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Apr
22
reviewed Close Correct Mupad for this equation?
Apr
22
revised rollapply with Arima model: testing for stability of coefficients
code formatting
Apr
21
answered Why do I still see large orders?
Apr
11
comment EDGX, EDGA, Nasdaq and Bats-Z Pricing in 2011
Your best bet is going to be to send an email to the various exchanges and ask nicely, they might be able to help you. The definitive source for this info otherwise is going to be the SEC filings. That isn't going to be a fun job reconstructing the prices :).
Apr
2
awarded  Notable Question
Sep
30
awarded  Explainer
Sep
23
awarded  Nice Answer
Sep
13
answered Algo's Shadowing Limit Orders
Sep
8
awarded  Yearling
Aug
31
awarded  Good Answer
Aug
27
answered Yahoo OHLC data reflects nonexistant stock split
Aug
23
comment List of dates at which the NYSE was closed from 2005 to 2014?
This data is all over the place. Using the closings document to get to 2011. Then use Google and search for closings for 2012, 2013, and 2014.
Aug
6
awarded  Good Answer
Jul
8
awarded  Nice Answer
Jun
23
answered What Is A Good Success Rate Using Machine Learning For A Beginner?
Jun
4
reviewed Approve programming tag wiki
Jun
4
reviewed Approve
Jun
4
reviewed Approve programming tag wiki excerpt
Jun
4
reviewed Approve
Jun
4
reviewed Leave Open Determining optimal trading signals (buy/sell) from past data