Finding Intraday History for Delisted S&P 500 Stocks
Summary
The document considers how to obtain programmatic intraday price histories for companies that left the S&P 500. The question highlights a coverage problem: a data service may return observations for current constituents while failing to return them for a delisted or acquired company. This matters when assembling historical samples, since limiting a study to surviving securities can omit firms that disappeared from the index.
The response says that reliable delisted equity data generally requires a paid source and gives a historical example of a vendor package with API access, a limited lookback, and a monthly fee. That example is a pointer rather than a current vendor comparison: product coverage, pricing, and availability may have changed. The document does not identify a free source that meets the request, nor does it assess data quality, corporate action adjustments, or whether intraday records cover the full period sought.
Key ideas
- Historical equity datasets may omit securities that have been delisted or acquired.
- A free API that serves current constituents may not provide comparable history for former constituents.
- The response describes paid data access as a likely route to delisted equity prices.
- The cited vendor details are historical and do not establish current pricing or coverage.
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# where to find historical ticker data for securities no longer in s&p 500 index? # where to find historical ticker data for securities no longer in s&p 500 index? im looking for the complete intraday ticker data time-series for a number of securities that formerly were part of the s&p 500 index. eg. PGN, Progress Energy Inc, removed from index 2012 because: Acquired by Duke Energy wikipedia offers a list of some 250 former s&p 500 members. https://en.wikipedia.org/wiki/List_of_S%26P_500_companies. question: do you know of any site from which the historical ticker data of these stocks may be downloaded? it must be free of charge and be available via an api that does not require manual interaction for each request (ie. it should be accessible "programatically"). alphavanta.co does work for all current members/securities, eg. GOOGL: https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=GOOGL&interval=5min&apikey=%demo%27&datatype=csv but does not seem to work for former members, eg. PGN: https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=PGN&interval=5min&apikey=%demo%27&datatype=csv thanks for any suggestions and apologies if this is not the correct community for this question. in that case, please indicate which is. ## Answer by Chris (score 5) https://quant.stackexchange.com/a/57702 Hate to disappoint, but you're going to need to pay to get delisted securities. Even basic equity price data of any quality comes with a cost. There are a number of non-commercial vendors that include this sort of data with one of their packages though. For instance, a vendor like Quandl (one of the cheapest, but still OK quality) offers packages for US equities that include delisted securities and run something like $60/month for a 5-year lookback with access via an API.
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