Evaluating EODData for Historical Market Data

# Is "eoddata" a good data source?


# Is "eoddata" a good data source?












Not sure if this is a relevant question for site, but I am looking to move to www.eoddata.com as my data source.

If anyone has used it, can you tell me how the data quality is ?

I am currently parsing yahoo for my prices but its not a very efficient process.

What are the other sources of equity data out there ( affordable for retail investors like me) ? I am willing to pay \$250-\$300 per year for it.

## Answer by monksy (score 15, accepted)

https://quant.stackexchange.com/a/3316

From my experience, EODData is pretty much that you get what you pay for. Its not a very sophisticated product. They email you the files you subscribe to, and thats that. I have had an issue before of where the emails didn't go through anymore and I never heard anything from them.

On Quality, I can't make a claim on its accuracy. It seems good. I find issue with three things about the data:

- There is no way to signal an exchange change

- It doesn't give you an easy way to grab the symbol info [Names, etc]

- If there is a stock split or dividend, it does not mention this in the data.

That being said, it does do a good job with keeping a simple file format, and providing "long term" historical data.

## Answer by David Jenkins (score 24)

https://quant.stackexchange.com/a/3333

Don't use them. I have used them for years because I couldn't find another source that would provide all stocks in all US exchanges -- till now. But first, about eoddata:

- their data is very often missing elements, e.g., on any given day the SP500 index data my not be in their data set, even for a normal trading day

- their ftp files are often out of date, meaning if you need the previous day's data, you might have to wait a day or more to get it

- their customer support is absolutely useless. You can't phone them (there is no phone number on their website), all you can do is fill out a web form. Most times I never got a response, and when I did, it was perfunctory and absolutely no help

- In order to cancel your "subscription", they need a written cancellation notice. I sent them just such a notice via certified mail. I have verified that they received it on April 20, 2012, and yet today, 4/24/2012, I just received notice that they are billing me again for the coming month.

- I found a phone number for eoddata on bbb.com, but no one never answers, all there is is a message, after 20 rings or so, saying "try again later"

Bottom line: if you need your data to be there every day on schedule, DO NOT use eoddata.

The good news: premiumdata.net is an excellent service in every way -- data quality, dependability, customer support. They are more expensive than eoddata, but you get what you pay for.

## Answer by Dez Udezue (score 14)

https://quant.stackexchange.com/a/3947

Don't use them. Their data is very spotty. They offer "minute by minute" data on commodities markets and forex which should be technically 24hrs yet it usually starts from 9 or 11 o clock and the "minutes" end around 3 or 4. I emailed their support alias asking why this was the case. I also copied and pasted the opening and closing times of the exchanges and here is a response i got

> Sorry but the website you are referring to is not our website, the times stated on the website you have mentioned do not reflect the data we provide. Kind Regards, Nick Kruger | Customer Service EODData, LLC 444 N. Michigan Ave, Suite 1200 Chicago, IL 60611 www.eoddata.com

Good luck also finding a phone number to reach them at.

## Answer by Dr. Andrew (score 10)

https://quant.stackexchange.com/a/7871

Don't use eoddata unless you absolutely have to. I purchased long history of global index and forex prices. There are hundreds and hundreds of incorrectly missing or completely wrong prices. For example (big problem with forex), the price is coming along in the 10s, then spkes up to the 1000's for a few days before dropping back down. Repeat over and over again. The worst is when it's the opposite; should be 1s, but incorrectly recorded as .01s - not nough decimals to rescale. This is an obviously stupid error, especially since they claim

> EODData runs a number of computers that scan the data 24x7 to find anomalies and correct the prices that are clearly wrong. We also compare our data against other sources to double check whether we have the right figures. As a final measure we have staff who spend all day finding and correcting data problems.

How about FOREX tickers where suddenly there are no prices for several months? This is also relatively common in their data. One of them goes AWOL for 3 years.

Furthermore, repeated attempts to get them to fix the data, after I have already spent hours and hours identifying & fixing what I can are less than successful.

Most recent response from support:

> Sorry but we no long have the resources available to correct the errors you have mentioned.

Can we say false advertising?

## Answer by Will (score 8)

https://quant.stackexchange.com/a/11075

I am an Oracle Database Administrator. I subscribe to EODdata for daily minute-tick price data. When I upload their datasets into my database I run consistency checks before the data is finalized. I can confirm the wildly swinging price spikes other users have identified, plus data gaps, plus the same stock listed on multiple exchanges, plus entire multiple-hour blocks of trading data simply missing - in other words, as a database professional, when you run a fine-toothed comb across their data using multiple orthogonal angles, you will find just about every category of "dirty data" in their datasets. Why do I still use them? I can run scripts on my database that identify and resolve obvious problems automatically, and for my backtesting purposes that suffices. But for anybody who doesn't have Oracle database resources or raw machine power to resolve dirty data, I would recommend against EODdata. And yes, OH YES, tech support is abysmal - effectively non-existent. I have even offered my services to Nick Kruger to help him provide a higher quality data product, but no answer. If you google "Nick Kruger EODdata" or "EODdata quality" you will always find the same user answers, and that is, "you get what you pay for." I have been actively trying to find a higher quality data source (hard to beat $30 a month for EODdata) - I'd be willing to pay triple that cost for good data and decent tech support, but so far have not found it.

## Answer by user2040657 (score 8)

https://quant.stackexchange.com/a/36167

I saw a lot of "DON'T USE THEM" messages so I think the OP might benefit from a little more comprehensive answer that puts things in perspective. Firstly, understand that no data source is perfect. I have worked with reuters, csidata , eoddata, google, yahoo and they will always have some problems. It is understandable to some extent because: a) often exchanges themselves do not report correct data or there was an amendment to the cross price, busted trades etc. b) splits and dividends create errors (google's data is supposed to be split adjusted, but not for dividend. Yet there are numerous examples where it's not true) c) some vendors ignore splits and divs given on non trading days- that creates problems d) tickers change or get delisted and then in a few years some other company or class or shares is assigned that ticker.

Good news is generally I have noticed different vendors have different problem and by combining two or more data sources you can reduce errors exponentially. But be careful as different vendors use different notations to represent class/preferred shares.

Reuters is excellent in keeping track of name-changes/delistings. Their price, split/div is also most accurate. If you have money and want the best, go with them. CSI's split/div data is good, but they have atleast 5% error in prices. EODDATA has good op/tp but don't give historical split/divs and have no customer support. In order of quality I would rank the ones I know as:

- REUTERS - expensive - errors less than 0.1%

- CSIDATA - budget - errors 5% in prices, less than 0.1% in split/divs

- EODDATA - budget - errors less than 0.1% in prices. no historical split/divs

- GOOGLE - free - errors 2 to 4%

- YAHOO - free - slightly worse than google, but deteriorating fast

## Answer by Owe Jessen (score 7)

https://quant.stackexchange.com/a/3290

I have used eoddata for an analysis of open interest with a history of 10 years daily data. Since it was the only source, i can't comment on the data quality. What I comment on is that the interesting data could be extracted efficiently from the source files (which will give you a csv per day for the data of an exchange).

## Answer by Adrian Letchford (score 5)

https://quant.stackexchange.com/a/3295

We are a new start-up (today actually) producing easy charting software for the lowest price we can. We are using EODData and we find it to be very good. There are no issues in the quality of the data for us, and it seems to update very timely for the charting purposes and our own investing purposes. Our software is distributed free, so if you want to check out the quality of their data without paying a cent, give it a go. The free version gives you 1 year of data for the ASX, NASDAQ, NYSE, LSE, World Indices, and FOREX. So plenty for you to explore.

## Answer by Hugh (score 5)

https://quant.stackexchange.com/a/7131

I'm dissatisfied with the intraday minute data. I've found bad gaps, particularly on Fridays' data. They won't answer complains and they won't fix it either.

## Answer by ron (score 5)

https://quant.stackexchange.com/a/12726

I tried them and was very disappointed .No support,no phone number,no answer to several emails.I would strongly suggest using someone else.

## Answer by Ales (score 4)

https://quant.stackexchange.com/a/15944

Just for some info, maybe useful for someone. I detected spikes in EODData 20yr NASDAQ data (3005 symbols) and found 647 spikes. Yahoo has many of them detected/removed, so obviously they share the same source of data, at least for something. And EODData IS NOT doing even simplest automated spike detection. My algorithm is about 20 lines of C# code, very simple. I don't get why they don't do it. Leaving such bad data is much worse than just removing it. Someone says you get what you pay for, but they say at their site the spikes are detected/corrected, which is obviously not true.

## Answer by MonkeyDoug (score 3)

https://quant.stackexchange.com/a/9690

I used EODData for about a year in order to truly get a feel for the data. I would say for the price it is great, but there are inconsistencies in the data. I had found some serious errors that were never patched. I am sure there were many more but I didn't catch them. If you use them, I would advise running through the data to check for anomalies since they apparently cannot do that. Their coverage of options and global equities is great for the price and it beats scraping Yahoo and Google.

## Answer by Steven Givot (score 3)

https://quant.stackexchange.com/a/14531

I've found that the EODData website is difficult to understand. That can be overcome with reasonable support. I wrote to EODData with a support request one week ago. I have yet to get any response. This site, absent decent support, is worthless. I would advise that you avoid it like the plague until the owners start to pay attention to support requests. As far as I can tell -- with zero response over the course of one week -- the owners don't give a damn about providing any support.

## Answer by Kevin Parker (score 3)

https://quant.stackexchange.com/a/16060

DO NOT USE EOD DATA!!! Their data is incomplete even for 2014... The September zip at 1/5/10/15/30/60 minute bars was generated and only goes up to Sept 28th... Where's the data for the 29th and 30th?

## Answer by BSilvo (score 3)

https://quant.stackexchange.com/a/31291

In regards to equity option data, insufficient. Advertised daily option data, but latest download 3 months old. Support wont answer or issue refund for my fees. Sham operation be careful with your membership. I do recommend.

## Answer by gery (score 1)

https://quant.stackexchange.com/a/40451

In replying to is EODDATA data a good site to do business with. Simple, and truthful answer is NO! Data is corrupt and CS is a joke. They, never respond for help. But they are happy to overcharge your CC. They piggy back data from other sites. 6/11/18

## Answer by dominikduda (score 1)

https://quant.stackexchange.com/a/47024

DO NOT USE THEM.

I bought a platinum membership, but I was not happy with the data they provide.

There is no option to cancel the subscription - you have to write an email to them if you want to cancel it.

During the last 2 weeks, I wrote 2 emails and 2 tickets through their page. They responded to none of them. Today I wrote through all communication ways again, hopefully, they will just cancel it with delay, and I won't have to take any further steps.

## Answer by Evan Fraser (score 0)

https://quant.stackexchange.com/a/41916

No complaints so far with 10 years of eod CME data. This vendor is a godsend. At these prices I don't mind scrubbing. Godspeed.

## Answer by quantvoltrader (score -1)

https://quant.stackexchange.com/a/36170

Try alpha vantage. I have been using them and they have a good api and include dividends and stock splits.

## Answer by Simple Simon (score -2)

https://quant.stackexchange.com/a/18680

I am and have been a silver member for 3 years with EODDATA. I have had no problems. BTW I write my own code and have a degree in Economics and am a former computer systems analyst. I download their data about once a week. I do not care about hourly price fluctuations or Milan stock exchange or commodities. I am just a simple and profitable investor in the style of Benjamin Graham. EODDATA works. Its simple and has value.