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Old Aug 18th, 2004, 07:40 AM   #7
toe
 
 
Join Date: Aug 2004
Posts: 164
Some time ago I came upon this issue, there was quite a bit of discussion on it at wealth-lab.com. Back then we found that WallStreetCity would allow you to download some delisted stock data in their free historical download. They had to be delisted recently and still trading on OTCBBs. Here are some symbols I downloaded.

ACRTQ ADELQ AMIIQ BHMSQ ENRNQ FDMLQ FNVG GBLXQ MIRKQ RELH THDOQ UALAQ WCOEQ

However as it turns out it is not always necessary to create a watchlist of delisted stocks. Think of it this way, some delisted stocks trade downward in pretty steady fashion before delisting making them easy to judge. What I was really after was a list of stocks with several bad price shocks which I could test against some filters, so I created a script to make a watchlist of stocks which have exhibited a 50% one day price drop in the previous four years. Whether they went on to delisting or bankruptcy is irrelavent. I tested my filters against this list. Nowadays though I simply test filters against the entire market. Some of these stocks at any one time are lining themselves up for bankruptcy, in the 50% drop list I found it's not always the chapter 11 announcement that causes the drop, often the drop happens way before that.


Here is a list of some stocks exhibiting 50%plus one day price drops :-

AAPL ABB ACF ACO AHO ALOY AMIE ARL ARMHY ARO ARTG ASF ASGR AVAN AVN AYE AZPN BCE BEAV BRIO BVEW CAPA CCRD CCUR CGA CHPC CHRZ CKC CLST CNP CNXT COMS CRY CTEC CTXS CWST DAR DKHR DLGS DRTK DVD DYN ECSI EDS ELN ELX ENTU EP EPAY ETS FDRY FFFL FHRX FMXI GES GGAL GNLB GTIV GVHR HBIO HGR HOMS ICN ICPT IDEV ILA IMAX INAP INKP INSM INTI INTV ISIS JILL JWL KSU LEXR LGTO LJPC MAXM MCTR MDCC MED METHA MSN MSTR MSV MWY NAFC NENG NET NETE NEXM NTII NTRO NTSL NUI NVEC OMG OPWV OVTI PCCC PDII PKN PKS PLMD PLXT PMTC PMTR POL PROX PRSF PTEC PTIX PVN PVSW PWR Q QVDX RATE RETK RLRN RMBS ROK ROXI RSC RSTNE RWY SBAC SBYN SEE SEPR SGI SIRI SONS SPM SPRI SRZ SVVS SYKE T TALK TCI TERN TIWI TMR TMTA TMWD TSTN TWW UCOMA UHAEQ ULTI VRSN VRTY VTIV VWKS WFR WGBC WITS WMB WVCM XING XOSY ZOMX
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Old Oct 30th, 2006, 01:35 PM   #8
R0bert
 
 
Join Date: Aug 2006
Posts: 33
Wanted data (at reasonable price) for delisted stocks. Please, recommend data vendor.
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Old Oct 30th, 2006, 02:59 PM   #9
codehappy
 
 
Join Date: Apr 2006
Posts: 24
Quote:
Quote from R0bert:

Wanted data (at reasonable price) for delisted stocks. Please, recommend data vendor.
If you need data for delisted US, Canadian or UK stocks, CSIData carries it, although they aren't entirely comprehensive. For example, back in the old days, to save space they reused ids for some delisted stocks in their database, causing the old data to get discarded. They also didn't carry the whole NASDAQ until the early-90s or so. You'll have to buy a ton of history to get it all.

Are there any particular delisted stocks that you're interested in, or do you need as many as you can get (for backtesting purposes, say)?

To answer the original post in this thread, there's a list of delisted American stocks here:

http://www.codehappy.net/charts/delisted_stocks.txt
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Old Oct 30th, 2006, 03:18 PM   #10
codehappy
 
 
Join Date: Apr 2006
Posts: 24
Oh, and just to clarify, CSI provides end-of-day data. If you need intraday data, I think tickdata.com provides it for delisted stocks as well (I've never dealt with them, so double check with them that they have what you need before you buy anything, of course.)

If you want better data than that -- and you don't want to pay institutional prices for it -- you may need to build the databases yourself.
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Old Oct 31st, 2006, 08:49 AM   #11
R0bert
 
 
Join Date: Aug 2006
Posts: 33
Yes, i need EOD data for delisted stocks to perform tests of some trading strategy (it gives too fine results even with anti survivorship-bias filters on price and volume).

It's not clear for me - How does CSI provide their EOD data. As far as i could figure out they give software and userid to access their online databases, not CD with databases itself. Am i right? Did anybody use their services?

By the way, i've found provider that offers cheap data for delisted stocks, but they're Australian.
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Old Nov 1st, 2006, 02:32 PM   #12
minmike
 
 
Join Date: Sep 2002
Posts: 352
You could just drop any stock that drops below $20 or something like that. That way you stop trading it before it gets delisted. You get rid of it before they do.
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