how to get CLEAN dividended/split adjusted price?

Discussion in 'Retail Brokers' started by njrookie, Nov 24, 2009.

  1. njrookie


    I am currently using IB, which only provides unadjusted price.

    Yahoo has adjusted closig price, but has lots of missing tickers.

    Google finance offers unadjusted price only.

    I need to be able to download the adjusted price daily to run some analysis (mean reversion/stat arb type time serious analysis) and would greatly appreciate any leads and suggestions.

  2. ecritt


  3. njrookie


    I thought CIS Data also feeds Yahoo, which has problems. I guess I will call and find out.

    Thanks for sharing the information.

  4. njrookie


    the search continues.

    CSI data has lots of fixed income securities missing. Not good.

    Any suggestions?

    Reuters? Bloomberg?

    Anyone with experience with those more "professional" dataset.

    What I need is relatively simple:

    1.equity/etf/closed end fund/ADRs/preferrred stock traded at NYSE and Nasdaq

    2. daily closing price

    3. adjusted for split and dividend

    any help or suggestions will be greatly appreciated.

  5. ecritt


    Please give an example of one of the missing fixed income securities.