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Ripley
 

Registered: Aug 2004
Posts: 2063

 

04-28-12 12:38 AM

I want to code a custom Stock Screener for myself because I find that majority of the metrics that use are unavailable on most stock screeners. And it is taking me untold labor hours to get to the data points that I really want.

Do you know where I can get access to the historical prices and data for all the publicly listed stocks in the U.S. and how much would it cost me?

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Bob111
 

Registered: May 2002
Posts: 6413

 

04-28-12 01:04 AM

IQ feed? + some third party app to store the data?
custom app(that allow you to store the data in binary format) would be better option,but you might have to pay for their API
what time frame? how far back?

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zgtrader
 

Registered: Nov 2006
Posts: 304

 

04-28-12 01:10 AM

What time frame is important to know.

I have coded a screener for myself. I was using yahoo & google historical data but found too many errors.

I am using TC2000 now for EOD. $25 a month for a year of service. http://worden.com/

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Ripley
 

Registered: Aug 2004
Posts: 2063

 

04-28-12 01:38 AM

I want to have access to historical prices that date back as long as possible, at an affordable price.

I just want the EOD prices.

I believe I could get this for free from Yahoo Finance or MSN money etc.

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kut2k2
 

Registered: May 2005
Posts: 3145

 

04-28-12 01:50 AM


Quote from Ripley:

I want to have access to historical prices that date back as long as possible, at an affordable price.

I just want the EOD prices.

I believe I could get this for free from Yahoo Finance or MSN money etc.

You've answered your own question. EOD data is available for free from Yahoo. I'm unaware of the error issues that zgtrader mentioned, fwiw. I've used Yahoo data in the past for backtesting and had no noticeable problems.

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Bob111
 

Registered: May 2002
Posts: 6413

 

04-28-12 01:52 AM

i have huge data base from QP2. up to 01/01/12(then they went out of business). all stocks,mutual funds,ETF's-everything. splits,dividends adjusted.all fundamental data. literally hundreds of fields. 10+ years EOD data. almost 2Gb. along with their 'manual for SDK, that would allow you to use the data in your application. let me know,if you need it. should be enough to backtest whatever,but on other hand-you probably have to work with something that you can use in the future,if your screener works for you.

Ps-i would not rely on yahoo eod data..real time is good,but not EOD. all burden of adjustments,dividends,splits,reverse splits etc will be on you. huge pain in a**

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