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Introduction
- The Service
- The Software

Market Coverage
» Australian Market Data
» US Market Data
» World Indices

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

Getting Started
- Price
- Subscribe
- Free Trial

US STOCKS HISTORICAL DATA


History for "currently listed"
Price
Database Methodology (corporate actions and dividends)
Database Completeness and Known Issues
FAQs

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.

History for "currently listed"

History for currently-listed securities is available in four packages with different extents -

  • Last 2 years (free of charge and included with a trial of our US Stocks update service)
  • Last 10 years
  • History going back to 1985
  • History going back to 1950 (approx. disk space required = 1000 mbs)
If you decide to buy a shorter-length history first, you can subsequently buy a longer-length package 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.
Note
Exchange Traded Products listed on the CBOE BZX exchange are included in the NYSE Arca folder as both of these exchanges concentrate on ETPs.

US Indices

Historical data for around 1,000 indices

  • Dow Jones Industrial Average - from 1928
  • S&P 500 - from 1928
  • NYSE Composite - from 1966
  • Nasdaq Composite - from 1971

History for World Indices is also included.
Note
Extended histories for Indices are provided in all packages.

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

Show Examples

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 historical database covering such an enormous field as "US Stocks" can claim to be error-free. Ours has been built from a variety of sources and user contributions. Disagreement amongst sources concerning issues such as surviving entities from takeovers, mergers and spin-offs have been checked against SEC information and newspaper archives.

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. "Bad ticks" in very old data have been corrected where an inference could be made that a value was recorded incorrectly due to a typographical error.

The primary upstream source for the data since 2012 has been Refinitiv Financial Solutions (formerly Thomson Reuters Financial & Risk).

FAQs

Does the history contain delisted stocks?

No. We previously sold historical data for delisted securities but no longer do. See our Norgate Data service for access to delisted securities.

Does the history include ticker changes?

No.

Do you have lists of historical index constituents for sale?

No.

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

The history installer will be available to you from the Downloads area of our website 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.

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.

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