EOD data vendors for U.S. equities with good data and split adjustment?
Author: Panache
Creation Date: 7/13/2020 10:21 PM
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Panache

#1
I'm looking for an end of day data provider to provide updates to my existing data for U.S. equities. (I only need historical data for new symbols.)

My criteria, in order of importance, are:

o Large selection of U.S. Equities, ie. the S&P 500, S&P 400, S&P 600, Russell 1000 and Russell 2000 (which rules out Wealth-Data)

o Good data (which rules out Morningstar and Yahoo)

o The Wealth-Lab provider automatically adjusts for splits (which rules out Nasdaq and QuoteMedia). I've spent a lot of time cleaning my data and don't want have to download another provider's bad historical data after a split

o Cost

I'm sure there are lots of other folks doing the same thing, so if you have some suggestions or others want to share what they've learned, it would be very helpful.
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Carova

#2
Panache,

I have used CSI Data (http://www.csidata.com/) since about 1990 when I happened to run across Bob Pelletier (the founder) when he was visiting a mutual friend in Chicago. I have found the accuracy of their data to be superb and have not strayed from their products for 30 years. I suggest that you consider them.

There is a downside however...there is no native access extension to their database from WLP/D (though for a while a WL4-user built and maintained an extension for that WL version), so you need a 2-step process to generate ASCII files which then can be used.

Vince
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fred9999

#3
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