Historical data for delisted companies

Discussion in 'Data Sets and Feeds' started by chs245, Dec 17, 2002.

  1. chs245

    chs245

    Does anyone know where to find the share price of a delisted stock :confused:
    It seems that all major sites delete their records for delisted securities.

    Any help much appreciated.

    Oliver
     
  2. man

    man

    which companies do you need?
     
  3. chs245

    chs245

    of all nasdaq bankrupt companies in the last 4 years (very long list)
    LVNTF
    TMEIQ
    TMEWQ
    EDBR
    EDBRW
    PTRN
    NWCAQ
    SIRNQ
    SIRNQ
    FCPYQ
    PRTMQ
    HMARQ
    GDCOQ
    GDCUQ
    GDCWQ
    GDCZQ
    EGEOQ
    IRIQE
    ICOFQ
    FEETQ
    ABTXQ
    BIGXQ
    TOWRQ
    CNDPQ
    CNDSQ
    GCLIQ
    TWFC
    FACOQ
    RBDSQ
    KTTEQ
    TRINQ
    MICAQ
    FGCIQ
    TCMSQ
    GSTXQ
    PAGE
    ALYNQ
    TRNDQ
    STROQ
    INYYQ
    CMDCQ
    AHTQE
    PAUHQ
    LHSEQ
    QTRAQ
    ICGXQ
    MTLM
    TDRPQ
    USBCQ
    PGEXQ
    NATWQ
    PNVNQ
    ATPCQ
    CCLNQ
    CCLWQ
    BRADQ
    QSYSQ
    CAVNQ
    MDCM
    CLCXQ
    NPNTQ
    LUXYQ
    WSIIQ
    HSTRQ
    ETYS
    KVCOQ
    CYCHQ
    AHWYQ
    MYTNQ
    ESPIQ
    AVTMQ
    BOLD
    MCLLC
    WCIEQ
    USITQ
    MRCQE
    ADTQE
    UTCCQ
    WLNK
    SLEEQ
    QKKAD
    SSET
    BATQE
    TSCQE
    JOREQ
    CLBRQ
    MAXIQ
    BPAOQ
    ARVXQ
    WBVN
    AMMBQ
    TSIXQ
    ICCXC
    EGGSQ
    MBNEQ
    FTRQE
    AMESQ
    PMORQ
    TLXFQ
    PMRWQ
    RWKSQ
    HMTTG
    CGGIQ
    HCENQ
    ABCRQ
    IBEMQ
    FTMTQ
    AMCVQ
    AMVPQ
    ANCQE
    VVVQE
    CLSCQ
    NTKKQ
    ATGQE
    BROAQ
    VMIXQ
    NESCQ
    NVNW
    HMGCQ
    LUMTQ
    XEIK
    FOURQ
    BYNDQ
    QUSTQ
    QUSWQ
    JCBGQ
    JCBSQ
    NPLSQ
    NSPRQ
    FLCGQ
    IFLWQ
    IFLYQ
    ABIZQ
    SMCXQ
    MCLDQ
    MCLPQ
    CCEQQ
    ATHYQ
    ZAPPQ
    GRLLQ
    SHELQ
    BIGTQ
    FTHLQ
    VRSAQ
    SCNTQ
    GTTLQ
    MCPEQ
    MCWEQ
    WCOEQ
    ITCDQ
    CFWEQ
    ITXIQ
    ATISQ
    PROEQ
    UACAQ
    SITEQ
     
  4. man

    man

    what shoudl the data be like? dividend adjusted? if yes relative or absolute? split adjusted?
    it would take some days to get that done, since we have currently many things going on, and I am not sure if we have all the stocks but I think we can help at least a bit.
    g
     
  5. chs245

    chs245

    I'm trying to make a study on share price performance around delistings and bankruptcies (the UAL experience has inspired me :D ).

    I'm currently trying to look up delisting dates, notices and bankruptcies filings. If you have any idea which source I could use for that, pls let me know. For bankruptcies, I have found bankruptcydata.com very valuable.

    I'm also looking for the share prices of the respective companies, pre and post delisting from Nasdaq. Most of the time the companies move to the BB, where historical data is not readily available. If you have any data (dividend or split adjusted does not matter), I would appreciate if you could send it to me.

    Regards,
    Oliver
     
  6. man

    man

    I have majority of the data. I will mail first part of it to you - allright?
     
  7. ges

    ges

    I'm also looking for a complete historical stock database.

    I've been doing systems develpment and testing for several years, but have begun to worry about the test results because the database I use (QuotesPlus) does not include symbols that disappear for various reasons.

    Does anyone know of a stock database that includes symbols that have traded in the past, but are not currently trading?

    Seems to me this would be essential for testing systems over many years. Otherwise survivorship bias could be deceiving the system.

    gs
     
  8. Vishnu

    Vishnu

    What's funny to me abt this thread is that I also have wanted to obtain this list. but only in the past few days. In fact, I came to elite trader today to create this thread myself only to find its been created. Could it be we're all trying to develop the same system? And the fact that its at end of year - is everyone trying to do some sort of end of year rebalancing based on low-priced stocks? And clearly, current indices would leave our systems with too much survivorship bias.

    I've hunted for the data in a variety of places:

    a. bankruptcydata.com (seems like a start).
    b. russell.com (looking for deletions of the russell 3000)
    c. valueline.com (look for deletions to the valueline 1500).
    d. nasdaq.com

    Nothing is on these sites presumably because they charge. I've sent emails inquiring. For the guy who posted the BK Nasdaq companies for the past 4 years - THANKS!!! Do you have NYSE and AMEX as well?

    Shameless self promotion - check out my stuff on Real Money Pro. I'm not a TA guy but I like to combine fundamentals/pure price action with statistics and I do a lot of testing of data.
    -James
     
  9. Vishnu

    Vishnu

    This is a great list but I think there is some survivorship bias here.

    a. are you including companies that were first delisted before they filed for bankruptcy?

    b. are you including companies that have gone from Chapter 11 to Chapter 7 and completely liquidated. In other words, are you only including the stocks that are still trading? As an example. XCED used to be on Nasdaq then went BK after moving to the pink sheets, then disappeared.
     
  10. ges

    ges

    The system I'm working on buys stocks that are at extreme oversold levels. Needless to say, I really worried about the effects of survivorship bias on this kind of system.

    If you come up with something, could you let the rest of us know? I continue my search...

    gs
     
    #10     Dec 22, 2002