Where can I find a stock-market data and how?
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I need historical stock-market data of American markets (NASDAQ, DOWJONES etc.) for my thesis. Where can i find one?
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Answer:
The Center for Research in Security Prices (CRSP) - This is the "gold standard" for academic finance/ econ research. It's a University of Chicago program that has the most accurate and "far back" historic database. I believe it costs some money, but perhaps your thesis program has some funding? Check it out here: http://www.crsp.com/ I'll also refer you to a similar answer of mine
Jimmy Myatt at Quora Visit the source
Other answers
Go to Yahoo!Finance. Enter a stock symbol (including ^GSPC for the S&P 500 index) and click Get Quote. Then click Historical Prices on the menu on the left. Set the date range and decide whether you want daily, weekly or monthly prices, or just dividends. Click Get Prices. The table shows Date, Open, High, Low, Close, Volume and Adjusted Close. The data in the table includes dividends and splits. At the bottom of the page you can click Download to spreadsheet to save the data. The temp spreadsheet will only have the price information unless you selected Dividends only, in which case it will just have a col. of dates and a col. of dividends.
Ed Caruthers
I use this Excel add-in to download historic stock and index quotes. http://www.vertex42.com/ExcelTemplates/excel-stock-quotes.html
Eric Lee Willson
If you just need historical stock prices, there are a variety of good free sources including Google Finance and Yahoo! Finance. If you need more information like cashflow and balance sheet data, valuation metrics, and financial ratios, try http://www.quandl.com/stocks. All open, free and downloadable in the format of your choice.
Abraham Thomas
If you're looking for high resolution (intraday) datasets they are generally not available online. There are some sites which offer sample datasets for download (3-4 days for 1 symbol). We built https://QuantConnect.com so you could access to the data and run your analysis in the browser and then use your results, but you still cannot download it because of the difficult exchange licensing regulations.
Jared Broad
To add an alternative to 's answer, your school may have a relationship with https://wrds-web.wharton.upenn.edu/wrds/ (WRDS) instead of CRSP. Make sure to ask about both when you contact the research support folks at your school.
Andrew Magliochetti
I use this to download large data sets of historic stock and index quotes: http://intraday-stock-market-data-download.tk/ This is enough information to predict stock market movements. This will undoubtedly meet 99% of your requirements when you download the data, but even if not, it can used as a starting point that will get you 75%+ of the way there in most cases.
Riggy Ephen
Try Quandl API. They have plenty of recent and historical financial data.
Alket Cecaj
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