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Finding Historical Prices for Broad US Stock Return Data

Article Quant Q&A · Author: ad1
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Summary

The document asks how to obtain closing prices for thousands of US-listed stocks on two dates in order to calculate annual returns for a machine-learning project. The desired data covers exchange-listed equities rather than options, commodities, or indexes, and the question highlights the difficulty of retrieving many tickers at once when common websites provide symbol-by-symbol lookups.

The response says broad free downloadable coverage may be difficult to find and points to a free financial-data API as a possible source. It does not explain how to enumerate all listed tickers, retrieve the requested dates in bulk, handle delisted securities, or adjust prices for corporate actions. No comparison of data completeness, licensing, or API limits is provided, so the suggestion is only a starting point for building the dataset.

Key ideas

  • Broad historical equity data for thousands of US tickers can be harder to find than individual-symbol price histories.
  • A free financial-data API is suggested as a possible source for historical prices.
  • The response does not establish a complete or validated workflow for collecting exchange-wide data.

Tags

EquitiesMachine learningUS markets
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# Most Recent Stock Return for a Machine Learning Project


# Most Recent Stock Return for a Machine Learning Project












I am doing a machine learning pet project that requires me to construct a column for stock return between Jan 1, 2018 and today (Dec 26, 2018). I am basically looking for the most recent annual return of all stocks (including their ticker symbols) that are trading in the US. Where can I find the closing prices for all listed stocks in the US on the NYSE, AMEX and any other relevant stock exchange for these two dates (equity prices only, I don't need option, commodity and index prices)? I'm working on about 2,000 plus stocks listed in the US. What is common on the internet is you simply enter a ticker symbol to retrieve historic price information just for a stock, not for an entire exchange. Any help will be greatly appreciated.

## Answer by pkout (score 0)

https://quant.stackexchange.com/a/43223

I don't think you can find the prices for free to download. You can download them using free API such as this one, though:

https://www.alphavantage.co/documentation/

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

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