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US Market Data
- Overview
- Layout & Security Types
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> Historical Database
- Database Maintenance
- Custom Folders
- Update Schedule: March
- Update Schedule: April to September
- Update Schedule: October
- Update Schedule: November to February

Getting Started
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US STOCKS HISTORICAL DATA


Free "Trial" History
History for "currently listed"
History for "delisted"
Price
Database Methodology (corporate actions and dividends)
Database Completeness and Known Issues
FAQs - General
FAQs - Delisted Securities

The data is provided in the 7-field "MetaStock" format, where the fields are Date, Open, High, Low, Close, Volume, Open Interest.

Please Note!

If you are interested in purchasing historical data as a stand-alone item, and require it in ASCII/CSV format, you can convert it from the "MetaStock" format with our specialised Premium Data Converter program, which allows you to precisely define output parameters. The Converter program is available for Download if you purchase an historical data package or register for a free trial of our US Stocks update service.

Database Licence

The US Stocks historical database is licensed for personal use only and is not allowed to be redistributed to any other party. If you need to use the database for commercial or redistribution purposes, please contact us with your requirements.

Free "Trial" History

The US Stocks "trial" history is provided for free with a trial of our US Stocks update service and is not available for purchase. It provides full histories for equity symbols beginning with "A" but only the last 6 months of history for all other symbols.

History for "currently listed"

This history is available in two packages -

  • History going back to 1985
  • History going back to 1950 (approx. disk space required = 900 mb)
If you decide to buy the 1985 package first, you can subsequently buy the full history back to 1950 and pay just the "incremental" price.

For a description of the security types contained, and the layout of the folder structure, please see Layout & Security Types.

US Indices

Historical data for around 1,000 indices

  • Dow Jones Industrial Average - from inception - May 26 1896
  • S&P 500 - from 1928
  • NYSE Composite - from 1966
  • NASDAQ Composite - from 1971

History for World Indices is also included.

Examples of currently-listed securities that have history back to 1950.

Show Examples

History for "delisted"

The history for Delisted Securities is also available in two packages -

  • History going back to 1985
  • History going back to 1950 (approx. disk space required = 1100 Mb)
If you decide to buy the 1985 package first, you can subsequently buy the full history back to 1950 and pay just the "incremental" price.

Note: Delisted history contains previously major-exchange-listed Common Stocks including American Depository Receipts (ADRs), and Exchange Traded Funds (ETFs). Delisted history is not provided for other security types including Closed-end Funds (CEFs), Exchange Traded Notes (ETNs), Special Investment Products (SIPs), Preferreds, Warrants, Rights, parallel-traded "when issued" and Debt Securities.

Definition of "Delisted"

Delisted is synonymous with "untradeable" - i.e. a previously exchange-listed security that is no longer able to be traded. Our Delisted database includes securities that were delisted from major exchanges from 1950 to 2001. However, with the advent of the OTC-BB and Pink Sheets quotation services, the distinction between delisting and simply becoming an over-the-counter stock has become blurred. A stock can be removed from a major exchange, spend some time on the OTC-BB and then make its way back to a major exchange.

Our coverage of the OTC securities began in 2002. Therefore, from 2002 onwards, securities that moved from a major exchange but continued to be quoted as OTC securities are not considered to be delisted. Securities that ceased to be quoted entirely are included in the database from 2002 onwards under the symbol that was last seen an OTC security (e.g. Enron last traded over-the-counter as ENRNQ).

What are OTC securities?

Price

The price of any particular package, or combination of packages, can be calculated on our interactive pricing page.

Database Methodology (corporate actions and dividends)

The methodology we use is the same as that used by index providers (such as Standard & Poors) for benchmark indexes such as the S&P 500, NASDAQ 100, Russell 2000 etc. These indexes are not adjusted for ordinary dividends. By using the same methodology as the index providers, we keep our stocks data "in synch" with the indexes.

Securities are fully adjusted for all capital-related corporate actions - splits, reverse splits, capital gains, capital returns, stock dividends (bonus issues), special dividends and spin-offs & demergers. That is, the open, high, low, close and volume are adjusted for all dates prior to the ex-date of the relevant corporate action so as to remove the dilutive effect of the action and show a consistent record. The original unadjusted closing price for each day is provided in the "Open Interest" field which is otherwise redundant for stocks. The data is not adjusted for ordinary cash dividends.

Please note: Many charting programs expect "Open Interest" to be an integer (whole number) and therefore don't show decimal detail for the unadjusted closes that are provided in this field.

Database Completeness and Known Issues

No database covering such an enormous field as "US Stocks" can claim to be complete or error-free.

Ours has been built from dozens of sources and user contributions and with extensive reference made to newspaper archives to help decipher sequences of events that occurred in companies that have since disappeared. In compiling the database, we have deliberately excluded securities with a limited trading history (< 30 days) and those for which the data appeared to be wildly erratic or patchy. OTC coverage before 2002 is limited to companies that were previously exchange-listed and for which OTC data could be sourced. NASDAQ prices have limitations in some cases due to the fact that they were not fully reported by the exchange before June 1992. Volume for a number of US Indices is patchy or inconsistent (we only began recording the volume ourselves more recently). "Bad ticks" are corrected where an inference can made that a tick was recorded incorrectly due to a typographical error and is not due to an outlying trade that was actually executed.

More Information: NASDAQ in the early 1980s

FAQs - General

Does the free "trial" history contain any delisted securities?

No.

Do you have lists of historical index constituents for sale?

No.

The problem with "raw" lists of historical index constituents is that subsequent name/symbol changes and other corporate actions have to be investigated and taken into account for the lists to be of any use. For instance, the old "General Motors" (GM) stock was removed from the Dow Jones Industrial Average in 2009 and finally delisted in 2011, when its last known name/symbol was "Motors Liquidation Company" (MTLQQ). The symbol "MTLQQ" may not appear in any record of Dow historical index constituents and the symbol "GM" may not appear in any database of delisted securities. The name/symbol "General Motors" (GM) should appear in a database of currently-listed securities, but not as the stock that was in the Dow prior to 2009.

How do I get the data after I have bought it?

Either by Downloading it from our site or having it sent on CD. When you order an historical data package you can specify delivery by CD, for which an extra charge applies. Tick the item under "CD Media & Postage" at the bottom of the Order Form. Otherwise, the history installer will be available to you from our Downloads area for a period of 3 weeks after purchase.

I am a subscriber to your US Stocks update service and have purchased a history. Can I get a "fresh" version of this history from you at any time?

Yes. History installers are always available to current subscribers to updates who have bought a history at some stage. If you ever have a problem with file corruption, or need to set up a new machine, you can download/install a fresh history. The installers for "currently listed" are brought up to date and loaded into our Downloads area every Sunday. Those for "delisted" are refreshed every quarter.

Does the price data represent Normal Trading Hours or does it include pre and post market trading?

The price data only incorporates trades executed during Normal Trading Hours.

Does the price data represent trades only on the primary listed exchange or across all exchanges?

Across all exchanges with some exceptions, as defined by the Consolidated Tape Association. Many stocks trade more combined volume on exchanges other than their listed exchange. The open, high, low and close price data incorporates all trades executed on any exchange or ECN as reported to the Consolidated Tape that has sale codes designated by the Consolidated Tape Association as "last sale eligible". Volume data incorporates all trades that the Consolidated Tape Association deemed eligible to update Volume.

FAQs - Delisted Securities

Why is it important to have delisted data?

In order to avoid "survivorship" bias. If you are developing a trading system, or testing one, and you exclude delisted securities from the testing universe, you may be skewing your results significantly.

What are some examples of delisted securities?

OTC:ENRNQ
Enron Corp originally formed in 1931 as the "Northern Natural Gas Company" (NYSE:NNG). In 1979 it reorganised and changed its name to "InterNorth" (NYSE:INI) . After the takeover of the "Houston Natural Gas" company in 1985, it changed its name to Enron (NYSE:ENE). In January 2002, the NYSE removed Enron from the exchange and it became an OTC security trading as ENRNQ. It was finally delisted in November 2004.

More Information: AT&T - a case history

What symbol convention do you use for delisted securities?

Stock symbols are recycled by exchanges. In order to avoid confusion with symbol overlap, a unique symbol is assigned to each delisted security to represent the last known symbol under which the security traded plus the year and month of delisting. For example - Enron last traded as ENRNQ in November 2004, so its delisted symbol is ENRNQ-200411.

More Information: Examples of symbol recycling

Do you show which exchange(s) a delisted security was originally listed on?

No - this information is not available. The only information we provide on a delisted security is its last known company name, symbol and month/year of delisting.

Do you have sector classifications for delisted securities?

No. The current leading classification systems (GICS and ICB) were only developed after most of the securities in the database were delisted. The ICB system was introduced in 2006.

Why do I see duplicate company names in the delisted and listed stocks?

This typically occurs as a result of a company undergoing a complex restructuring.

More Information

What security types are shown in your delisted securities?

Common shares in operating companies (including ADRs) and REITs.

Why do I see some stocks with unbelievably high historical prices?

Penny stocks can execute massive reverse splits (consolidations). In 2003, Pacific Aerospace & Electronics Inc. (PARO-200404) executed a reverse split of 1 for 200. This was followed up by another reverse split of 1 for 11,000 in 2004. The cumulative effect was a dilution of 1 for 2,200,000.

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