Trading stock market indices historical data
Monthly trading data for the International Order Book IOB for the whole market and breakdown of individual instruments. Contain summarized year-end market data and charts, covering both Primary and Secondary markets, going back to the early s.
A yearly collection of the list of all companies files broken down by year. Monthly summary of listing and trading of Gilts.
Can you provide historical individual share prices? Do you publish delistings information? News and events Market news. You will be redirected in five seconds. AIM A monthly report of AIM admissions and cancellations detailing IPO data for new issues, further issues, market capitalisation, business sector breakdown and trading data for both UK and international companies. Covered Warrants Weekly and monthly trading data for Covered Warrants. Statistics pre Contain summarized year-end market data and charts, covering both Primary and Secondary markets, going back to the early s.
Primary Market Statistics Companies and Securities. Thinking of joining Main Market. International Securities Market News and events. Retail Bonds Structured Products. A monthly report of Main Market admissions detailing IPO data for new issues, further issues, market capitalisation and industry sector breakdown for both UK and international companies. A monthly report of AIM admissions and cancellations detailing IPO data for new issues, further issues, market capitalisation, business sector breakdown and trading data for both UK and international companies.
AIM Country of Op. Weekly and monthly trading data for Order book for retail bonds ORB instruments. Weekly and monthly trading data for Covered Warrants. Monthly trading data for the International Order Book IOB for the whole market and breakdown of individual instruments. Contain summarized year-end market data and charts, covering both Primary and Secondary markets, going back to the early s.
These databases cover the US equity market with varying degrees of depth, granularity and aggregation:. Accurate fundamentals data for global stocks is difficult to come by. They are either expensive, unreliable or limited in scope especially historical coverage and coverage for smaller countries. The following four databases on Quandl are unique in that they each offer high-quality fundamental indicators and financial ratios for select global markets in a trustworthy, accessible package.
Getting Started with Quandl Quandl is a data platform designed for traders, analysts, developers and quants. We bring together s of professional-grade financial and economics databases and make them available on a single website. Quandl works on an a la carte subscription model. You can subscribe to as many or as few databases as you want. Cancel at any time with no penalty. We offer free trial access to all our databases.
To activate, just sign up for a free Quandl account no credit card required. After stock prices and stock fundamentals, quarterly earnings are by far the most commonly tracked information for a given company. Earnings thus have a direct relationship with share prices. Finally, earnings estimates are important because they reflect investor consensus. A wealth of indicators has arisen around basic earnings estimates: The following databases are available on Quandl:.
Earnings can be measured in several ways. These alternative measures are available in the below Quandl databases:. The field of earnings estimation was pioneered by Len Zacks in the s, and Zacks Research remains one of the leading authorities in this area. Each database benefits from decades of expert knowledge and process refinement.
Corporate actions like dividends, splits, mergers, spinoffs and buybacks are important leading indicators of company performance, signaling what management thinks of the prospects of the company, and the best use of cash. Research suggests that stock splits often follow a sustained period of stock price outperformance.
Sophisticated analysts incorporate corporate actions into their models, looking for predictive patterns in these actions. There may also be arbitrages available temporarily, during the exercise of an action.
Quandl has several databases covering corporate actions for the US and global equity markets. Some of these are listed below:. Note that corporate actions also affect nominal stock prices; however, sophisticated investors know to use adjusted stock prices in their analysis, and not nominal prices.
The historical stock price databases listed in section 2 above include both adjusted and un-adjusted stock prices. Adjusting Stock Prices for Corporate Actions Corporate actions, such as cash and stock dividends, splits, spinoffs, reverse splits, mergers, acquisitions and rights offerings, all have the potential to affect nominal stock prices.
However, many of these actions have no real economic impact; hence this effect on nominal prices is misleading. To calculate true portfolio returns, analysts must use adjusted stock prices. The adjustments required to capture the actual economics of a corporate action can be quite complicated, depending on the nature of the action. This guide is an essential resource for analysts looking to understand the impact of corporate actions on nominal stock prices.
Your email address will not be published. Continuing with our guide to stock market data, in this post we will detail the various databases available for analyst ratings and targets, options, futures and indexes, and alternative data. If you haven't yet read Part One then you may do so by visiting here or else continue reading for Part Two.