Can anyone recommend a source of historical data WITHOUT survivor bias?

Discussion in 'Data Sets and Feeds' started by cashonly, Dec 29, 2010.

  1. algoseek

    algoseek Sponsor

    Intraday or EOD? How far back. algoseek has survivorship bias-free historical intraday data that dates back to 2007.
     
    #21     Oct 19, 2020
  2. algoseek_Jeremy

    algoseek_Jeremy Sponsor

    #22     Oct 28, 2020
  3. NorgateData

    NorgateData Sponsor

    Hi cashonly,

    Norgate Data has survivorship bias-free daily data on US stocks back to 1950, Australian stocks back to 1992 and Canadian stocks back to 1990. Delisted stocks are included in higher level package offerings (Platinum / Diamond level), detailed here: https://norgatedata.com/stockmarketpackages.php

    Note that we only provide this on a subset of security types (e.g. Common stocks, ADRs, CEFs, ETFs ETNs are included, but other types including Preferred Stocks, Rights, Warrants are not included).

    In addition we also provide the capabilities for you to backtest on historical index constituent in a survivorship bias-free manner too, with supported platforms such as AmiBroker, RealTest, Python and ZipLine.
     
    #23     Feb 9, 2022
  4. Dicer

    Dicer

    Assume you are talking about US data.

    Norgate data is accurate but expensive and its cost-effectiveness is not the best. I was one of Norgate customers.

    I would recommend FirstRate Data. Its 1-min data has high quality, but I don't recommend its tick data.

    Btw, FirstRate Data>>>Norgate data
     
    #24     Feb 9, 2022