Does anybody have a good recommendation on where to get quality historical EOD data for the S&P500 constituents that includes the delisted stocks? I don't believe Quandl includes the delisted and there have been some small errors I have found in the data. Any help would be appreciated. I am looking for 15+years of data at least.
Just realized there is a post with a very similar title to this, regardless I am mainly just looking for some input. I have come across a few different options and don't want to spend a fortune.
> Just realized there is a post with a very similar title You didn't specify which thread -- this may or may not be it -- http://www.elitetrader.com/et/index...-data-for-s-p-500-with-member-changes.218065/
I've put together the constituents list back to 1990 if anybody wants it. Now time to find EOD data for all the delisted stocks.
I reached out to CSIData to see if they have what I need. Does anybody know of any free resources for accessing the historical data on delisted stocks? I have access to Bloomberg and CapitalIQ through school, but it doesn't appear that either maintains historical data on delisted companies.
Hmm, I tried 3 different delisted stocks from the 90's and all 3 didn't have any price data available. Regardless, Zack's has the data through Quandl, so I will probably just get the remaining data I need through there as pulling it in is a little faster than from the terminal. I was in a rush yesterday when I checked the Bloomberg, but I will look again tonight and see on those delisted stocks. Thanks for the input guys.
I can't remember which ones I looked up to be honest. I was looking at a historical SPX constituents list and just clicked on a couple of the ones that I knew didn't exist anymore. You are right though, it could have been a ticker issue. The screen it took me to gave a small amount of data but no price data. I was in a rush to get to work so didn't really dig in, tonight after class I will look again.