Hello there, I've been doing quantitative trading trading on futures since many years and now I'd like to explore the stocks market as well. I'm looking for the best historical data provider in order to feed my strategy back-tests. The minimum requirements for the data are: at least daily figures with OPEN, HIGH, LOW, CLOSE and VOL the data should be survirvorship bias free, meaning that all delisted stocks should be included and visible split and merges information should be included 10 years or more Please help. Thank you!
TradeStation has real good historical charting going back as far as 50 years. You can capture and export to a CVS file the daily or intra-day open/close/low/high/volume.
Thank you, but what about the split/merge adjustments and suvirvorship bias free requirements? Are they managed by Tradestation?
Lower cost than csi is reuters datalink. https://www.metastock.com/products/data/ Data is automatically corrected when in error. The datalink software has just been rewritten.
If you want to include fundamental data, Portfolio123 is a great option. It uses the compustat database, and includes delisted stocks.
Thank you, but what about the split/merge adjustments and suvirvorship bias free requirements? Are they managed by Tradestation? Corporate events like splits are not in the raw data that can be exported. You could plot some of the corporate events onto the charts with TradeStation. As far as survivorship bias they do not have charts of stocks that are no longer listed on the exchanges.