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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 ...


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Quandl has a python api: https://www.quandl.com/help/api and free stock fundamentals (some) https://www.quandl.com/help/api-for-stock-data


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You need Reuters RFA or SFC API access, they both give access to historical data, that you are able to lookup with a ticker symbol. See: https://customers.reuters.com/developer/apis_tech.aspx


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Without knowing more about the data, the security was probably halted. Is the pricing staled day over day? More info would be good.


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You can get individual company revenue and industry classification on Quantopian. You could then calculate the correlations. The data comes from Morningstar as described here: https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting (disclosure: I'm the ceo of quantopian).


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Sageworks has the data you'll need and will allow you run these correlations within their software.


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None of the previous answers have mentioned the fact that Bloomberg supports an API with support for all the main languages (C, C++, Java, Python, Perl -- and even Node and Haskell support on GitHub), on all the relevant operating systems: Windows, Linux, OS X, Solaris. This includes support for tick data which is stored in a rolling window (ie from ...


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The answer to your question probably depends on the type of the security you want to query the data from, their vendor (not Bloomberg, the original vendor) and your license with Bloomberg. I don't remember having no access to intraday data, but I remember having limited history for sure (more data implied more fees as far as I can remember). But in ...



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