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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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It's not entirely true. The challenge is to obtain a clean and well maintained historical set, not just a prices set. Typically, there are many vendors that provide historical data sets, but fail to accommodate corporate actions or other adjustments, so in order to use the set in a research, you'd still need to clean the data thoroughly. Depending on what ...


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If you are using Bloomberg then you can pull prices adjusted for corporate actions such as splits, dividends, and other capital adjustments, assuming this meets your needs (i.e. momentum based quant strategies). If you know which global equity indices to track then you can pull the historical constituents to minimise survivorship bias. In Bloomberg, MSCI ...


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Every exchange in North America sells their historical data. NYSE and Nasdaq are the one's I'm most familiar with. They will sell you the data on a one off instance, ie no monthly fees, just a single flat rate.


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Historical intraday data for S&P500 going back to the 1980's is available from Tickdata.com . It is not free.



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