I need the closing price and volume information for EVERY company
listed on the Nasdaq and NYSE exchanges, going back at least 5 years.
The information can be broken up into various components/spreadsheets,
but all companies should be listed in one place/document, with closing
price and volume info for a particular day. Ideally this would be an
electronic database that resembles the daily finance section of the
Wall Street Journal. Files must be exportable to Excel. |
Request for Question Clarification by
omnivorous-ga
on
01 Apr 2005 12:29 PST
Itskovnyc --
You realize that this will require use of one of the 3 or 4 commercial
services the provide this kind of data? Researchers can list them and
contact information, as well as some kind of pricing information.
Best regards,
Omnivorous-GA
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Request for Question Clarification by
pafalafa-ga
on
01 Apr 2005 12:50 PST
A program called FastTrack provides a 30-day free trial and I'm pretty
sure it provides the type of data you're asking about -- daily data,
every stock, for at least the past five years.
You can export the data to Excel, but to tell the truth, I haven't yet
figured out how to do it.
Give it a look, though, and let me know what you think:
http://www.fasttrack.net/
pafalafa-ga
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Clarification of Question by
itskovnyc-ga
on
01 Apr 2005 13:09 PST
I have tried many different commercial services, but none of them
provided the service as I described above. I have tried Stockwiz,
Zacks Research Wizard, Morningstar, Hoovers and a few others - some
provide screening parameters and backtesting, others allow you to look
up stocks individually. What I need is a listing of every Nasdaq/NYSE
stock for every trading day for the last 5 years, showing price and
volume info. Are there any companies that offer this information in a
format that will allow me to export to Excel? If so, how much would
something like this cost?
If this is not available, I can also use any type of historical stock
screener, which allows for screening based on historical data (e.g.
avg 20 day volume on 3/1/00 > 300,000. Are there any services that
provide this? If so, how much am I looking to pay for this?
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Request for Question Clarification by
pafalafa-ga
on
01 Apr 2005 13:31 PST
I'm confused by your comment. Have you looked at/tried FastTrack...?
It does include all stocks (over 4,000).
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Clarification of Question by
itskovnyc-ga
on
02 Apr 2005 07:19 PST
The Fasttrack software download does not seem to be working correctly
for me. Every time I try to dl it, it goes through the steps and then
disappears without completion.
I also took a look at the link to a previous Google answer that you
provided omnivorous. The Comstock link is no longer active. I have
requested information from CRSP and Compustat and am waiting to see if
they can provide what I am looking for, for a reasonable fee. All I
need is price and volume info, while these services provide a vast
wealth of fundamental data.
It's as if I had read the daily paper every business day for the last
five years and incorporated all of the stock table data into a
database - that's what I need. Is there really no easier way to get
this information? Perhaps a screener that allows historical
screening, e.g. "Show only stocks whose closing price on 5/5/00 > 2"?
Anyway, thanks for your help.
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Request for Question Clarification by
pafalafa-ga
on
02 Apr 2005 07:34 PST
Sorry to hear about your problems with FastTrack, since I really do
think that's your only low-cost option. I've inquired about CRSP data
in the past, and even a very modest data run cost thousands of
dollars!
Just the same, good luck with all this.
paf
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Request for Question Clarification by
vercingatorix-ga
on
07 Apr 2005 08:11 PDT
Compustat does indeed provide that kind of data. But you're talking
thousands of dollars per year. I don't know exactly how much, but
Compustat can be among the largest expense line items for many
boutique research firms.
However, you're interested, I can get data about this service. It is
the most comprehensive in the industry, and data is certainly
exportable to Excel. In fact, they make an Excel add-in that allows
you access Compustat data from within Excel itself. Again, it's going
to hurt your budget.
V
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