Best Stocks Historical Data Provider?

May 20, 2017
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#1
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

Active member
Jul 23, 2017
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#2
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...
 
Oct 16, 2017
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#4
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

New member
Dec 6, 2017
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#5
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