Historical Quotes

Discussion in 'Trading Software' started by Elden, Feb 1, 2002.

  1. Elden


    I'm sorry to intrude here, because there isn't really much that I can contribute in the way of conversation on investing. I do have a problem though, and I'm reaching the point of desperation.

    I am a full-time student studying to become a software engineer, but I've always had an interest in investing. One of my "pet" projects is a stock market monitor/analyzer, but I've hit a major stumbling block. I know there are many commercial software packages out there that do this, but I'm not studying programming to use other peoples' software. :D

    At this point, all I would like my utility to be able to do is to take a daily snapshot (open/close prices) of all available stocks. I don't need live data for this. Actually, I'd be happy just to find any source for daily historical open/close prices, even if it were months or years old.

    I did find a list of stock symbols from 1997, and have programmed random fluctuations in price per symbol to test my reporting engine. The problem is though that I can't put much faith in the output without running it on genuine historical data.

    I know there are plenty of lookup tools available online, but none of them seem to offer an entire market snapshot, historical or otherwise. You have to enter each individual stock symbol to get any information.

    I did find some sites that apparently offer what I'm looking for (ascii, downloadable file) as a sideline to their subscription services, but I just can't bring myself to pay $50/month for a host of services that I have neither the knowledge nor expertise to use, especially when all I really need is "yesterday's news" so to speak.

    So, does this mythical beast even exist? Any sightings or rumors out there of whole-market (daily) historical data?
  2. TGregg


    . . . but if you have a current list of symbols you can interact with Yahoo to get the historical daily OHLC and volume for any given symbol. It'd be pretty easy to write some code that could do that (and even check to see if a symbol is valid).

    check http://table.finance.yahoo.com/t?s=msft&g=d for an example.

    Given the wide range of knowledge on this board, I'm sure somebody will have a better answer, though.
  3. Elden


    Thanks TG! I hadn't really considered that option.. I'd have to strip out all the HTML, which might be a slight headache, but at least I could get the data. The only real problem is that as I said, my symbol listing is from 1997, so I'd be missing any new companies since then and querying for companies that have dropped off the market since then as well.

    Thanks again for answering. I'll keep that one in the idea basket just in case something better doesn't pop up.
  4. Notice the 'download in spreadsheet format' option on the bottom of that page.

    Yahoo also has a lists of stocks that currently trade. You can find such lists elsewhere as well.

    Check google for handlers/scripts etc. that might be already out there, that pull such data off of websites. One I found quickly but haven't really checked out is:


  5. Elden


    Yes, it will be much easier to code a parser for the csv format than html.

    Now that looks like an interesting package. Thanks for the link!
  6. Just go to www.tc2000.com and order the free cdrom. You don't pay a cent unless you subscribe to their feed service. If you don't, you still keep the cdrom with decades of historical data for free. It can be exported selectively or en masse to a variety of different formats.
  7. Elden


    Now THAT sounds like exactly what I'm looking for. I can use the historical data on the cd to work the kinks out of my program, and then either subscribe or gather current data from other sources thereafter.

  8. rickty



    Get TC2000. It can be exported selectively or en masse to a
    variety of different formats.

    Do you know of a way to access the quotes? For example,
    say I want to find the closing price of IBM on 2/1/91. I would
    like to do this from inside a C++ program.

  9. I don't know the details, but I know it is possible. I have several third party programs that access the TC2K database through their API. Must be details about a developer's program at the site...