Any data source with EOD history of dead/inactive stocks & carries CUSIPs?

Discussion in 'Data Sets and Feeds' started by pbanerjee, May 31, 2013.

  1. 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.

  2. The best is CRSP but i think there is a delay in getting data as its thoroughly scrubbed.
  3. If I'm not mistaken, CSI should have a commercial subscription that meets your requirements.

    Hope this helps
  4. 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).
  5. Thanks, but I am mainly interested in EOD data and QuantQuote may be reasonable for HFT data, but for my purpose expensive.