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some links which might help you http://quant.caltech.edu/historical-stock-data.html In the quantmod R package ,the split information is in the "Dividend Only" CSV: http://ichart.finance.yahoo.com/x?s=IBM&a=00&b=2&c=1962&d=04&e=25&f=2011&g=v&y=0&z=30000



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