Some questions on historical stock price data

[NameBack]

I'm doing a little research lately for my own edification, and I had a couple questions I was hoping SF might help me answer:

(1) Where can I find historical data on stocks that have been de-listed? For example LIA -- Liberty Acquisitions Holding Corporation. IPO was on 12/6/2007 and has since been de-listed. However, I'm still interested in the historical performance of the stock on its way to de-listing. Where can I find stuff like this? I've got hundreds of de-listed stocks I want info on.

(2) Where can I find a list of past IPOs in foreign markets? I know where to grab this info for American markets, but I'm not sure where to look for foreign markets. I'm also not sure where to grab historical price data for foreign exchanges.

(3) Is there somewhere that offers historical data more detailed than daily Open, High, Low, Close for a stock's history?

Thanks!

 

[kasper007]

You need access to a good financial database such as CapitalIQ / Bloomberg / Factset, etc. doesn't come cheap though

 

[NameBack]



You need access to a good financial database such as CapitalIQ / Bloomberg / Factset, etc. doesn't come cheap though

Thanks -- is there somewhere where I can easily compare features of these things at a glance?

edit: After a bit of Googling, I see when you said "doesn't come cheap" you weren't kidding. Nevermind then.

I suppose universities usually have access to these sort of tools? Would my best bet be trying to gain access to something like this through friends at large schools?

 

[stevent]

As far as I know it's only Bloomberg type sites. Some schools do offer but it has to be a business school. Maybe try some old PRs or something of that sort?

For European IPOs just read FT regularly and you'll be up to date.

 

[ter1413]

What school do you go to? BBG has a university program at many shools that have access to terminals.

 

[scientific]



I suppose universities usually have access to these sort of tools? Would my best bet be trying to gain access to something like this through friends at large schools?

yes.

 

[kasper007]



I suppose universities usually have access to these sort of tools? Would my best bet be trying to gain access to something like this through friends at large schools?

Large school usually will have at least a Bloomberg terminal. It may sound odd, but nice golf courses and ski resorts often have a terminal as well (all Intrawest resorts have one) so if there's anything in your area...

Best way would be to borrow login from a friend who works in finance (assuming it's capIQ, you need to access a terminal for the others).

 

[otc]

a capital IQ login would probably get you what you need.

Factset and bloomberg could pull it all through their excel plugins but they are locked down to the individual computer (though as others have mentioned, there are places where you can find these at schools/libraries and apparently at golf courses).

You might be able to get access to WRDS (run by upenn) through a university...they have access to a bunch of data although it varies based on the subscription level. You would be able to get prices from CRSP (check with them directly as well...) and data from a bunch of other sources.

Actually, a lot of universities may have direct access to CRSP, so I would check that too.

Can the yahoo finance plugin not pull historical data on delisted stuff? What about using the google finance functions in a google docs spreadsheet (though I assume this is for current tickers only).

 

[NameBack]



a capital IQ login would probably get you what you need.

Factset and bloomberg could pull it all through their excel plugins but they are locked down to the individual computer (though as others have mentioned, there are places where you can find these at schools/libraries and apparently at golf courses).

You might be able to get access to WRDS (run by upenn) through a university...they have access to a bunch of data although it varies based on the subscription level. You would be able to get prices from CRSP (check with them directly as well...) and data from a bunch of other sources.

Actually, a lot of universities may have direct access to CRSP, so I would check that too.

Can the yahoo finance plugin not pull historical data on delisted stuff? What about using the google finance functions in a google docs spreadsheet (though I assume this is for current tickers only).

I'm not familiar with the yahoo finance plugin -- they have an excel plugin? I know that searching through their online stuff, they don't have delisted stocks available for historical data usually. Same with google finance's website.

One thing I came upon online is that possibility of using the searchable historical NYT database of all their old papers for stock quotes -- I think everything is stored as a PDF so it would mean all manual searching, but I'm not looking at a gigantic number of stocks, or a gigantic number of quotes per stock, so it might at least be a potential fallback.

Another question then is where to find a reliable historical list of IPOs? I've been using http://biz.yahoo.com/ipo/ but I don't know if that's complete or 100% accurate.

And again I'm not sure where to find this sort of information for foreign markets.

 

[ter1413]



I'm not familiar with the yahoo finance plugin -- they have an excel plugin? I know that searching through their online stuff, they don't have delisted stocks available for historical data usually. Same with google finance's website.

One thing I came upon online is that possibility of using the searchable historical NYT database of all their old papers for stock quotes -- I think everything is stored as a PDF so it would mean all manual searching, but I'm not looking at a gigantic number of stocks, or a gigantic number of quotes per stock, so it might at least be a potential fallback.

Another question then is where to find a reliable historical list of IPOs? I've been using http://biz.yahoo.com/ipo/ but I don't know if that's complete or 100% accurate.

And again I'm not sure where to find this sort of information for foreign markets.

Buy a BBG!

 

[Mandrake9072]

+1 on hitting up your friends at universities, especially if they or anyone they know are involved in Finance clubs/organizations. They are bound to have access to all sorts of subscriptions. When I was at school, a friend of mine was telling me that some of the tools they use have subscription costs of $10k+

 

[otc]



I'm not familiar with the yahoo finance plugin -- they have an excel plugin? I know that searching through their online stuff, they don't have delisted stocks available for historical data usually. Same with google finance's website.

Another question then is where to find a reliable historical list of IPOs? I've been using http://biz.yahoo.com/ipo/ but I don't know if that's complete or 100% accurate.

And again I'm not sure where to find this sort of information for foreign markets.

What about brokerage accounts that provide data to allow you to backtest your strategies? There are probably even some brokerage accounts that provide access to one of the data providers.

I can't say for sure about IPOs but there is quite a lot of foreign information available in the M&A stuff provided by SDC and Factset Mergers/MergerMetrics/MergerStat/whatever they call it now. Obviously this doesn't help as it all costs money...but gives you an idea of what to look for in libraries or universities.

I don't actually know if yahoo has a plugin...I thought they did but I might be confusing it with something else and it sounds like they probably don't have good historical data.

Thomson-Reuters probably also has all of the data you want...

Some public libraries might also be helpful (even if they are not local...they might have electronic access) and honestly, a good reference librarian might be able to point you in the right direction and might know places to look that people in the industry would never consider (since they can just go to one of the paid options). And a WRDS account from someone with a decent level of access would probably solve most of your problems...

 

[NameBack]



What about brokerage accounts that provide data to allow you to backtest your strategies? There are probably even some brokerage accounts that provide access to one of the data providers.

I can't say for sure about IPOs but there is quite a lot of foreign information available in the M&A stuff provided by SDC and Factset Mergers/MergerMetrics/MergerStat/whatever they call it now. Obviously this doesn't help as it all costs money...but gives you an idea of what to look for in libraries or universities.

I don't actually know if yahoo has a plugin...I thought they did but I might be confusing it with something else and it sounds like they probably don't have good historical data.

Thomson-Reuters probably also has all of the data you want...

Some public libraries might also be helpful (even if they are not local...they might have electronic access) and honestly, a good reference librarian might be able to point you in the right direction and might know places to look that people in the industry would never consider (since they can just go to one of the paid options). And a WRDS account from someone with a decent level of access would probably solve most of your problems...

Yeah, I wonder if library of Congress would have this sort of stuff. Hell, I wouldn't be surprised if they had some terminals. Maybe I should have some of my friends in DC look into it.

 

[NameBack]

If I open an account with someone like TD Ameritrade or Fidelity or Etrade, will they have tools that will give me access to this sort of information? The biggest thing I need is access to good historical data -- including de-listed companies so that I don't have survivorship bias in my analysis.

I've got an investment strategy percolating that has extremely promising returns but my dataset is complete only through the first two years, and after that it's riddled with holes where companies have been delisted.

 

[HgaleK]

Ameritrade doesn't have delisted companies, but it has plenty of historic data on living companies.