Can anyone recommend an end of day data vendor who has clean data available in ASCII format. I don't need bells and whistles, just quality. This would be for US stocks.
There are a few such vendors like HSQuote out there, but basically what they all do is download end-of-day data from sites like Yahoo! and MSN. There is a little setting up to be done, but it is a pretty cheap one-time purchase instead of a recurring monthly fee. You have to adjust for splits (the program has an option to do this), and do some basic data maintenance. This is much cheaper, and data can have more errors, than a "real" end-of-day data service like CSI. We have found it adequate, and their technical e-mail support is very good. Check them out at: http://www.1free-historical-stock-quotes-downloader.com/
I just released an end-of-day quote downloader that groups securities based on the index they belong to. It automatically checks for new security additions, as well as, those that are delisted. With multi-threading support, it is pretty darn quick. <a href="http://www.piateksoftware.com/quotestk.html">http://www.piateksoftware.com/quotestk.html</a> David Piatek<br><a href="http://www.piateksoftware.com">http://www.piateksoftware.com</a><br>Intuitive Financial Software