Hi everyone,<p>I posted a question a few days ago, but judging from the responses, I don't think I phrased my question properly.<p>I'm loonking to purchase historical stock and financial data that would cover every public company for the past 20 years or so.<p>For my purposes, querying a external source like yahoo for a single stock at a time would simply be way too slow. I would basically need to run mapreduce on the entire data set looking for certain patterns.<p>Does anyone know where I can purchase this type of data set? I'm guessing it tens of gigabytes in size.<p>Thanks
Here's what I found:<p><i>Courtesy of Yahoo finance, it is possible to bulk download historical prices data. This script, borrowed from pycurl retriever-multi.py example, fetch series for several tickers at a time. It uses urllib to fetch web data, so it should work with a plain vanilla python distro.</i><p><a href="http://code.activestate.com/recipes/511444/" rel="nofollow">http://code.activestate.com/recipes/511444/</a><p><i>Here's a neat way to download stock data from Yahoo, perhaps into a spreadsheet (so you can play with the data):</i><p><a href="http://www.gummy-stuff.org/Yahoo-data.htm" rel="nofollow">http://www.gummy-stuff.org/Yahoo-data.htm</a>
Opentick used to provide this information for an EXTREMELY competitive price point (something like $5/month/exchange), but they are refactoring their business and are out of commission for the moment.<p><a href="http://www.opentick.com" rel="nofollow">http://www.opentick.com</a>