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I am doing a machine learning pet project that requires me to construct a column for stock return between Jan 1, 2018 and today (Dec 26, 2018). I am basically looking for the most recent annual return of all stocks (including their ticker symbols) that are trading in the US. Where can I find the closing prices for all listed stocks in the US on the NYSE, AMEX and any other relevant stock exchange for these two dates (equity prices only, I don't need option, commodity and index prices)? I'm working on about 2,000 plus stocks listed in the US. What is common on the internet is you simply enter a ticker symbol to retrieve historic price information just for a stock, not for an entire exchange. Any help will be greatly appreciated.

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marked as duplicate by Helin, skoestlmeier, LocalVolatility, lehalle, amdopt Jan 22 at 21:09

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I don't think you can find the prices for free to download. You can download them using free API such as this one, though:

https://www.alphavantage.co/documentation/

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  • $\begingroup$ Thanks for your response, though, this doesn't solve my problem as it requires me to manually enter a ticker symbol, one by one, Entering 2,000 plus ticker symbols is defintely a herculean task which I can as well do on yahoo finance or google finance. Howbeit, this is definitely an invaluable resource for a time series prediction project which is not what I'm working on presently. I am working on a classification project. $\endgroup$ – ad1 Dec 27 '18 at 11:29
  • $\begingroup$ You could scrape the list of Nasdaq symbols from sites like this using a script: nasdaq.com/screening/companies-by-name.aspx?letter=A $\endgroup$ – pkout Dec 27 '18 at 14:52

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