Historical data for delisted companies

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

  1. man


    I have put together a list of all changes that took place in the sp1500 since midnineties and collected data on 90% of all those stocks since 1998. I am willing to share this data, but it is to much to put it for download. Since there is quite some data handling involved, I will not be able to do it earlier than second week of january or so. please let me know whop wants it, I will do my best to deliver.

    Please bear in mind that there are several issues involved when you analyze the data:

    1. split correction
    the data is split adjusted which means that rather successfull stocks can be virtually priced very low a couple of years ago.

    2. dividend adjustment
    the data is not dividend adjusted.

    3. beware that the symbol of one stock can change several times on its route to delisting. we always take the last symbol for this stock for the entire time series.

    #11     Dec 23, 2002
  2. jaan


    #12     Dec 23, 2002
  3. ges


    Now THAT looks like a nifty database, but it is pricey for me.

    I'm also mainly interested in EOD data.

    Is there anything similar to TAQ, but with just EOD data?

    #13     Dec 23, 2002
  4. chs245


    I found the data for Nasdaq on their own site, although a bit burried.... check http://www.nasdaqtrader.com/asp/dl_search.asp Use the day range search for all deletions or additions. You can click on the results to get the history of that ticker. That way, you can also reconstruct ticker changes.....it's a hell of a work. I have only done it for a handfull of a tickers so far.
    Haven't looked for NYSE / Amex data. Will keep you posted once i find it.
    By the way, i like RM Pro, but think the sub price is too steep. I didn't renew my Realmoney subscription this year because i think all the value of RM has migrated to their "special" subscription like RM Pro, Turnaround Letter etc. Can't you get us a good rate for RM Pro :cool: ?
    #14     Dec 23, 2002
  5. Man, I whould be interested in recieving this data base also for the same reasons.
    I assume takeovers whould be included in everyones interest, as they would be delisted companies.
    Thanks: jj_jere@hotmail.com
    #15     Dec 23, 2002
  6. rs7


    If my memory serves (been a while), Value Line, and Depository Trust Corporation are the sources.

    Easiest way to get the info......open a small account with Merrill Lynch, and let the broker do the work for you.

    I used to be one of them. Don't feel guilty.

    #16     Dec 23, 2002
  7. ges


    I looked at this site...very interesting. BUT, it does look like a LOT of work to put together all the info. Surely there is a source somewhere for a complete database that contain all the stocks that have traded over the last n years, even defunct symbols?

    #17     Dec 23, 2002