CRSP is the best no-cost on-campus resource.īloomberg Terminal - Available via the Caltech Investment Office, this resource is not managed by the Caltech Quant Group.įor alumni and non-Caltech users, there is a wide selection of stock market data available for free. Update: This dataset is no longer available for free.
BLOOMBERG DATA LICENSE FTP LICENSE
Group license to the QuantQuote Cloud – This database contains tick resolution data for the entire US equities market dating back to 1998 along with split and dividend adjustments. Update: This dataset is no longer maintained, we recommend Caltech students use the on campus CRSP resource now.
This is available to all current members of the Caltech community. The database is stored on the Caltech Quant Group computing cluster and available for local access. Price information is split and dividend adjusted making it research ready with little or no additional effort.
BLOOMBERG DATA LICENSE FTP FOR FREE
It doesn't have the ease of use of QuantQuote datasets, but it is available for free to ALL Caltech students.Ĭaltech Historical Stock Database (CHSD) – This database contains minute resolution data for over 1000 US Equities and most active ETFs. It is not exactly "user friendly", and data typically requires a lot of post-processing effort before it can be made research ready.
This dataset is provided by the University of Chicago Booth School of Business and is relatively comprehensive, providing more than just equities data.
New! Center for Research in Security Prices Dataset (CRSP) - This dataset is now available through Caltech Libraries.
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