Creating a historical quotes database

Discussion in 'Data Sets and Feeds' started by MrGoodwill, Jul 24, 2008.

  1. Greetings,

    I'm looking to create my own database with historical quotes of stocks traded on AMEX, NYSE and NASDAQ and major indexes. I'd like to create this database in order to make queries on it for my own knowledge. Does anyone know of any resource out there that would grant me access to all historical stock and index data since say, 1994? (or maybe even 2003, I'm not too picky as long as it's 3+ years ago). I realize that there's probably paid services out there, but since I'm still just starting out, I'd like to keep my expenses low and build my own tools for now.
  2. Euler

    Euler has this; look under "historical prices".
  3. Euler


    ... and has it, too, under "historical prices".

    But is that what you're after? If so, I would find it surprising that you didn't come across these yourself...

    Have fun.
  4. BillGreen


    Does anyone know where to get historical quotes for futures markets?

    If so, do you know how rollover data is handled - i.e. when sep expires and dec becomes front month?
  5. Xuanxue


    I've always understood it that the front month begins the Thursday before the third Friday of the month the forward contract expires and the data in that five session period, as to where it is historically logged, is determined by which forward contract is more liquid. Thankfully the next forward contract is nigh never as liquid as the present one; per obvious headaches in spread differences.

    I may have that all wrong, the memory isn't what it used to be.

    Anyway, these guys have historical daily data to 1980 at $20 a symbol (minimum $50 purchase lol):
  6. BillGreen


    I basically need the data to test some simple ideas.

    I have used the trade station data view window to dump out data, however i don't have access to all the markets.

    Also, I tried to use EZ language to test historical data, but I'm not a programmer (I can play with an excel spreadsheet - that's about it). And I don't have big bucks to spend on consultants.

    I searched and found a few people willing to help program ideas, but most are pricey and they don't supply the historical data.

    I want to program a simple thing:"if we make three higher highs and then on bar 4, we close below the lowest low of the previous 3 bars, get short for 10 bars". I need someone to program that idea and then give me the results. Doing it manually is too hard.

    One guy I found in this forum (or girl) includes the data (I'm sure it would be priced in though) and a hefty fee (hourly) to produce the results.

    You can find helpful stuff, but you have to dig around. I have spent hours looking for someone to program this simple idea. I found some programming tips at

    There was another site that offered a consultation - the problem is it's email -based (no phone number was supplied) - I may give it a try, as the assessment is free. I found that site at after much searching around.

    I'm guessing I'll need to supply the back data there, too. Nothing is free!

    Thanks again for the post reply . I'll check out the data supplies.