Many data vendors offer EOD data going back 15-20 yrs. Can anyone recommend a source for EOD securities data going back much longer (1950~), ideally split-adjusted and (most important) including delisted stocks?
Yahoo offers data going back as far as there is for a given security. Also, on Download.com, there is an app that will do all this for you, and its free to boot! http://www.download.com/Yahoo-Historical-Quotes-Downloader/3000-2066_4-10427065.html
that's very helpful, thanks. It seems Yahoo does not show delisted securities though, so it's a first step. Eventually, I'm looking for a data source that includes delisted securities as well, in order to avoid survivorship bias.
The CRSP database from the Univ or Chicago. A product called MarketQA from Quantitative Analytics. A product called Unfair Advantage from Commodity Systems Inc. Ford Equity Research Database from Ford Equity Research. A company called Global Financial Data. The Factset database, maybe?