Ask HN: Stock data question (again)

2 points by ncarlson 16y ago ↗ HN

Hi everyone,

I posted a question a few days ago, but judging from the responses, I don't think I phrased my question properly.

I'm loonking to purchase historical stock and financial data that would cover every public company for the past 20 years or so.

For my purposes, querying a external source like yahoo for a single stock at a time would simply be way too slow. I would basically need to run mapreduce on the entire data set looking for certain patterns.

Does anyone know where I can purchase this type of data set? I'm guessing it tens of gigabytes in size.

Thanks

2 comments

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byoung2 16y ago ↗

Here's what I found:

Courtesy of Yahoo finance, it is possible to bulk download historical prices data. This script, borrowed from pycurl retriever-multi.py example, fetch series for several tickers at a time. It uses urllib to fetch web data, so it should work with a plain vanilla python distro.

http://code.activestate.com/recipes/511444/

Here's a neat way to download stock data from Yahoo, perhaps into a spreadsheet (so you can play with the data):

http://www.gummy-stuff.org/Yahoo-data.htm

tirrellp 16y ago ↗

Opentick used to provide this information for an EXTREMELY competitive price point (something like $5/month/exchange), but they are refactoring their business and are out of commission for the moment.

http://www.opentick.com