Free or cheap EOD and fundamental data?

[NicoWidmer]

Hello

I have read some similar questions on this forum, but haven't found my question exactly.

Where can I get free or cheap (<1000$) historical end of day and fundamental data?
It only needs to contain US stocks, ideally from all the big exchanges there.
It's important that delisted stocks are included.
I'm mostly interested in simple EOD prices and some basic fundamentals like P/E, P/B.

Everything should be at least 20 years back.

Thanks for your help.

 

[MartinOvie]

Yahoo or Google Finance might help for some of it.

If you are using R, you can get the historical prices and current P/E and P/B ratios using the Quantmod package as follows:

getSymbols("AAPL", from="1996-01-02" )

for the Apple historical prices starting Jan. 02, 1996. You can use

head(AAPL)

to see what the first six rows of the data look like.

For the current P/E and P/B of AAPL, you can use this:

AAPLr<-getQuote("AAPL", what=yahooQF( c("P/E Ratio", "Price/Book") ))

. For more info on the numerous other data GetQuote can provide, use:

AAPLr<-getQuote("AAPL", what=yahooQF())

However, I do not know how to automatically get the historical P/E and P/B data.

Ps. Don't forget to do the following first
Install the Quantmod package (if it is not already installed):

install.packages("quantmod")

Load the Quantmod package (if it is not already loaded):

library(quantmod)

 

[NicoWidmer]

Thank you for your help.
I haven't yet decided what programming language to use, so I guess I can use R.
Yahoo and Google seem to not deliver any data on delisted stocks though. Do you know where to get the delisted stock too?
Especially any fundamentals for delisted stocks more than just 10 years back.

 

[pingu]

Do you know where to get the delisted stock too?
Especially any fundamentals for delisted stocks more than just 10 years back.

$1000 is not going to get you that...

 

[NicoWidmer]

Thank you for your help. I guess it's not possible for a student or individual investor to get historical market data and fundamentals, except for currently listed tickers.

 

[pingu]

Thank you for your help. I guess it's not possible for a student or individual investor to get historical market data and fundamentals, except for currently listed tickers.

It is possible but it'll cost you money.

If you are a student, go to you University or department. They might have a contract with a big vendor and they could provide that data for free to you. You might even email somebody from the data provider and ask directly that you are a student and want to do some research. However, if you use that data for commercial purposes, you open yourself to all sorts of litigation.

 

[Simon.ZY]

Quandl is another option that you can try. They have good amount of EOD and fundamental data available + Easy API to work with.

 

[NicoWidmer]

Yes, I've looked at the Quandl databases too.

I considered ZEP for the EOD market data and SF1 for the fundamentals

ZEP | Zacks Equity Prices | Quandl
SF1 | Core US Fundamentals Data | Quandl

They cost 300$ and 150$ respectively. SF1 is just 11 years back, which is better than nothing but not optimal.

Does anyone have any expirience with those databases or know better ones?
Are the tickers symbols consistent over all databases or do they even have a consistent ID to identify? For example, some delisted stocks have different symbols in different databases and their old tickers can also be reused by other stocks.

 

[Simon.ZY]

Well, dealing with different tick symbols for different database is just a part of being a quant. There is no standardized symbols for all stocks. Well there are matching tables online to look up if you need.

If you are a student, you can try to apply for WRDS database student account. Inside there, they are good amount of data to play around with. The best case would be the school can give you access to bloomberg database, which is the best in my opinion. Although bloomberg academic subscription is not allowing you to access every dataset in bbg, there are still really good amount of data to play around with.
Hope this helps you!