Load and Reshape Stooq Historical Market Data for Equity Research
Summary
This tutorial describes Stooq’s downloadable historical price data and ways to prepare it for analysis. It explains ticker suffix conventions, regional and frequency-based downloads, and the nested directory structure. A single security’s OHLCV file can be loaded into a dataframe, its date field converted to a datetime index, and columns cleaned for time-series work. The article also shows searching nested folders for multiple tickers and reshaping their close prices into a combined dataframe.
It discusses using a data-reader library as a simpler alternative, while noting that its historical coverage was more limited at the time of writing. The close field is described as adjusted, with a stock split example used to illustrate how adjustment can be checked. The guide is primarily about data acquisition and preparation rather than trading signals. It cautions that there is no API, downloads can consume substantial storage, ticker conventions differ, and free-source adjustment practices may be unclear; current availability and coverage may also change.
Key ideas
- Stooq offers downloadable historical data across several asset classes and frequencies.
- Downloaded files can be parsed into time-indexed dataframes by converting the date field and selecting useful columns.
- Recursive file searching helps locate tickers within Stooq’s nested regional and exchange folders.
- Multiple securities can be combined into a date-indexed close-price table for comparison.
- Check price adjustment conventions and historical coverage before relying on a free data source.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.