I am developing a program to play with stocks, including a powerful scripting language, out of curiousity. If I get a pretty good version done I'll post it here.
If you like cool screensavers, visit my screensaver section.
Historical Stock Data
Want some historical stock data for testing? Then you have come to the right place. I wanted accurate stock data for simulations, and found out that most places charge a lot of money ($200-$1000) for a big piece. So I wrote a program to get it one piece at a time off the internet, and have gathered historical data for 7858 stocks from the Nasdaq, NYSE, and AMEX stock exchanges, from varying dates in the past (as far back as I could find) to Dec 31, 2003 (I plan to gather the rest soon, and then update regularly). I have data gathered in daily increments. There are over 15,000,000 data points.
Anyway, if you want this data, for US$50 I will burn a CD with all 700MB and send it to you. Each stock is stored in its own file with a filename of the form MARKET_SYMBOL_STARTDATE_ENDDATE.txt. Inside the file is a small header, then the entries, one per line. Each line is a space separated sequence of ten numbers of the form:
date(yyyymmdd) open high low close adjusted volume splitNumerator splitDenominator dividend
All are integers except dividend which is a floating point number. Other dollar amounts are multiplied by 100 to remove storing decimal points throughout. For example, the Microsoft entry has the name NasdaqNM_MSFT_20031231_19860313.txt, meaning it is on the NasdaqNM market, and contains data from 03/13/1986 through 12/31/2003. The file looks as follows:
[MSFT][NasdaqNM][Microsoft Corp][Software & Programming]
Dates: 20031231 19860313
20031231 2742 2755 2723 2737 2729 42198900 0 0 0
20031230 2741 2755 2740 2752 2744 34406600 0 0 0
20031229 2721 2753 2716 2746 2738 40426700 0 0 0
20031226 2705 2725 2700 2721 2713 12076900 0 0 0
19860317 2900 2975 2900 2950 10 463800 0 0 0
19860314 2800 2950 2800 2900 10 1070000 0 0 0
19860313 2550 2925 2550 2800 10 3584100 0 0 0
If you need another format, perhaps we could work something out.
To see all the stocks and dates that you get, view all.txt (260K).
Anyway, to contact me about purchasing, email me at the address under "contact."
Disclaimer: The stock data provided from this page are believed to be reasonably accurate. However, they are not represented to be suitable for any purpose other than experimentation with technical analysis. The user is entirely responsible for determining the utility of these files in application.