Hi, I'm looking for a data source for US stocks for historical back testing of strategies. My main interest is for EOD data. To avoid back testing bias, I would like to get a database that has 1. coverage of dead/inactive historical stocks EOD prices 2. an associated corporate action history / security master 3. CUSIPs so that I can link it to another database 4. Has a data feed like service, e.g. FTP site from where I can download a few files everyday I tried calling esignal and a few other vendors, but most didn't get it when I asked if they carried dead/inactive stock price data or CUSIPs or security master. Esignal sales rep on the phone told me that they definitely don't cover dead securities. please note: I'm not looking for the cheapest solution, but a good retail solution. Preferably less than 5k annually for all the 4 features above. Thanks.
If I'm not mistaken, CSI should have a commercial subscription that meets your requirements. Hope this helps
You can also try QuantQuote, they have subscription services within your price range and do handle delisted/dead symbols properly so you can do survivorship bias free testing. They also have CUSIP although they have their own proprietary identifier which is the default (and which I think is much superior to CUSIP).
Thanks, but I am mainly interested in EOD data and QuantQuote may be reasonable for HFT data, but for my purpose expensive.
Premium Data has active and delisted US stocks from 1950. Dunno if they have the CUSIP numbers. http://www.premiumdata.net/