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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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Let me guess, you fell for one of the fake Quantquote reviews and decided to purchase their buggy data? The reason for the missing quotes is Quantquote data is more of a snap-shot of market activity. It will not record every quote the way TickData or CQG does. ActiveTick is not as expansive as TickData but is more comprehensive than Quantquote. Maybe this ...


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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 paying for it is not an issue you should get CRSP dataset which is available on Wharton Research Data Services. I think the only thing you can't do is search by ISIN. However, you do can get all stocks of an index in a single file. Also you can search by ticker, permno, permco, secid, etc.


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If you are looking for historical data there are a few websites I can think of that provide it. www.eodata.com provides 30 days of historical EOD data for free in various text formats. Additionally, you can purchase up to 90 months of historical intraday data as well. An added benefit is that they cover US Options, Mutual Funds, Currencies, and ...


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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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