I am looking for at least 5 years worth of historical price data for Canadian stocks. Preferably accessible via a REST API similar to Polygon.io, or via CSV downloads. The price data does not have to be real-time. I am fine with delayed data, since I am mostly interested in historical price data. The data MUST include delisted stocks. Any historical data set that excludes delisted stocks is useless for my purposes.
Hi Timothy, Norgate Data offers extensive historical data on a daily level for Canadian stocks, back to 1990 including delisted stocks. Data can be optioanlly adjusted for capital events, special dividends and ordinary dividends and you can output to CSV (and other) formats. For higher access levels (Gold and above), we provide various cash commodities priced in USD and CAD, economic data and FX data versus CAD. Gold provides a 20 year price history for current-listed securities. At the Platinum level we extend this to provide historical back to 1990, and this also incorporates delisted data and historical index constituents. For additional capabilities, we have integration with backtesting/analysis software that also gives you capabilities to incorporate historical index constituents. For Canada we have researched S&P/TSX 60, Composite, Small Cap and Dividend Aristocrats, plus have derived the MidCap too. Our data represents "consolidated" trading - that is, it incorporates trading from all Canadian trading exchanges and trading venues. Canadian data is updated on an end-of-day basis (i.e. after market close). Pricing is here: https://norgatedata.com/prices.php Subscriptions are available on a 6 or 12 month basis, with a 12 month subscription having a discount. Details about coverage are on this page: https://norgatedata.com/data-content-tables.php Historical index coverage (at the Platinum level) is here: https://norgatedata.com/data-content-tables.php#cahics A free trial is available, which is basically at the Platinum level but is limited to the past two years of data: https://norgatedata.com/freetrial.php
Hi Tim, We also offer Canadian stocks in real time, delayed or end of day accounts. This data includes all de-listed stocks. We offer a proprietary compressed format that delivers tick data but we offer free tools to extract bar data in any time frame you like. If you would like to know more about our solutions you find them here: https://www.nxcoredata.com/ You can also reach out to us at sales@nanex.net
Is your price data adjusted for stock splits and dividends? Does the data include TSX Venture stocks?
Yes - you can adjust for both stock splits and all dividend types, but you also have other adjustment options too: Yes it includes TSX Venture. Our exchange coverage for Canada is complete, and has the following exchanges: TSX TSX Venture TSX Venture NEX CSE NEO (now owned by Cboe, so expect a rebrand in the future) We also track any securities that shift from one listing venue to another and automatically incorporate that change of venue into your database to maintain a complete data set.