Hi, I am looking for historical U.S. stock data for the NYSE, NASDAQ, and AMEX that includes price, volume, and fundamental data going back at least 50 years, which I would use in historical backtesting. Should I contact any other vendors besides Reuters and CSI? I know there is an extensive database at most business institutions (Compustat?) but it is for academic research purposes only. Thanks!
Alternate question: Are there any backtesting programs out there that contain this much data? Does TradingBlox have it?
if you are looking for "best"- then you have to only consider provider,who has the data for delisted stocks too. and those are pretty hard to find(if not impossible). without those stocks your back testing results are not going to be accurate.
Going back 50 years is going is not easy to find, but if 20 to 30 years is ok, check out TC2000 http://worden.com/
Delisted stocks are stocks that are not part of the exchange anymore. In 50 years lots of symbols get inactive, companies merging, going bankrupt, taken private. Most providers do not sell those procies, making it impossible to get like "all companies in the dow" at a certain point in time - because you do not have the prices for all of them anymore.