Trading stock market indices historical data
Quandl has historical intra-day data for five different market sector indexes. These five databases include trade-based Open, High, Low, Close and Volume for every stock in each index, for every one-minute bar. The databases are updated daily and cover over five years of market history. Intra-day stock price data on Quandl is provided by AlgoSeek, a pioneering trading infrastructure company. Quandl has historical stock quotes, both adjusted and un-adjusted, for many international stock exchanges.
Most of these global stock databases are sourced from Exchange Data International, the leading institutional-grade provider of stock price history in the world. Why Use Premium Stock Prices? Why should an analyst pay for premium stock price data, when stock quotes are available for free from many different sources? With stock price data, and indeed with all data, you get what you pay for.
Free sources are readily accessible, but without exception, they are badly documented, poorly supported and difficult to use in professional applications. This would not matter if the data itself were of high quality but it rarely is; more often, it is rife with errors, gaps, outliers and bad calculations. This is the reason why professional analysts rarely trust free stock data sources.
Fundamental analysis is one of the oldest and most effective ways to gauge the value of a company. It has its roots in a simple yet powerful idea: At a fundamental level, all businesses essentially carry out the same activities. Companies spend on salaries, sales and marketing; they invest in research and capital assets; they deliver goods and services; and they receive operating and investment income.
It does not matter whether you are a software firm or an auto manufacturer or a bank; you still have to carry out these common activities. These activities can all be reduced to financial quantities, which means that they can be directly compared across companies.
This offers the analyst a way to evaluate the price of a software stock versus an auto stock versus a bank stock. The advent of common accounting standards GAAP and others has made it ever easier to compare companies from different industries. Equally important are central regulatory bodies like the SEC and FSA, which mandate timely, standardized filings by all public companies. Finally, data firms like Reuters, Zacks, Inquiry and Mergent have led the way in aggregating this wealth of data, harmonizing it across reporting companies and packaging it for analysts to use.
Quandl has several stock fundamentals and financial ratio databases from multiple data publishers. With data going back decades, easily accessible via API and integrations, these are some of the most popular databases on Quandl. These databases cover the US equity market with varying degrees of depth, granularity and aggregation:. Accurate fundamentals data for global stocks is difficult to come by. They are either expensive, unreliable or limited in scope especially historical coverage and coverage for smaller countries.
The following four databases on Quandl are unique in that they each offer high-quality fundamental indicators and financial ratios for select global markets in a trustworthy, accessible package. Getting Started with Quandl Quandl is a data platform designed for traders, analysts, developers and quants.
We bring together s of professional-grade financial and economics databases and make them available on a single website. Quandl works on an a la carte subscription model. You can subscribe to as many or as few databases as you want.
Cancel at any time with no penalty. We offer free trial access to all our databases. To activate, just sign up for a free Quandl account no credit card required. After stock prices and stock fundamentals, quarterly earnings are by far the most commonly tracked information for a given company. Earnings thus have a direct relationship with share prices.
Finally, earnings estimates are important because they reflect investor consensus. A wealth of indicators has arisen around basic earnings estimates: The following databases are available on Quandl:.
Earnings can be measured in several ways. These alternative measures are available in the below Quandl databases:. The field of earnings estimation was pioneered by Len Zacks in the s, and Zacks Research remains one of the leading authorities in this area. Each database benefits from decades of expert knowledge and process refinement.
Corporate actions like dividends, splits, mergers, spinoffs and buybacks are important leading indicators of company performance, signaling what management thinks of the prospects of the company, and the best use of cash. Research suggests that stock splits often follow a sustained period of stock price outperformance. Sophisticated analysts incorporate corporate actions into their models, looking for predictive patterns in these actions. There may also be arbitrages available temporarily, during the exercise of an action.
Quandl has several databases covering corporate actions for the US and global equity markets. Some of these are listed below:. Note that corporate actions also affect nominal stock prices; however, sophisticated investors know to use adjusted stock prices in their analysis, and not nominal prices.
The historical stock price databases listed in section 2 above include both adjusted and un-adjusted stock prices. Adjusting Stock Prices for Corporate Actions Corporate actions, such as cash and stock dividends, splits, spinoffs, reverse splits, mergers, acquisitions and rights offerings, all have the potential to affect nominal stock prices.
However, many of these actions have no real economic impact; hence this effect on nominal prices is misleading. To calculate true portfolio returns, analysts must use adjusted stock prices. View statistics Covered Warrants. If you have a question regarding Statistics that is not covered in the FAQ, please email us. The Exchange accepts no responsibility for the content of the website you are now accessing or for any reliance placed by you or any person on the information contained on it.
Statistics - Home Monthly Market Report. Primary Market Statistics Companies and Securities. Thinking of joining Main Market. International Securities Market News and events. Retail Bonds Structured Products. A monthly report of Main Market admissions detailing IPO data for new issues, further issues, market capitalisation and industry sector breakdown for both UK and international companies.
A monthly report of AIM admissions and cancellations detailing IPO data for new issues, further issues, market capitalisation, business sector breakdown and trading data for both UK and international companies. AIM Country of Op. Weekly and monthly trading data for Order book for retail bonds ORB instruments.