Best Stocks Historical Data Provider?

[FrankUnderwood]

Hello there,
I've been doing quantitative trading trading on futures since many years and now I'd like to explore the stocks market as well.
I'm looking for the best historical data provider in order to feed my strategy back-tests.
The minimum requirements for the data are:
at least daily figures with OPEN, HIGH, LOW, CLOSE and VOL
the data should be survirvorship bias free, meaning that all delisted stocks should be included and visible
split and merges information should be included
10 years or more
Please help.
Thank you!

 

[Quantt]

What I got was from eBay of all places, just search for "historical stock market data", you can buy 20 years of data for less than $100...

 

[Trading Spaces]

www.csidata.com have delisted stocks and long history.

 

[Rutt Douglass]

Hello there,
I've been doing quantitative trading trading on futures since many years and now I'd like to explore the stocks market as well.
I'm looking for the best historical data provider in order to feed my strategy back-tests.
The minimum requirements for the data are:
at least daily figures with OPEN, HIGH, LOW, CLOSE and VOL
the data should be survirvorship bias free, meaning that all delisted stocks should be included and visible
split and merges information should be included
10 years or more
Please help.
Thank you!

just as I said in another post, I use BacktestMarket because their quality is really high and they provide a perfect customer service

 

[deriscope]

The obvious choice would be Yahoo Finance since it offers global coverage and costs nothing. While it's true that YF have made it difficult to access their real time and historical feeds through some api, there are a few intermediaries who have managed to do the trick, such as Deriscope that brings all YF data into Excel.
Other free or low cost choices include Alpha Vantage (also with global coverage), Investors Exchange (only US stocks), World Real Trading etc

 

[radvan]

Check Quantpedia’s list of historical data providers. There are a lot of options you may choose from …

 

[Solas0077]

Norgate data if you are into US or Aussie equities. They offer series with delistings too. Good related article.

 

[iq200]

Norgate data if you are into US or Aussie equities. They offer series with delistings too. Good related article.

The saying 'you get what you paid for' comes to mind. The free or cheap data will generally have missing or incorrect bars or even missing symbols.
I have used Norgate in the past. Their data is excellent quality and prices are reasonable. I am planning on resubscribing very soon.

 

[aoff]

https://icebergh.io 97% cheaper than other vendors and free eod data

 

[williamssandra]

Hello there,
I've been doing quantitative trading trading on futures since many years and now I'd like to explore the stocks market as well.
I'm looking for the best historical data provider in order to feed my strategy back-tests.
The minimum requirements for the data are:
at least daily figures with OPEN, HIGH, LOW, CLOSE and VOL
the data should be survirvorship bias free, meaning that all delisted stocks should be included and visible
split and merges information should be included
10 years or more
Please help.
Thank you!

Hi, FrankUnderwood!
I can share my experience with you so far. When I searched myself for best data providers on the Internet, I found out the major ones which are intrinio, polygon, finnhub. I used polygon for the short-term, but I wasn't quite satisfied with their service because they gave me incorrect data (particularly historical balance sheet data and earnings). Thus, I decided to cancel my subscription plan. Then, I wanted to use intrinio (https://intrinio.com/) or finnhub (https://finnhub.io/), but they seemed to me too overpriced. Moreover, they offered separate packages for different data, even though I needed a pricing plan that would combine different data. So, I decided to leave working on my project until I found a reasonably priced data provider with quality data. After months, I came across a new data provider - Tradefeeds (https://tradefeeds.com/) and I decided to try them out. So far, I have been quite content with their service. Reasonaby priced, fast and seamless API integrations, accurate data and overall pretty good customer service. If I were you, I would at least try them, or try the other providers such as intrinio, polygon, finnhub. They might work out for you, idk. I just wanted to share my experience with you. I hope that I helped. As a a developer, using the best provider in terms of price-quality ratio is what matters to me.
All best,
Sandra

 

[finsheet]

Doing a Google search yields these results:

-via API: AlphaVantage (https://www.alphavantage.co/), Finnhub (https://finnhub.io/), Polygon (https://polygon.io/)
-via spreadsheets: Finsheet (https://finsheet.io/), Deriscope (https://deriscope.com/index.html) , MarketView (https://www.market-view.net/)

 

[superfly]

Hello All,
After mailing many many dataproviders, still no positive feeback. Indeed why is this so hard. CME for instance mailed 5 times in last month, no responce up to date. So here is my Need:
[24H CME front month NQ Historical data, granularity 1 minute, updated every minute. to be extracted by API/phyton.] That is it. Does any of you know a dataprovider that is offering this. I need this to caculate and refresh my own indicators every minute. Thank You, Thank You......for the suggestions above. In case one of you Knows a provider that carter to my specic needs, dont be shy,....

 

[sawtooth500]

databento has very easy to access data, you can create custom CSV files and download those on demand.

Polygon is good too, but you need to access them via API. Their sample code isn't too helpful either, so it's a tall learning curve to figure them out but their data quality is great.