splits newbie question

Discussion in 'Data Sets and Feeds' started by ETand, Jan 9, 2013.

  1. ETand


    hello everyone,

    I am pretty new to all the databases i read about here so I don't know which one best suits my needs.

    And my needs, I hope not to be too much off topic, don't come from trading but from a dissertation I have to write about stock splits.
    So i'm asking what could be the best source (free or not, free is always best of course) to find the following infos:

    - list of stock splits for last 10-20 yrs (much better if comprehensive of european mkts, acceptable even if only about those)

    plus, for virtually every stock in the biggest markets, same time horizon:

    -end of day price history
    -dollar (or other currency) volume of trading
    -average order, number of orders
    -some info on bid/ask spreads (average daily, weekly..)

    I think this is pretty much it for the basic needs.

    Thanks a lot to everyone who will be so kind to answer me.
  2. I think the QuantQuote free data has some of what you need.

    Go here:

    Then click on the 'Free Data' tab.

    That will get you EOD, volume (from which you can calculate volume x price), and you should also be able to extract splits information from that since it includes a column with split information. That gets you S&P 500 of US Markets.

    As for the other parameters you are looking for or data from other markets...I don't think there is a place where you can get it for free and neatly packaged for you.

    Yahoo Finance has daily resolution data for most European markets, and split information as well, but you gotta write some code to download it and parse it....