Registered: May 2011
01-07-12 06:30 PM
Happy New Year.
I am writing to see if you can help me find a very specific financial platform / database. To date, I know of CRSP which provides daily as well as intraday prices but I am looking to interact with stock market data directly. Ie, not through Excel or SAS or MatLab, but through an SQL (or alternate) interface.
Basically I want to query stock market scenarios. For example, simple cases of interest:
select company names that have dividends
select time(s) when stock X dropped 15% over a 1 month interval
select company names that have a debt ratio over 50%
I am looking to quickly query the past and ascertain what occurred from a given event going forward. Whether the going forward represents the next day, week, year, etc. All dynamic.
Currently I have only come across stock screeners which output stocks that meet certain criteria today. Not only am I looking to extract these companies on past data, but also retrieve the respective returns of the companies.
Has anyone come across such a platform / database ?
Please let me know if any concepts must be clarified. Appreciate the help.