Hi all, I'm building out an event-based platform and am looking for "robust" EOD US stock data. Definition of robust: Unadjusted historical records, meaning: Unadjusted OHLC Unadjusted corporate actions (dividends on ex-date and splits on execution date) Symbols as they appeared on the day of the bar or corporate action, not as they've been recast to match the "current" symbol (to ensure that my platform is robust to symbol changes) Ticker events to map "from symbol to symbol" for tickers Survivorship-bias free (includes delisted stocks as much as possible) No silly floating-point issues (e.g., splits have correct numerator/denominator, dividends and prices match the printed #s, etc.) Bonus but not necessary: fundamental data, at least unadjusted outstanding shares / market cap and anything else that I can get. I know that I can bootstrap the above from Sharadar or Polygon.io adjusted data, but I didn't know if there was another retail trader reasonable data provider that was "naturally" unadjusted. The high end data providers (Algoseek, Tickdata, etc.) are all out of my budget for this project. Thanks.
It is actually Reuters data (quality I heard) and cheapest I found: https://norgatedata.com/stockmarketpackages.php
@TrAndy2022 Thanks for the mention. Norgate Data has multiple upstream-source feeds. Whilst Thomson Reuters/Refinitiv/LSEG is one of our (many) upstream sources, we have ongoing processes that cross-check across all of them, so you could really consider us to be more like a quality-curated source of data. It's definitely not Reuters Data, but might match it at various times. @Begbie00 Our data comes from various feeds including multiple tier 1 institutional quality providers (6 figures, each). We strive to provide that at a price point that is acceptable by retail traders. You mention "building out a platform" - licensing is a big issue here. Happy to have a chat about this minefield (Send me a PM)
"Platform" in the sense that it'll be modular and reusable. But it's for my own non-professional trading. I'm also looking for something that works on Linux and had an API for local storage, which is why I hadn't mentioned Norgate.