# Lomont.org

(Also lomonster.com and clomont.com)

Published

Summary

I am developing a program to play with stocks, including a powerful scripting language, out of curiousity. If I get a pretty good version done I'll post it here.

##### Screensavers

If you like cool screensavers, visit my screensaver section.

# Historical Stock Data

Want some historical stock data for testing? Then you have come to the right place. I wanted accurate stock data for simulations, and found out that most places charge a lot of money ($200-$1000) for a big piece. So I wrote a program to get it one piece at a time off the internet, and have gathered historical data for 7858 stocks from the Nasdaq, NYSE, and AMEX stock exchanges, from varying dates in the past (as far back as I could find) to Dec 31, 2003 (I plan to gather the rest soon, and then update regularly). I have data gathered in daily increments. There are over 15,000,000 data points.

Anyway, if you want this data, for US\$50 I will burn a CD with all 700MB and send it to you. Each stock is stored in its own file with a filename of the form MARKET_SYMBOL_STARTDATE_ENDDATE.txt. Inside the file is a small header, then the entries, one per line. Each line is a space separated sequence of ten numbers of the form:

date(yyyymmdd) open high low close adjusted volume splitNumerator splitDenominator dividend

All are integers except dividend which is a floating point number. Other dollar amounts are multiplied by 100 to remove storing decimal points throughout. For example, the Microsoft entry has the name NasdaqNM_MSFT_20031231_19860313.txt, meaning it is on the NasdaqNM market, and contains data from 03/13/1986 through 12/31/2003. The file looks as follows:

[MSFT][NasdaqNM][Microsoft Corp][Software & Programming]
Dates: 20031231 19860313
Entries: 4494
20031231 2742 2755 2723 2737 2729 42198900 0 0 0
20031230 2741 2755 2740 2752 2744 34406600 0 0 0
20031229 2721 2753 2716 2746 2738 40426700 0 0 0
20031226 2705 2725 2700 2721 2713 12076900 0 0 0
.....
19860317 2900 2975 2900 2950 10 463800 0 0 0
19860314 2800 2950 2800 2900 10 1070000 0 0 0
19860313 2550 2925 2550 2800 10 3584100 0 0 0

If you need another format, perhaps we could work something out.

To see all the stocks and dates that you get, view all.txt (260K).