I'm currently looking at csidata.com and eoddata.com. Here's my requirements: 1) Past 15 years. 2) Overnight updates after purchase 3) all US equities, including companies that have gone tits up. 4) data is provided for splits and dividends, since I'll be computing daily returns. 5) data is provided for ticker changes. The last time I did this, I was a subscriber to Compustat. This time around, I don't have 100k/year to spend.