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You can try premiumdata.net. Among several sources I used this provides most clean data. They account for splits and dividends. Delisted securities are present in the data. This is not free but the price is modest for this quality for my point of view. They provide EOD data for US, Australian and Singapore stock exchanges.


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If you plot the price series against volume or open interest, you'll see there was no trading at all in the contract during the early part of the series. This is common for futures – the exchange lists quite a few of them, but only nearby expiries are actually traded. The other contracts still have daily settlement prices, but cannot be relied upon.


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You won't get an exact answer for this I'm sure, all one can say is welcome to the world of finance and bad data. All jokes aside there could be a number of reasons (one vendor missed a message, network lag, not getting quotes from a certain exchange exc).


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If you have a friend studying at almost any university you can get access to WRDS. Inside WRDS just go to Compustat which has all the info you need for dates since 1950.


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There are two mainly (good) free sources available online: wolphramalpha.com Quandl They report the mainly market and fundamental data, so you will not find any particular fundamental accounting ratio. In the case you need particular ratio or data, you should get some better financial data provider, as, for instance, Bloomberg or Thompson Reuters.



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