

Answer 1

There are many good resources described in the comments to your question (1 & 2). One that combines many different types of financial products and has some open access is Quandl.

• Data browser tool

• API documentation

Quandl provides a single easy-to-use API for stock prices and fundamentals. Coverage includes end-of-day prices, harmonized fundamentals, key financial ratios, earnings estimates, analyst ratings, price targets, indexes and more.

The API comes with 3 levels (1 open/free, 2 paid). The open level is based on community maintained data (details).

End of day stock prices, dividends and splits for 3,000 US companies, curated by the Quandl community and released into the public domain.

History to 2004.

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In addition to Quandl, I've also had a good experience using the Markitondemand API (documentation). Their interactivechart endpoint can give you historical data.

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If you use programming languages like Python or R, you can automatically integrate historical data via the public feeds (i.e yahoo, google, quandl).

Python Quandl module

import Quandl
mydata = Quandl.get("NSE/OIL", authtoken="your token here")

R Quandl example

library(tseries) # Loading tseries library
mtgoxusd <- read.csv('http://www.quandl.com/api/v1/datasets/BITCOIN/MTGOXUSD.csv?&trim_start=2010-07-17&trim_end=2013-07-08&sort_order=desc', colClasses=c('Date'='Date'))

Answer 2

hebbut offers historical stock data that gets updated daily. From the site:
"Various basic stock data. (This is an older export/dump - up to june 2010 - of our v1.0 database tools: it's OHLC+V data for the EuroNext/Amsterdam stock exchange as far back as possible for the entire range of AEX/AMX/AScX stocks, stored in a Microsoft Excel file)."
http://hebbut.net/stock-data.html

Answer 3

The TORQ database is a database of all data related to a random sample of 144 companies from NYSE, for the dates 1990-11-01 to 1991-01-31. In contrast to other databases, it includes not only prices but also buy and sell orders. Unfortunately it is in old DOS format, so you'll need a tool such as DosBox to handle it.

Answer 4

I can suggest you algoseek. They provide historical data for stocks, ETFs, and ETNs from 2007.

Also, they offer different kinds of datasets (tick data, daily OHLC etc).

You can browse their products list on their website, also, there you can find samples and documentation per each dataset.