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You should use Adj close price Using Adj close price gives you the adjusted values of close price, hence the fair picture in case of off-beat events like splits and dividends. Using close price instead of adj close price provides unrealistic and false values of metrics like returns, which could generate false signals in your ML model.


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Sage Data Service - www.sagedataservice.com can provide the raw fundamental data you are looking for. All U.S. stocks are covered with 7 years of quarterly history and an additional 5 years of yearly history. The price of this offering is substantially below that offered by the big vendors. They don't offer ISIN codes. These codes are available at ...


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I've spent a fair amount of time with the type of fundamentals data you are looking for, and I am not aware of any site or provider that meets all of your criteria. Specifically, I am not aware of a provider that provides multi-company fundamentals data, in CSV format, retrievable at an ISIN-addressed URL. Given the above, if you are willing to build the ...


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I know this is an old post, but I just came across it while researching for the same data. As such, I though I might provide another explanation to the above question. The netfonds website provides both a 'tradedump' and a 'posdump'. The trade dump is simply tick level data that shows the movement of the asset from trade to trade. The posdump, 'dataB' in ...


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Best to download in R studio. use below code to download. library(quantmod) tickers = c("^NSEI","ITC.NS", "SBIN.NS", "COALINDIA.NS", "ICICIBANK.NS", "ADANIPORTS.NS", "ONGC.NS", "MOTHERSUMI.NS", "INFY.NS", "TCS.NS", "WIPRO.NS") getSymbols(tickers, from = "2015-01-01", to = "2016-03-31") prices.data <- merge(NSEI[,6], ITC.NS[,6], SBIN.NS[,6], ...


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quant tick downloader. free with the most accurate free tick data u can find. click here also for yahoo finance data in R try the Quantmod package getSymbols("^GSPC", from="1990-01-01" , to ="2000-01-01" )


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Have you tried searching at Quandl here: https://www.quandl.com/search?query=msci&type=all (Quandl also has flexible pricing plans for individual users, not just companies)


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I hope this helps - the Core US Fundamentals database on Quandl (https://www.quandl.com/data/SF1) covers 6,500+ companies, point-in-time, inc/exc restatements, active/delisted, up to 11 years history, 101 indicators, expanding coverage, daily updates. There's data for balance sheets, income statements, cash flow etc.


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To reiterate what has been said, futures are just that, a contract for future delivery. So a person trading or using these futures to hedge may want to trade something way out on the curve. Crude Oil Futures for example trade out to December 2024, though the only volume I see today is in December 2020. The way that data is presented is tough to understand ...



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