Research Guides: Finance: Domestic

Overview

To use the pricing data, company identifiers are used. Tickers can cause problems as they can be reassigned or changed. CUSIPs are preferred as they do not change.

Please see Company Identifier tab for clarification of working with different data vendors company identifiers.

Stock & Index Prices - Daily and less frequent + Dividents & Splits

Bloomberg (Princeton only) This link opens in a new window
Bloomberg does have equity trading data.

Downloading from Bloomberg is limited.

Location based service - located on A Level of Firestone and in Sherrerd Hall.
Firestone Library, Firestone Library, A Floor (RIS Suite). Restricted to academic research by Princeton University faculty and students.
CRSP (Center for Research in Securities Prices). This link opens in a new window
Daily and monthly trading data, including open, high, low, close and volume. Also, includes data on dividends and splits and resulting adjustments.
- Starts 12/31/1925 for NYSE stocks
- Starts 7/2/1962 for AMEX stocks (AMEX ends 10/1/2008)
- Starts 12/14/1972 for NASDAQ stocks
- Starts 3/8/2006 for ARCA
Can search on delisted companies as well
Restricted to academic research by Princeton University faculty and students.
Global Financial Data This link opens in a new window
Historic pricing data on indices back to 1802. And information on number of listed stocks back to 1792.
Restricted to academic research by Princeton University faculty and students.
OTC Markets This link opens in a new window
For the OTC market, trading data including open, high, low, close and volume. The OTC market includes the OTCQX, OTCQB and the OTC Pink sheet markets.
Refinitiv Workspace This link opens in a new window
Daily trading data.

Location based services and is available A Level Firestone, Stokes and Engineering.

Stock & Index prices - Intraday

Bloomberg (Princeton only) This link opens in a new window
Bloomberg has intraday data on some stocks and indices. Intraday data kept for 30-90 days.

Downloading from Bloomberg is limited.

Location based service - Located on A Level of Firestone and in Sherrerd Hall.
Firestone Library, Firestone Library, A Floor (RIS Suite). Restricted to academic research by Princeton University faculty and students.
CRSP (Center for Research in Securities Prices). This link opens in a new window
CRSP Index History Intraday - has intraday prices for indices created by CRSP
Restricted to academic research by Princeton University faculty and students.
NASDAQ Trade and Quote Database This link opens in a new window
Intraday trades, inside quotes, and dealer quotes for all stocks traded on the NASDAQ. 1999+
NYSE Trade and Quote (Princeton only) This link opens in a new window
Tick data for equities traded on the New York Stock Exchange, American Stock Exchange, and NASDAQ. Additional data for the NYSE and AMEX are available for 1983-1992 and for the NASDAQ for 1987-1992 through ISSM (also available on WRDS). 1993+
Tick-by-tick Intraday Data This link opens in a new window
Provides intraday data. Princeton subscribes to Futures, Cash Indices, VIX (under Market Indicators), London Equities, Euronext Equities, and Forex data. Dates of coverage vary. User's manual includes many helpful tips.

Location based service - Firestone Library (A Floor - RIS Suite).
Firestone Library (A Floor). Use on Workstations 9 and 10.

Short Interest & Factors

This section has sources related to the equity market

Wharton Research Data Service (Princeton only) This link opens in a new window
WRDS offers Fama-French Portfolio and Factor data
Requires user to validate through password (request may take up to 48 hours and is for academic purposes at Princeton University only; undergraduates request a research assistant account and list your adviser as your faculty member).

Short interest data comes from several sources depending on the market and the time period.

- Use WRDS for data on the NYSE from 1/05-7/07.

Librarian

Barbara Coffey

Email Me

Contact:

Firestone A-12-J-1

609-258-3531

Subjects: Finance, Financial Engineering, Operations Research