I want to compute some indicators based on price movements in the component stocks of the S&P 100. I would like to be able to compute these for the past 6-7 years for backtesting. However, some of the stocks that have been removed from the index have merged or otherwise no longer trade under the same symbol. In some cases, the symbol has been reissued to a new company. Is there somewhere that I can find historical EOD data on stocks where the symbol is no longer being used or is being used by a different company now? Some examples include MEDI (Medimmune), G (Gillette Co.), and MAY (May Dept Stores).
If you only care about delisted S&P 100 components up to 6-7 years back, that doesn't sound like terribly many companies. Do you have a list of the companies for which you need data?
The following companies have been delisted, but are available one day at a time from prophet.net (and probably other sources). If someone knows where I could get prices for more than one day at a time, I would appreciate it. I am listing the date each stock was last in the index. MEDI MedImmune Inc 5/31/07 VIA Viacom Inc. 12/30/05 NXTL Nextel Communications 8/12/05 The next list is also available from prophet.net, but does not contain the company name when I ask for historical quotes, so I'm not sure the data is for the correct company. LU Lucent Technologies 11/30/06 HCA HCA Inc. 11/17/06 TOY Toys "R" Us 7/21/05 The following stocks have had their symbols reused, and I have not found a source for historical EOD data. T AT&T (T now shows what used to be SBC) 11/18/02 G Gillette Co. 9/30/05 MAY May Dept Stores 8/29/05 DAL Delta Air Lines (reused by the same company, so it may be available from some sources) 8/18/05 S Sears Roebuck & Co. 3/24/05 ONE Bank One Corp 6/30/04 PHA Pharmacia Corp 4/15/03 I am interested in data going back to about the beginning of 2000 (to have accurate long-term moving averages by the beginning of 2002).
They seem to charge almost real-time data access fees to get historical data. It is definitely not worth it for what I want. It costs $1334 to get access to 10 years of historical EOD data included delisted stocks (and vague restrictions on data access). I want 8 years of EOD data on listed stocks (available for free) and 12 delisted stocks. That might be worth $10. There are several places I have found that will sell an entire database of delisted stocks for several hundred to several thousand dollars. It seems that nobody is selling one symbol at a time. I also haven't found anyone willing to sell just the stocks in DJI, OEX, SPX, NDX, or any other index.
It turns out that the closing prices going back several years are available on the S&P website about the indices. Also, some companies have old data available through their investor relations web pages. AT&T has high, low, and close P&G has close information for Gillette Macy's has a .xls file I haven't managed to open yet for May Delta Airlines does not have historical data for the old stock Sears Holding Co does not have historical data for S JP Morgan Chase does not have historical data for ONE Pfizer does not have historical data for PHA AOL finance has very bizarre historical data. They don't clarify how they adjust their data for splits and dividends. They seem to have historical data for a symbol rather than for a company (so when a symbol changes from one company to another, AOL will give you returns as though your stock had been converted between unrelated companies). Except sometimes their history is for just the current company. Their data seems rather spotty, but I can verify information by checking against the S&P closing prices.