Looking for a dynamic SQL interface - Any assistance?

Discussion in 'Strategy Development' started by bscully27, Jan 7, 2012.

  1. Happy New Year.

    I am writing to see if you can help me find a very specific financial platform / database. To date, I know of CRSP which provides daily as well as intraday prices but I am looking to interact with stock market data directly. Ie, not through Excel or SAS or MatLab, but through an SQL (or alternate) interface.

    Basically I want to query stock market scenarios. For example, simple cases of interest:
    select company names that have dividends
    select time(s) when stock X dropped 15% over a 1 month interval
    select company names that have a debt ratio over 50%

    I am looking to quickly query the past and ascertain what occurred from a given event going forward. Whether the going forward represents the next day, week, year, etc. All dynamic.

    Currently I have only come across stock screeners which output stocks that meet certain criteria today. Not only am I looking to extract these companies on past data, but also retrieve the respective returns of the companies.

    Has anyone come across such a platform / database ?

    Please let me know if any concepts must be clarified. Appreciate the help.