Data Trends for Investment Professionals

GO TO QUANDL.COM ⟶

A guide to finding and using stock quotes data

Today’s stock market investors draw from a wealth of data to build their investment strategies. 

One such source of data is the stock quotes that form part of the foundation of trading strategies—from open to close and everything in between, accurate and reliable stock quotes are indispensable building blocks.

The adage of “garbage in, garbage out” follows all types of data, and it’s no less important when evaluating the quality of your stock quotes data. In this post, we’ll dive into what accurate and reliable stock quotes data looks like, where you can find it and how you can access it. 

Identifying quality stock quotes data 

When evaluating quality, professional-grade stock quotes data, stock market investors should bear in mind the data’s reliability, timeliness and accuracy. 

The reliability of stock quotes data must be evaluated at its source. Ideally, the stock quotes data publisher will have a transparent and robust data collection methodology and their data comes directly from primary sources such as exchanges. If delivering historical stock prices, the data needs to be adjusted for corporate actions like splits, dividends, mergers and more. 

To ensure consistency, a data provider should have comprehensive, end-to-end documentation for their data: its sourcing, organization, adjustments and how investors can readily access it. Dedicated and responsive customer support also forms an important part of a consistent, timely data consumption experience. 

Quandl has aggregated data from a variety of publishers that fulfill all of the above criteria for quality stock quotes data that can be used in professional applications. Keep reading for our digest of the most relevant and accurate stock quotes data available:

Essential stock quotes data feeds from Quandl

Comprehensive quotes from single exchanges

The following five end-of-day stock price databases cover a single exchange each, with comprehensive quotes for that exchange. 

Daily quotes Historical prices Dividends Splits Historical data back to 2007

NYSE Stock Prices

NASDAQ Stock Prices

NYSE MKT (AMEX) Prices

OTC Bulletin Board Prices 

OTC Markets Group Prices

Intraday stock price data

Quandl has historical intraday 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. Intraday stock price data on Quandl is provided by AlgoSeek, a pioneering trading infrastructure company.

Global stock prices

Quandl has historical stock quotes, both adjusted and unadjusted, for many international stock exchanges. Each of these databases includes daily OHLCV quotes and multiple years of history. Most of these global stock databases are sourced from Exchange Data International, the leading institutional-grade provider of stock price history in the world.

Explore the variety of global stock prices data offered via Quandl: 

Japan Exchange Group (XJPX) London Stock Exchange (XLON) Singapore Exchange (XSES)
Toronto Stock Exchange (XTSE) Toronto Ventures Exchange (XTSX) Bombay Stock Exchange (XBOM)
National Stock Exchange of India (XNSE) Consolidated India Stock Prices (TC1) Hong Kong Stock Exchange (XHKG)
Shenzhen Stock Exchange (XSHE) Shanghai Stock Exchange (XSHG) Consolidated Chinese Stock Prices (DY4)

Aggregated quotes from multiple exchanges

The following end-of-day stock price databases collect selected stock quotes from multiple US exchanges, collate and clean the data, and adjust for splits, dividends and other corporate actions.

Wiki Stock Prices
Free historical stock quotes for 3,000 US stock tickers, maintained by the Quandl community.

QuoteMedia Stock Prices
Professional-grade historical stock prices for 9,500 active US stock tickers, including dividends, splits and adjustments. Data from QuoteMedia, going back to 1996. Guaranteed daily update time.

Sharadar Equity Prices
End-of-day stock prices and dividends for over 16,000 US public companies, delivered daily and going back to 1998. 

Accessing and analyzing stock quotes data

RESTful APIs

Quandl supports either time-series or tables format for its datasets and has extensive documentation to support users as they begin to make their API calls.

R, Python and Excel 

Data on Quandl, whether in time-series or tables format, is available from within Python, R, and Excel, using free Quandl packages. These packages use our APIs and make it amazingly easy to dive into analysis.

Why it’s worth it to go premium 

While the proliferation of data has made free data readily accessible, it’s important to keep in mind that with data, like with many other things, you get what you pay for. Free data might make sense for some users, but for stock market investors’ professional applications, premium data is the way to go.

For one, purchasing premium data will ensure that investors avoid the pitfalls typical of free data: poor quality, lack of support and insufficient documentation. Professional analysts hence tend to avoid placing much confidence in free stock data sources. 

When establishing the foundations of any investment strategy, investors need pristine data delivered regularly and on time, free of errors, gaps and outliers. At Quandl, we’ve already evaluated data publishers against robust criteria that prioritizes the accuracy, reliability and timeliness of the data.

Fix This
Created with Sketch.