In my search for a reliable source for historical data, I looked at many places. Some of the things that I was thinking about were :
- Data source needs to be free
- It should go back at-least 15 years
- It should be complete
- I should be able to download daily data and historical data in an automated way.
- Daily data should be available at 3pm every day
At this point I am only looking for OHLV data and NO fundamental data. The two places where I could free historical data were : Google and Yahoo. Unfortunately, the data is not the same. Take the following example,
Google quote: WMT for Jan 1, 1992, Close :$14.78
Yahoo quote: WMT for Jan 1, 1992, Close: $59.13, Adj Close: $12.32
So, Yahoo provides a quote for the end of day as it happened ($59.13) and also an adjusted close which makes and adjustment for any splits that happened on the stock. Google however adjusts for both splits and for any dividends that the company gave. So the numbers don't match.
Also, Google does not provide the Open price for the ticker. So it is incomplete