Most of the work that I do depends on EOD Data (end of day) data. At the end of the trading day, I like to download price/volume data for all the stocks in my universe, run my strategies, look for signals for the next day and place the buy/sell/stop orders before I go to sleep. This takes the stress out of trading and I really do not have to look at the screen all day and I can focus on my day job.
For this to work, I need to spend about an hour every day to plan my trades the next day. I simulate my backtests using Fidelity Wealth-Lab Pro. Fidelity does a very good job of delivering EOD historical data. But... they send the data over after 10PM at night. This leaves me very little time to plan my next day's trades. I would really like this data available at 3PM instead of 10PM
This led to do a search on what other sources of historical data are out there. This led me to this great article. I think it provides an awesome summary of the free data sources out there.
Yahoo and Google dominate the market. Yahoo provides more data than Google. Yahoo provides prices unprocessed and then adds an extra column for "split and dividend" adjusted close prices. You can then adjust the Open/Close/High/Low based on the adjustment ratios. Google provides data that is split adjusted and not dividend adjusted. So the Yahoo and Google data does not match up
Also, Google does not provide Open prices for before 1990. This is a setback and has kept me away from Google.
With the Yahoo data, I have written some C-sharp code to download the data and store it in an sqlite database. I hope incrementally build this database and use with Fidelity Wealth Lab for analysis
Kewl
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