Is there any free site where they have the NYSE Opening price for each stock (historical data). Yahoo, and all the other sites use the first price (ecn or specialist) that is printed after 9:30am and this could vary substantially from the actual open. Why don't they just use the NYSE open as the opening price for listed stocks? I know you can purchase this data from the NYSE for $100/month, but that is absurd if you are trying to backtest years of data.